# EDGAR Filing Document

**Accession Number:** 0000351601
**File Stem:** 0001410368-26-032310
**Filing Date:** 2026-3
**Character Count:** 774003
**Document Hash:** debc9bbb6b90b39cd17caaf44568ef72
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-032310.hdr.sgml**: 20260326

**ACCESSION NUMBER**: 0001410368-26-032310

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260326

**DATE AS OF CHANGE**: 20260326

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RUSSELL INVESTMENT CO
- **CENTRAL INDEX KEY:** 0000351601

**ORGANIZATION NAME:**
- **EIN:** 911151059
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03153
- **FILM NUMBER:** 26797785

**BUSINESS ADDRESS:**
- **STREET 1:** 401 UNION STREET
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA
- **BUSINESS PHONE:** 800-787-7354

**MAIL ADDRESS:**
- **STREET 1:** 401 UNION STREET
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RUSSELL FRANK INVESTMENT CO
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Opportunistic Credit Fund (Series ID: S000029199)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000089839 | Class Y      | RGCYX           |
| C000089840 | Class A      | RGCAX           |
| C000089841 | Class C      | RGCCX           |
| C000089843 | Class S      | RGCSX           |
| C000178390 | Class M      | RGOTX           |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** RUSSELL INVESTMENT CO

- **b. Investment Company Act file number:** 811-03153

- **c. CIK number of Registrant:** 0000351601

- **d. LEI of Registrant:** 549300J63VJ9OS4TCK93

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 401 Union Street

  - **City:** Seattle

  - **State:** WA

  - **Foreign country:** US

  - **Zip / Postal Code:** 98101

  - **Telephone number:** 800-787-7354

**Item A.2. Information about the Series.**

- **a. Name of Series:** Opportunistic Credit Fund

- **b. EDGAR series identifier (if any):** S000029199

- **c. LEI of Series:** QMX8CVY41B3G014K7N60

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $991906086.14

**Total Liabilities:** $30462635.73

**Net Assets:** $961443450.41

**Delayed Delivery Securities:** $7871649.00

**Cash Not Reported:** $12744658.37

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -460.38000000 | **1-Year:** -18959.88000000 | **5-Year:** -38991.32000000 | **10-Year:** -39510.79000000 | **30-Year:** -22227.50000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -1909.93000000 | **1-Year:** -38724.16000000 | **5-Year:** -82453.76000000 | **10-Year:** -44067.10000000 | **30-Year:** -12821.30000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000089839 | 0.56%                | 0.30%                | 0.70%                |
| Class ID C000089840 | 0.42%                | 0.36%                | 0.58%                |
| Class ID C000089841 | 0.49%                | 0.24%                | 0.59%                |
| Class ID C000089843 | 0.55%                | 0.29%                | 0.70%                |
| Class ID C000178390 | 0.44%                | 0.30%                | 0.70%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $669679.41               | $-181452.95                                |
| Month 2  | $900031.06               | $-834292.17                                |
| Month 3  | $-396865.90              | $2831743.67                                |

**Designated Index Information**

- **Index Name:** RIC Opportunistic Credit Composite Index

- **Index Identifier:** CMP000133

### Schedule of Portfolio Investments

| Name                                                                                                | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AB Bsl CLO 1 Ltd                                                                                    | AB BSL CLO 3 Ltd                                                                | CUSIP: 00037QAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $599988.00    | 0.06%             | 2038-04-20      | Floating      | 5.67%                 | Yes           | 2                  | On Loan: No      |
| AB Bsl CLO 1 Ltd                                                                                    | AB BSL CLO 5 Ltd                                                                | CUSIP: 00038GAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    350000 | PA      | $351116.50    | 0.04%             | 2038-01-20      | Floating      | 5.77%                 | Yes           | 2                  | On Loan: No      |
| Ace Securities Corp.                                                                                | ACE Securities Corp Mortgage Loan Trust Series 2007-D1                          | CUSIP: 00083BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    656092 | PA      | $503503.19    | 0.05%             | 2038-02-25      | Variable      | 7.25%                 | Yes           | 2                  | On Loan: No      |
| AES PANAMA GENERATION HL                                                                            | AES Panama Generation Holdings SRL                                              | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     79348 | PA      | $74767.93     | 0.01%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| ACREC LLC                                                                                           | Acrec 2025 Fl 3 LLC                                                             | CUSIP: 00112HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $499062.70    | 0.05%             | 2042-08-18      | Floating      | 4.99%                 | Yes           | 2                  | On Loan: No      |
| AHP HEALTH PARTN                                                                                    | AHP Health Partners Inc                                                         | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195011.92    | 0.02%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                                                                             | AMC Entertainment Holdings Inc                                                  | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    374000 | PA      | $291741.03    | 0.03%             | 2029-02-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| ANGI GROUP LLC                                                                                      | ANGI Group LLC                                                                  | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    307000 | PA      | $282851.56    | 0.03%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| API GROUP DE INC                                                                                    | APi Group DE Inc                                                                | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    161000 | PA      | $156776.31    | 0.02%             | 2029-07-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| AREIT CRE Trust                                                                                     | AREIT 2025-CRE10 Ltd                                                            | CUSIP: 00193DAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $748127.69    | 0.08%             | 2030-01-17      | Floating      | 5.77%                 | Yes           | 2                  | On Loan: No      |
| ATS CORP                                                                                            | ATS Corp                                                                        | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |    173000 | PA      | $168733.35    | 0.02%             | 2028-12-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| APLD COMPUTECO LLC                                                                                  | APLD ComputeCo LLC                                                              | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $116358.63    | 0.01%             | 2030-12-15      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                        | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    224000 | PA      | $225559.96    | 0.02%             | 2029-03-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                                            | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    186000 | PA      | $187944.37    | 0.02%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                                            | Acadia Healthcare Co Inc                                                        | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    559000 | PA      | $552252.52    | 0.06%             | 2028-07-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| ACREC LLC                                                                                           | ACREC 2026-FL4 LLC                                                              | CUSIP: 004970AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750937.43    | 0.08%             | 2043-01-18      | Floating      | 5.40%                 | Yes           | 2                  | On Loan: No      |
| Acres PLC                                                                                           | ACRES Commercial Realty 2026-FL4 Issuer LLC                                     | CUSIP: 00501XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000317.01   | 0.10%             | 2044-08-18      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                                             | Adani Ports & Special Economic Zone Ltd                                         | CUSIP: 00652MAE2<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    155000 | PA      | $150833.76    | 0.02%             | 2029-07-03      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| ADAPTHEALTH LLC                                                                                     | AdaptHealth LLC                                                                 | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    193000 | PA      | $186633.39    | 0.02%             | 2029-08-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                                                              | Adient Global Holdings Ltd                                                      | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |   1030000 | PA      | $1069247.04   | 0.11%             | 2033-02-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                                                                            | Adtalem Global Education Inc                                                    | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |    156000 | PA      | $155864.72    | 0.02%             | 2028-03-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    600000 | PA      | $627849.11    | 0.07%             | 2055-03-10      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| AEGEA FINANCE SARL                                                                                  | Aegea Finance Sarl                                                              | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    384000 | PA      | $375292.91    | 0.04%             | 2036-01-20      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| AEGON LTD                                                                                           | Aegon Ltd                                                                       | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |    629000 | PA      | $637442.12    | 0.07%             | 2048-04-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                                                                                       | Aircastle Ltd                                                                   | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    131000 | PA      | $137669.57    | 0.01%             | 2028-07-18      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 013092AC5<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    338000 | PA      | $337914.22    | 0.04%             | 2027-01-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    141000 | PA      | $135379.31    | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    151000 | PA      | $154186.14    | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    153000 | PA      | $153555.24    | 0.02%             | 2031-03-31      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    738000 | PA      | $725597.16    | 0.08%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| ALDAR PROPERTIES PJSC                                                                               | Aldar Properties PJSC                                                           | CUSIP: 013917AA7<br>LEI: 98450048CD8AEF13B480 | Long             | DBT              | CORP              | AE        |    363000 | PA      | $358534.19    | 0.04%             | 2056-04-14      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| ALCON FINANCE CORP                                                                                  | Alcon Finance Corp                                                              | CUSIP: 01400EAB9<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    122000 | PA      | $117117.54    | 0.01%             | 2029-09-23      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                                                             | Algonquin Power & Utilities Corp                                                | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    172000 | PA      | $170179.74    | 0.02%             | 2082-01-18      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ATI INC                                                                                             | ATI Inc                                                                         | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    285000 | PA      | $285443.65    | 0.03%             | 2027-12-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                                               | Bread Financial Holdings Inc                                                    | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    751000 | PA      | $770868.22    | 0.08%             | 2035-06-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                                              | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAE6<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    709000 | PA      | $742306.27    | 0.08%             | 2029-03-30      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                                                                                  | Ally Financial Inc                                                              | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    108000 | PA      | $114358.90    | 0.01%             | 2030-01-03      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| ALPHA GENERATION LLC                                                                                | Alpha Generation LLC                                                            | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |   1153000 | PA      | $1195596.54   | 0.12%             | 2032-10-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                                                                    | Altice France SA                                                                | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    395894 | PA      | $386767.30    | 0.04%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| ALTA EQUIPMENT GROUP                                                                                | Alta Equipment Group Inc                                                        | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |    796000 | PA      | $759747.05    | 0.08%             | 2029-06-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| ESC GCB144A ALTICE FRA                                                                              | ESC GCB144A ALTICE FRA                                                          | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    324000 | PA      | $280260.00    | 0.03%             | 2029-07-15      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| ALTRIA GROUP INC                                                                                    | Altria Group Inc                                                                | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70587.09     | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| AMEREN CORP                                                                                         | Ameren Corp                                                                     | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    132000 | PA      | $125778.36    | 0.01%             | 2028-03-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                                             | America Movil SAB de CV                                                         | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    763000 | PA      | $747045.02    | 0.08%             | 2029-04-22      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                                            | American Assets Trust LP                                                        | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |    116000 | PA      | $105772.41    | 0.01%             | 2031-02-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| AMERICAN AXLE & MFG INC                                                                             | American Axle & Manufacturing Inc                                               | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    743000 | PA      | $758308.60    | 0.08%             | 2032-10-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                                              | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    446000 | PA      | $461238.96    | 0.05%             | 2028-06-01      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                                              | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | PA      | $766690.57    | 0.08%             | 2030-06-01      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                                              | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    658000 | PA      | $639087.63    | 0.07%             | 2028-11-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ANGOLA                                                                                  | Angolan Government International Bond                                           | CUSIP: 035198AH3<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   1001000 | PA      | $1010145.64   | 0.11%             | 2031-01-15      | Fixed         | 9.24%                 | Yes           | 2                  | On Loan: No      |
| ANTERO RESOURCES CORP                                                                               | Antero Resources Corp                                                           | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90278.29     | 0.01%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                                            | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    286000 | PA      | $286223.83    | 0.03%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| APA CORP                                                                                            | APA Corp                                                                        | CUSIP: 03743QBD9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    118000 | PA      | $93098.88     | 0.01%             | 2043-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| APOLLO CMMRL REAL EST FI                                                                            | Apollo Commercial Real Estate Finance Inc                                       | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              |  | US        |    176000 | PA      | $175405.60    | 0.02%             | 2029-06-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Apidos CLO                                                                                          | Apidos CLO XXXVI                                                                | CUSIP: 03769LAY4<br>LEI: 549300NWD6NYUKJT1J26 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $754927.50    | 0.08%             | 2039-01-20      | Floating      | 5.52%                 | Yes           | 2                  | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                                            | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03837AAD2<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    901000 | PA      | $941032.79    | 0.10%             | 2054-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| ARAMARK SERVICES INC                                                                                | Aramark Services Inc                                                            | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    182000 | PA      | $181975.13    | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| ARBOR REALTY SR INC                                                                                 | Arbor Realty SR Inc                                                             | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              |  | US        |    785000 | PA      | $720278.13    | 0.07%             | 2030-07-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| ARCHES BUYER INC                                                                                    | Arches Buyer Inc                                                                | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    198000 | PA      | $194793.52    | 0.02%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| ARCOSA INC                                                                                          | Arcosa Inc                                                                      | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142343.16    | 0.01%             | 2029-04-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| ARES Commercial Mortgage Trust                                                                      | ARES Trust 2025-IND3                                                            | CUSIP: 039955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $750593.48    | 0.08%             | 2042-04-15      | Floating      | 5.18%                 | Yes           | 2                  | On Loan: No      |
| ARES CAPITAL CORP                                                                                   | Ares Capital Corp                                                               | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    235000 | PA      | $225586.98    | 0.02%             | 2028-06-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Argentina Republic Government International Bonds                                                   | Argentina Republic Government International Bonds                               | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    861605 | PA      | $730027.70    | 0.08%             | 2030-07-09      | Variable      | 0.75%                 | No            | 2                  | On Loan: No      |
| Argentina Republic Government International Bonds                                                   | Argentina Republic Government International Bonds                               | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   2929862 | PA      | $2266507.52   | 0.24%             | 2035-07-09      | Variable      | 4.13%                 | No            | 2                  | On Loan: No      |
| ARETEC GROUP INC                                                                                    | Aretec Group Inc                                                                | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    616000 | PA      | $664318.85    | 0.07%             | 2030-08-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Arroyo Mortgage Trust                                                                               | Arroyo Mortgage Trust 2019-2                                                    | CUSIP: 042858AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45980 | PA      | $45108.81     | 0.00%             | 2049-04-25      | Variable      | 3.80%                 | Yes           | 2                  | On Loan: No      |
| ASHLAND INC                                                                                         | Ashland Inc                                                                     | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    184000 | PA      | $168736.08    | 0.02%             | 2031-09-01      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| ASURION LLC/ASURION CO                                                                              | Asurion LLC and Asurion Co-Issuer Inc                                           | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1317229.41   | 0.14%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| ASURION LLC/ASURION CO                                                                              | Asurion LLC and Asurion Co-Issuer Inc                                           | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    438000 | PA      | $442960.93    | 0.05%             | 2034-02-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| ATLANTICUS HOLDINGS CORP                                                                            | Atlanticus Holdings Corp                                                        | CUSIP: 04914AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    804000 | PA      | $766091.67    | 0.08%             | 2030-09-01      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| AVANGRID INC                                                                                        | Avangrid Inc                                                                    | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    149000 | PA      | $147067.69    | 0.02%             | 2029-06-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| AVANTOR FUNDING INC                                                                                 | Avantor Funding Inc                                                             | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    199000 | PA      | $197555.96    | 0.02%             | 2028-07-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| AVERY DENNISON CORP                                                                                 | Avery Dennison Corp                                                             | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    117000 | PA      | $119209.83    | 0.01%             | 2028-12-06      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                                             | Avis Budget Car Rental LLC / Avis Budget Finance Inc                            | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $153529.83    | 0.02%             | 2031-02-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| AVNET INC                                                                                           | Avnet Inc                                                                       | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $453830.43    | 0.05%             | 2031-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AVNET INC                                                                                           | Avnet Inc                                                                       | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    610000 | PA      | $632277.14    | 0.07%             | 2028-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| AVATION GROUP S PTE LTD                                                                             | Avation Group S Pte Ltd                                                         | CUSIP: 05390AAA2<br>LEI: 2138006F359FM7HRYK39 | Long             | DBT              | CORP              | SG        |    777000 | PA      | $767019.79    | 0.08%             | 2031-05-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| AXALTA COAT/DUTCH HLD BV                                                                            | Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV          | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    160000 | PA      | $159621.07    | 0.02%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| AXON ENTERPRISE INC                                                                                 | Axon Enterprise Inc                                                             | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    432000 | PA      | $445307.59    | 0.05%             | 2030-03-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| AXON ENTERPRISE INC                                                                                 | Axon Enterprise Inc                                                             | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    197000 | PA      | $204041.59    | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| The BAHA Trust                                                                                      | BAHA Trust 2024-MAR                                                             | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $734660.52    | 0.08%             | 2041-12-10      | Variable      | 7.77%                 | Yes           | 2                  | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                                        | BAMLL Trust 2025-ASHF                                                           | CUSIP: 05494CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $501026.33    | 0.05%             | 2042-02-15      | Floating      | 6.68%                 | Yes           | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                                         | BBCMS Mortgage Trust 2024-5C27                                                  | CUSIP: 05555FAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $447559.04    | 0.05%             | 2057-07-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                                         | BBCMS Mortgage Trust 2026-5C40                                                  | CUSIP: 05557AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $709738.46    | 0.07%             | 2031-02-15      | Fixed         | 5.81%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2025-LUNR                                                              | CUSIP: 05594CAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    427216 | PA      | $428332.81    | 0.04%             | 2040-06-15      | Floating      | 5.53%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Commercial Mortgage Trust 2021-21M                                           | CUSIP: 05609CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $174838.87    | 0.02%             | 2036-10-15      | Floating      | 5.97%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2021-BXMF                                                              | CUSIP: 05609RAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157570 | PA      | $157516.74    | 0.02%             | 2026-10-15      | Floating      | 4.99%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Commercial Mortgage Trust 2024-KING                                          | CUSIP: 05612RAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    493503 | PA      | $494483.19    | 0.05%             | 2034-05-15      | Floating      | 6.17%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2025-VOLT                                                              | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $501719.80    | 0.05%             | 2044-12-15      | Floating      | 6.43%                 | Yes           | 2                  | On Loan: No      |
| Boca Commercial Mortgage Trust                                                                      | BOCA Commercial Mortgage Trust 2025-BOCA                                        | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $502814.41    | 0.05%             | 2042-12-15      | Floating      | 5.28%                 | Yes           | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                                    | Bain Capital Credit CLO 2022-1 Ltd                                              | CUSIP: 05684UAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1104739.90   | 0.11%             | 2038-10-18      | Floating      | 5.52%                 | Yes           | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                                    | Bain Capital Credit CLO 2024-4 Ltd                                              | CUSIP: 05685VAG7<br>LEI: 254900X1J8WOE4EG9026 | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $450595.80    | 0.05%             | 2037-10-23      | Floating      | 5.57%                 | Yes           | 2                  | On Loan: No      |
| KINGDOM OF BAHRAIN                                                                                  | Bahrain Government International Bond                                           | CUSIP: 056909AA2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    651000 | PA      | $627419.17    | 0.07%             | 2037-10-06      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| BALDWIN INSUR GRP/FIN                                                                               | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148000 | PA      | $152558.69    | 0.02%             | 2031-05-15      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| BALL CORP                                                                                           | Ball Corp                                                                       | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    372000 | PA      | $342356.44    | 0.04%             | 2030-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| BANCO BRADESCO (CAYMAN)                                                                             | Banco Bradesco SA/Cayman Islands                                                | CUSIP: 05947KBC3<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |    421000 | PA      | $421520.98    | 0.04%             | 2031-01-20      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| BANCO DE BOGOTA SA                                                                                  | Banco de Bogota SA                                                              | CUSIP: 059514AE9<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |    126000 | PA      | $125300.63    | 0.01%             | 2027-08-03      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| BANGKOK BANK PCL/HK                                                                                 | Bangkok Bank PCL/Hong Kong                                                      | CUSIP: 06000GAA9<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    620000 | PA      | $634443.95    | 0.07%             | 2040-03-25      | Fixed         | 6.06%                 | Yes           | 2                  | On Loan: No      |
| BANK OF MONTREAL                                                                                    | Bank of Montreal                                                                | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    224000 | PA      | $221694.52    | 0.02%             | 2032-12-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                         | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $63499.95     | 0.01%             | 2082-10-27      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    592000 | PA      | $578987.98    | 0.06%             | 2037-05-04      | Fixed         | 4.59%                 | No            | 2                  | On Loan: No      |
| Banc of America Commercial Mortgage Trust                                                           | Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3               | CUSIP: 06427DAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $491188.02    | 0.05%             | 2050-02-15      | Variable      | 4.35%                 | No            | 2                  | On Loan: No      |
| Bank                                                                                                | BANK 2021-BNK31                                                                 | CUSIP: 06541ABM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1513219 | PA      | $74439.40     | 0.01%             | 2054-02-15      | Variable      | 1.28%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                                                                   | Barclays Bank PLC                                                               | CUSIP: 06738C828<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |     82000 | PA      | $86896.16     | 0.01%             | 2034-12-15      | Fixed         | 6.28%                 | No            | 2                  | On Loan: No      |
| BARINGS BDC INC                                                                                     | Barings BDC Inc                                                                 | CUSIP: 06759LAD5<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    708000 | PA      | $731170.40    | 0.08%             | 2029-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                               | Bausch Health Cos Inc                                                           | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $241612.58    | 0.03%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                               | Bausch Health Cos Inc                                                           | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    948000 | PA      | $750141.16    | 0.08%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                               | Bausch Health Cos Inc                                                           | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    826000 | PA      | $766976.73    | 0.08%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                               | Bausch Health Cos Inc                                                           | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    453000 | PA      | $470676.69    | 0.05%             | 2028-09-30      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                               | Bausch Health Cos Inc                                                           | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $166204.77    | 0.02%             | 2030-10-15      | Fixed         | 14.00%                | Yes           | 2                  | On Loan: No      |
| Bay View Federal Savings And Loan Assoc.                                                            | BAY 2025-LIVN Mortgage Trust                                                    | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $254054.86    | 0.03%             | 2035-05-15      | Floating      | 5.48%                 | Yes           | 2                  | On Loan: No      |
| BCPE FLAVOR DEBT/ISSUER                                                                             | BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer Inc                      | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    960000 | PA      | $915437.64    | 0.10%             | 2032-07-01      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                                                             | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX    | CUSIP: 07336UAC7<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    720000 | PA      | $738917.88    | 0.08%             | 2029-09-10      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                                         | BBCMS Mortgage Trust 2024-5C31                                                  | CUSIP: 07336YAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $222839.15    | 0.02%             | 2057-12-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                                         | BBCMS Mortgage Trust 2025-C32                                                   | CUSIP: 07337AAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $396622.00    | 0.04%             | 2062-02-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| BEACH ACQUISITION BIDCO                                                                             | Beach Acquisition Bidco LLC                                                     | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    502000 | PA      | $552474.26    | 0.06%             | 2033-07-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| BELL CANADA                                                                                         | Bell Telephone Co of Canada or Bell Canada/The                                  | CUSIP: 07787QC61<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | STIV             | CORP              | CA        |   2000000 | PA      | $1992868.34   | 0.21%             | 2026-03-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BELL CANADA                                                                                         | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    149000 | PA      | $154077.30    | 0.02%             | 2055-09-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| BELLRING BRANDS INC                                                                                 | BellRing Brands Inc                                                             | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |    746000 | PA      | $766635.81    | 0.08%             | 2030-03-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| BELRON UK FINANCE PLC                                                                               | Belron UK Finance PLC                                                           | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    151000 | PA      | $153915.50    | 0.02%             | 2029-10-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                                                            | Benchmark 2025-V19 Mortgage Trust                                               | CUSIP: 08164DAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $504205.49    | 0.05%             | 2058-01-15      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                                                            | Benchmark 2025-V17 Mortgage Trust                                               | CUSIP: 081934AW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $508011.10    | 0.05%             | 2058-09-15      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                                              | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124254.22    | 0.01%             | 2048-08-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| BIMBO BAKERIES USA INC                                                                              | Bimbo Bakeries USA Inc                                                          | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |    171000 | PA      | $178769.94    | 0.02%             | 2029-01-15      | Fixed         | 6.05%                 | Yes           | 2                  | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                                                                             | BioMarin Pharmaceutical Inc                                                     | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    254000 | PA      | $255027.37    | 0.03%             | 2034-02-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Birch Grove CLO Ltd.                                                                                | Birch Grove CLO 3 Ltd                                                           | CUSIP: 09076VAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300492.30    | 0.03%             | 2038-01-19      | Floating      | 5.47%                 | Yes           | 2                  | On Loan: No      |
| Birch Grove CLO Ltd.                                                                                | Birch Grove Clo 9 Ltd                                                           | CUSIP: 09077WAG3<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250444.75    | 0.03%             | 2037-10-22      | Floating      | 5.67%                 | Yes           | 2                  | On Loan: No      |
| Birch Grove CLO Ltd.                                                                                | Birch Grove Clo 15 Ltd                                                          | CUSIP: 09078EAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500572.00    | 0.05%             | 2039-01-23      | Floating      | 5.53%                 | Yes           | 2                  | On Loan: No      |
| BLACK HILLS CORP                                                                                    | Black Hills Corp                                                                | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    116000 | PA      | $120215.08    | 0.01%             | 2028-03-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                                                              | Blackstone Mortgage Trust Inc                                                   | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |    291000 | PA      | $287359.07    | 0.03%             | 2027-01-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                                                              | Blackstone Mortgage Trust Inc                                                   | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |    108000 | PA      | $115676.66    | 0.01%             | 2029-12-01      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| BLACKROCK TCP CAP CORP                                                                              | BlackRock TCP Capital Corp                                                      | CUSIP: 09259EAC2<br>LEI: 549300JU1XG1HF56J989 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298006.49    | 0.03%             | 2029-05-30      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| BLOCK FINANCIAL LLC                                                                                 | Block Financial LLC                                                             | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    666000 | PA      | $638194.61    | 0.07%             | 2028-07-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Bluemountain CLO Ltd                                                                                | BlueMountain CLO XXXIV Ltd                                                      | CUSIP: 09631JAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $850162.35    | 0.09%             | 2035-04-20      | Floating      | 5.57%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                  | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    137000 | PA      | $132081.94    | 0.01%             | 2028-09-30      | Fixed         | 1.90%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                  | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    540000 | PA      | $511674.90    | 0.05%             | 2029-09-15      | Fixed         | 2.16%                 | Yes           | 2                  | On Loan: No      |
| BOARDWALK PIPELINES LP                                                                              | Boardwalk Pipelines LP                                                          | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   1471000 | PA      | $1491802.87   | 0.16%             | 2029-05-03      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                                                                      | Bombardier Inc                                                                  | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    670000 | PA      | $750633.98    | 0.08%             | 2034-05-01      | Fixed         | 7.45%                 | Yes           | 2                  | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                                             | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221019.60    | 0.02%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| BOYD GAMING CORP                                                                                    | Boyd Gaming Corp                                                                | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    192000 | PA      | $191900.34    | 0.02%             | 2027-12-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BOYD GAMING CORP                                                                                    | Boyd Gaming Corp                                                                | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    161000 | PA      | $156907.13    | 0.02%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                                            | Brandywine Operating Partnership LP                                             | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    405000 | PA      | $385003.72    | 0.04%             | 2029-10-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                                            | Brandywine Operating Partnership LP                                             | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |   1013000 | PA      | $1068592.89   | 0.11%             | 2028-03-15      | Fixed         | 8.30%                 | No            | 2                  | On Loan: No      |
| Brant Point CLO Ltd                                                                                 | Brant Point CLO 2025-7 Ltd                                                      | CUSIP: 105488AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $653352.05    | 0.07%             | 2038-07-25      | Floating      | 5.67%                 | Yes           | 2                  | On Loan: No      |
| Brazil Government International Bonds                                                               | Brazil Government International Bonds                                           | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    345000 | PA      | $354796.55    | 0.04%             | 2035-03-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                                              | Brazilian Government International Bond                                         | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1487000 | PA      | $1482356.68   | 0.15%             | 2056-01-12      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Brean Asset Backed Securities Trust                                                                 | Brean Asset Backed Securities Trust 2026-RM14                                   | CUSIP: 10638QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1453450.50   | 0.15%             | 2066-01-25      | Fixed         | 4.25%                 | Yes           | 3                  | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                                            | Brighthouse Financial Inc                                                       | CUSIP: 10922NAC7<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    545000 | PA      | $539416.03    | 0.06%             | 2027-06-22      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                                            | Brighthouse Financial Inc                                                       | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    155000 | PA      | $94005.88     | 0.01%             | 2051-12-22      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                                                                            | Brookfield Infrastructure Finance ULC                                           | CUSIP: 11276BAA7<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |    626000 | PA      | $630887.76    | 0.07%             | 2055-03-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                                            | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    610000 | PA      | $569188.15    | 0.06%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                                            | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    295000 | PA      | $285813.23    | 0.03%             | 2029-06-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| BROOKLYN UNION GAS CO                                                                               | Brooklyn Union Gas Co/The                                                       | CUSIP: 114259AT1<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    387000 | PA      | $381920.20    | 0.04%             | 2029-03-04      | Fixed         | 3.87%                 | Yes           | 2                  | On Loan: No      |
| BROWN & BROWN INC                                                                                   | Brown & Brown Inc                                                               | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    117000 | PA      | $117770.72    | 0.01%             | 2029-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BRUNSWICK CORP                                                                                      | Brunswick Corp/DE                                                               | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     13000 | PA      | $10145.27     | 0.00%             | 2052-04-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS                                                                                    | Buckeye Partners LP                                                             | CUSIP: 118230AC5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93497.80     | 0.01%             | 2033-08-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                                 | Buckeye Partners LP                                                             | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    401000 | PA      | $375131.52    | 0.04%             | 2043-11-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                                 | Buckeye Partners LP                                                             | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    208000 | PA      | $188647.42    | 0.02%             | 2044-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                                 | Buckeye Partners LP                                                             | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    128000 | PA      | $127231.59    | 0.01%             | 2026-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                                 | Buckeye Partners LP                                                             | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   1142000 | PA      | $1131662.84   | 0.12%             | 2027-12-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                            | Builders FirstSource Inc                                                        | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169347.88    | 0.02%             | 2030-03-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                                                            | Burford Capital Global Finance LLC                                              | CUSIP: 12116LAA7<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    114000 | PA      | $113879.37    | 0.01%             | 2028-04-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                                                            | Burford Capital Global Finance LLC                                              | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    782000 | PA      | $764437.36    | 0.08%             | 2030-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                                                            | Burford Capital Global Finance LLC                                              | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    276000 | PA      | $267018.16    | 0.03%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2022-LBA6                                                              | CUSIP: 12433EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499716.86    | 0.05%             | 2039-01-15      | Floating      | 6.38%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2025-VLT6                                                              | CUSIP: 12433KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499020.59    | 0.05%             | 2042-03-15      | Floating      | 6.87%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2021-LGCY                                                              | CUSIP: 12434DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $379647.19    | 0.04%             | 2036-10-15      | Floating      | 4.80%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2021-RISE                                                              | CUSIP: 12434EAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    422665 | PA      | $422223.88    | 0.04%             | 2036-11-15      | Floating      | 5.54%                 | Yes           | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                    | Paramount Global                                                                | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     99000 | PA      | $96285.03     | 0.01%             | 2029-06-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1764348.14   | 0.18%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    758000 | PA      | $724643.63    | 0.08%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1244000 | PA      | $1050409.45   | 0.11%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| CCL INDUSTRIES INC                                                                                  | CCL Industries Inc                                                              | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $178830.95    | 0.02%             | 2030-06-01      | Fixed         | 3.05%                 | Yes           | 2                  | On Loan: No      |
| CDW LLC/CDW FINANCE                                                                                 | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    662000 | PA      | $644685.47    | 0.07%             | 2028-12-01      | Fixed         | 3.28%                 | No            | 2                  | On Loan: No      |
| CD Commercial Mortgage Trust                                                                        | CD 2019-CD8 Mortgage Trust                                                      | CUSIP: 12515BAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7413387 | PA      | $287463.36    | 0.03%             | 2057-08-15      | Variable      | 1.39%                 | No            | 2                  | On Loan: No      |
| Cantor Commercial Real Estate Lending                                                               | Cantor Commercial Real Estate Lending 2019-CF2                                  | CUSIP: 12528YAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    775000 | PA      | $612931.74    | 0.06%             | 2052-11-15      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Cascade Funding Mortgage Trust                                                                      | Cascade Funding Mortgage Trust 2021-FRR1                                        | CUSIP: 12529YCA8<br>LEI: 984500AB3AED98FEEV98 | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $3265984.35   | 0.34%             | 2029-08-29      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| VIRIDIEN                                                                                            | Viridien                                                                        | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    621000 | PA      | $668064.52    | 0.07%             | 2030-10-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                                            | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    460000 | PA      | $459059.02    | 0.05%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                                            | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    284000 | PA      | $261017.53    | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                                            | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    473000 | PA      | $424398.16    | 0.04%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                                            | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    390000 | PA      | $321739.28    | 0.03%             | 2030-04-01      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                                            | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    463000 | PA      | $436471.40    | 0.05%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                                            | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     77000 | PA      | $82959.80     | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | Yes           | 2                  | On Loan: No      |
| CIFC Funding Ltd                                                                                    | Cifc Funding 2014-IV-R Ltd                                                      | CUSIP: 12552FBJ1<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499991.00    | 0.05%             | 2035-01-17      | Floating      | 5.47%                 | Yes           | 2                  | On Loan: No      |
| CIM Trust                                                                                           | CIM Trust 2018-INV1                                                             | CUSIP: 12553XAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150577 | PA      | $141141.17    | 0.01%             | 2048-08-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| CIM Trust                                                                                           | CIM Trust 2019-INV1                                                             | CUSIP: 12555DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21083 | PA      | $20197.95     | 0.00%             | 2049-02-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                                                            | First-Citizens Bank & Trust Co                                                  | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    609000 | PA      | $630164.37    | 0.07%             | 2028-03-09      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| CIM Trust                                                                                           | CIM Trust 2019-J2                                                               | CUSIP: 12558TAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230541 | PA      | $207874.23    | 0.02%             | 2049-10-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| CIM Trust                                                                                           | CIM Trust 2019-J2                                                               | CUSIP: 12558TAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98733 | PA      | $89582.81     | 0.01%             | 2049-10-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| CLI Funding LLC                                                                                     | CLI Funding VI LLC                                                              | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    877716 | PA      | $829695.87    | 0.09%             | 2045-09-18      | Fixed         | 2.08%                 | Yes           | 2                  | On Loan: No      |
| CIM Trust                                                                                           | CIM Trust 2021-J2                                                               | CUSIP: 12564EAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    334989 | PA      | $278840.46    | 0.03%             | 2051-04-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| CIM Trust                                                                                           | CIM Trust 2021-J1                                                               | CUSIP: 12564KAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    655216 | PA      | $547031.27    | 0.06%             | 2051-03-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| CLI Funding LLC                                                                                     | CLI Funding VIII LLC                                                            | CUSIP: 12565KAA5<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |    488075 | PA      | $455138.63    | 0.05%             | 2046-02-18      | Fixed         | 1.64%                 | Yes           | 2                  | On Loan: No      |
| CMG MEDIA CORPORATION                                                                               | CMG Media Corp                                                                  | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    998865 | PA      | $865124.10    | 0.09%             | 2029-06-18      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| CMS ENERGY CORP                                                                                     | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    128000 | PA      | $126258.56    | 0.01%             | 2050-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CPI CG INC                                                                                          | CPI CG Inc                                                                      | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |    109000 | PA      | $116110.06    | 0.01%             | 2029-07-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| XPO CNW INC                                                                                         | XPO CNW Inc                                                                     | CUSIP: 12612WAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    333000 | PA      | $355015.29    | 0.04%             | 2034-05-01      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                                             | CNO Financial Group Inc                                                         | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    630000 | PA      | $641078.46    | 0.07%             | 2029-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                                                    | CSC Holdings LLC                                                                | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    243000 | PA      | $90482.28     | 0.01%             | 2030-12-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                                                    | CSC Holdings LLC                                                                | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    520000 | PA      | $379560.77    | 0.04%             | 2029-01-31      | Fixed         | 11.75%                | Yes           | 2                  | On Loan: No      |
| CTR PARTNERSHIP/CARETRST                                                                            | CTR Partnership LP / CareTrust Capital Corp                                     | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              |  | US        |    646000 | PA      | $634449.36    | 0.07%             | 2028-06-30      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| CNX RESOURCES CORP                                                                                  | CNX Resources Corp                                                              | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    147000 | PA      | $153855.28    | 0.02%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                                                            | CQP Holdco LP / BIP-V Chinook Holdco LLC                                        | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1038000 | PA      | $1032189.64   | 0.11%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| CVR ENERGY INC                                                                                      | CVR Energy Inc                                                                  | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    942000 | PA      | $941219.12    | 0.10%             | 2028-02-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| CVR ENERGY INC                                                                                      | CVR Energy Inc                                                                  | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    424000 | PA      | $423445.25    | 0.04%             | 2031-02-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                                     | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67331.55     | 0.01%             | 2045-07-20      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                                     | CVS Health Corp                                                                 | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    368000 | PA      | $382449.01    | 0.04%             | 2054-12-10      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                                     | CVS Health Corp                                                                 | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    735000 | PA      | $768520.22    | 0.08%             | 2055-03-10      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| C&W SENIOR FINANCE LTD                                                                              | C&W Senior Finance Ltd                                                          | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |    850000 | PA      | $883082.76    | 0.09%             | 2033-01-15      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                                                 | COMM 2024-CBM Mortgage Trust                                                    | CUSIP: 12674GAL8<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $513228.10    | 0.05%             | 2041-12-10      | Variable      | 7.93%                 | Yes           | 2                  | On Loan: No      |
| COTERRA ENERGY INC                                                                                  | Coterra Energy Inc                                                              | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     91000 | PA      | $91525.54     | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAIN INC                                                                               | Caesars Entertainment Inc                                                       | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    151000 | PA      | $155965.52    | 0.02%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| CAIXA ECONOMICA FEDERAL                                                                             | Caixa Economica Federal                                                         | CUSIP: 12804DAA2<br>LEI: 254900EX2KZ57WQ1PL07 | Long             | DBT              | CORP              | BR        |    548000 | PA      | $556401.70    | 0.06%             | 2030-05-13      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| CALI Mortgage Trust                                                                                 | Cali 2024-Sun                                                                   | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $300533.28    | 0.03%             | 2041-07-15      | Floating      | 5.56%                 | Yes           | 2                  | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                                                            | California Resources Corp                                                       | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    153000 | PA      | $154419.17    | 0.02%             | 2034-01-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                                              | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    622000 | PA      | $640723.70    | 0.07%             | 2085-01-28      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                                                                             | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     69000 | PA      | $71966.97     | 0.01%             | 2035-02-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                                            | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     64000 | PA      | $64643.83     | 0.01%             | 2115-09-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                            | Capital One Financial Corp                                                      | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    455000 | PA      | $397873.83    | 0.04%             | 2032-07-29      | Fixed         | 2.36%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                            | Capital One Financial Corp                                                      | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    203000 | PA      | $217866.53    | 0.02%             | 2034-06-08      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                                                                       | Carnival Corp                                                                   | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    163000 | PA      | $161355.23    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| CARNIVAL CORP                                                                                       | Carnival Corp                                                                   | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     59000 | PA      | $61745.79     | 0.01%             | 2029-08-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| CARRIAGE PURCHASER INC                                                                              | Carriage Purchaser Inc                                                          | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    744000 | PA      | $735380.20    | 0.08%             | 2029-10-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| CARVANA CO                                                                                          | Carvana Co                                                                      | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   2316006 | PA      | $2549566.52   | 0.27%             | 2031-06-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                        | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1205716.41   | 0.13%             | 2032-07-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                        | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1634000 | PA      | $1728222.88   | 0.18%             | 2033-11-15      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                        | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    138000 | PA      | $141284.09    | 0.01%             | 2031-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                        | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    231000 | PA      | $235155.27    | 0.02%             | 2034-02-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                                            | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    587000 | PA      | $581212.78    | 0.06%             | 2027-11-02      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                                            | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BJ1<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     60000 | PA      | $57479.20     | 0.01%             | 2030-01-29      | Fixed         | 4.20%                 | Yes           | 2                  | On Loan: No      |
| CEMEX SAB DE CV                                                                                     | Cemex SAB de CV                                                                 | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    144000 | PA      | $145779.96    | 0.02%             | 2030-09-17      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| CENCOSUD SA                                                                                         | Cencosud SA                                                                     | CUSIP: 15132HAH4<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    630000 | PA      | $631138.97    | 0.07%             | 2027-07-17      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| CENTENE CORP                                                                                        | Centene Corp                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124290.93    | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                                                                                        | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    601000 | PA      | $519614.65    | 0.05%             | 2031-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CENOVUS ENERGY INC                                                                                  | Cenovus Energy Inc                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $134224.72    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                              | CenterPoint Energy Inc                                                          | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    261000 | PA      | $270635.69    | 0.03%             | 2029-06-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                                              | Lumen Technologies Inc                                                          | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    246000 | PA      | $242796.55    | 0.03%             | 2039-09-15      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $130295.51    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    663000 | PA      | $622702.14    | 0.06%             | 2029-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Chase Mortgage Finance Corporation                                                                  | Chase Home Lending Mortgage Trust 2019-ATR2                                     | CUSIP: 16159GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99971 | PA      | $91207.86     | 0.01%             | 2049-07-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Chase Mortgage Finance Corporation                                                                  | Chase Home Lending Mortgage Trust 2019-1                                        | CUSIP: 16159WAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    389283 | PA      | $343931.23    | 0.04%             | 2050-03-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Chase Mortgage Finance Corporation                                                                  | Chase Home Lending Mortgage Trust 2019-1                                        | CUSIP: 16159WBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60825 | PA      | $55199.43     | 0.01%             | 2050-03-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Chase Mortgage Finance Corporation                                                                  | Chase Home Lending Mortgage Trust Series 2025-12                                | CUSIP: 16160CBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    573632 | PA      | $573985.75    | 0.06%             | 2056-09-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Chase Mortgage Finance Corporation                                                                  | Chase Home Lending Mortgage Trust Series 2024-6                                 | CUSIP: 161931AK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    237488 | PA      | $239928.18    | 0.02%             | 2055-05-25      | Variable      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| CHEMOURS CO                                                                                         | Chemours Co/The                                                                 | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    114000 | PA      | $114771.13    | 0.01%             | 2027-05-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Chile Government International Bonds                                                                | Chile Government International Bonds                                            | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    337000 | PA      | $290995.26    | 0.03%             | 2033-07-27      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Chile Government International Bonds                                                                | Chile Government International Bonds                                            | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    617000 | PA      | $650408.96    | 0.07%             | 2037-01-13      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| CHOBANI HOLDCO II LLC                                                                               | Chobani Holdco II LLC                                                           | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    221321 | PA      | $236322.34    | 0.02%             | 2029-10-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| CHNGE Mortgage Trust 2022-1                                                                         | CHNGE Mortgage Trust 2022-1                                                     | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274977 | PA      | $268932.64    | 0.03%             | 2067-01-25      | Variable      | 4.01%                 | Yes           | 2                  | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                                              | Church & Dwight Co Inc                                                          | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    158000 | PA      | $125939.93    | 0.01%             | 2047-08-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| CHURCHILL DOWNS INC                                                                                 | Churchill Downs Inc                                                             | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    227000 | PA      | $227095.62    | 0.02%             | 2027-04-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| CIMPRESS PLC                                                                                        | Cimpress PLC                                                                    | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |    317000 | PA      | $325583.05    | 0.03%             | 2032-09-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                                 | Citigroup Commercial Mortgage Trust 2016-C2                                     | CUSIP: 17291CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $477045.66    | 0.05%             | 2049-08-10      | Variable      | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                                 | Citigroup Commercial Mortgage Trust 2019-GC41                                   | CUSIP: 17328FBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2036240 | PA      | $57115.72     | 0.01%             | 2056-08-10      | Variable      | 1.01%                 | No            | 2                  | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                                   | CITIGROUP MORTGAGE LOAN TRUST 2021-J1                                           | CUSIP: 17329EAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    496842 | PA      | $411636.22    | 0.04%             | 2051-04-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                                   | Citigroup Mortgage Loan Trust 2021-J2                                           | CUSIP: 17329MBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    421480 | PA      | $351726.54    | 0.04%             | 2051-07-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| SM ENERGY CO                                                                                        | SM Energy Co                                                                    | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $1100919.30   | 0.11%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| SM ENERGY CO                                                                                        | SM Energy Co                                                                    | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    703000 | PA      | $768732.26    | 0.08%             | 2033-06-15      | Fixed         | 9.63%                 | Yes           | 2                  | On Loan: No      |
| CLEAN HARBORS INC                                                                                   | Clean Harbors Inc                                                               | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153588.26    | 0.02%             | 2031-02-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                                | Cleveland-Cliffs Inc                                                            | CUSIP: 18683KAC5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    315000 | PA      | $275496.70    | 0.03%             | 2040-10-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                                              | Cloud Software Group Inc                                                        | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    789000 | PA      | $802929.55    | 0.08%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION                                                                              | Clydesdale Acquisition Holdings Inc                                             | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1509000 | PA      | $1510918.50   | 0.16%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION                                                                              | Clydesdale Acquisition Holdings Inc                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    646000 | PA      | $651494.07    | 0.07%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| COCA-COLA CO/THE                                                                                    | Coca-Cola Co/The                                                                | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    896000 | PA      | $522579.12    | 0.05%             | 2060-06-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| COINBASE GLOBAL INC                                                                                 | Coinbase Global Inc                                                             | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    916000 | PA      | $874647.04    | 0.09%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| COINBASE GLOBAL INC                                                                                 | Coinbase Global Inc                                                             | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     62000 | PA      | $54852.77     | 0.01%             | 2031-10-01      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| Colombia Government International Bonds                                                             | Colombia Government International Bonds                                         | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1219000 | PA      | $761243.03    | 0.08%             | 2051-05-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Colombia Government International Bonds                                                             | Colombia Government International Bonds                                         | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1240000 | PA      | $1367031.45   | 0.14%             | 2035-04-25      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                | Colombia Government International Bond                                          | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    561000 | PA      | $560493.85    | 0.06%             | 2031-01-21      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                | Colombia Government International Bond                                          | CUSIP: 195325EV3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    894000 | PA      | $889456.89    | 0.09%             | 2033-01-21      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                                                                        | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     64000 | PA      | $37610.91     | 0.00%             | 2051-11-01      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| COMISION EJ HI RIO LEMPA                                                                            | Comision Ejecutiva Hidroelectrica del Rio Lempa                                 | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |    636000 | PA      | $678993.63    | 0.07%             | 2033-01-24      | Fixed         | 8.65%                 | Yes           | 2                  | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                                                       | Commonbond Student Loan Trust 2017-A-GS                                         | CUSIP: 20267VAD9<br>LEI: 549300LRCNJYVPZRKK63 | Long             | ABS-O            | CORP              | US        |     55131 | PA      | $50899.55     | 0.01%             | 2041-05-25      | Fixed         | 5.28%                 | Yes           | 2                  | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                                                       | Commonbond Student Loan Trust 2020-A-GS                                         | CUSIP: 20267WAB1<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |     53723 | PA      | $44394.11     | 0.00%             | 2050-08-25      | Fixed         | 3.16%                 | Yes           | 2                  | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                                                       | Commonbond Student Loan Trust 2021-A-GS                                         | CUSIP: 20268WAB0<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |    164917 | PA      | $129092.76    | 0.01%             | 2052-03-25      | Fixed         | 1.40%                 | Yes           | 2                  | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                                                            | Compass Group Diversified Holdings LLC                                          | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    202785 | PA      | $189131.24    | 0.02%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                                                                                  | Conagra Brands Inc                                                              | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    506000 | PA      | $512732.71    | 0.05%             | 2028-11-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                                                                                  | Conagra Brands Inc                                                              | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    137000 | PA      | $130728.42    | 0.01%             | 2027-11-01      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                                                            | Connect Finco SARL / Connect US Finco LLC                                       | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    766000 | PA      | $813174.42    | 0.08%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| CONNECT HOLDING II LLC                                                                              | Connect Holding II LLC                                                          | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |    672000 | PA      | $659263.46    | 0.07%             | 2031-04-03      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20753UAB6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $505803.24    | 0.05%             | 2044-01-25      | Floating      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754LAF6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $713340.07    | 0.07%             | 2041-12-25      | Floating      | 6.85%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754WAC9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1224741.70   | 0.13%             | 2040-01-25      | Floating      | 6.81%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 207932AB0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $628083.43    | 0.07%             | 2042-12-25      | Floating      | 7.45%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 207941AB1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $707502.75    | 0.07%             | 2044-03-25      | Floating      | 5.65%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 207941AF2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1034332.00   | 0.11%             | 2044-03-25      | Floating      | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 207942AC7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $537204.06    | 0.06%             | 2043-06-25      | Floating      | 8.45%                 | Yes           | 2                  | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                                                             | Consolidated Energy Finance SA                                                  | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    179000 | PA      | $177210.00    | 0.02%             | 2026-05-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                                                             | Consolidated Energy Finance SA                                                  | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |   1709000 | PA      | $1412413.92   | 0.15%             | 2028-10-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                            | Constellation Brands Inc                                                        | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    692000 | PA      | $615552.77    | 0.06%             | 2031-08-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION SOFTWARE                                                                              | Constellation Software Inc/Canada                                               | CUSIP: 21037XAD2<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |    625000 | PA      | $629207.73    | 0.07%             | 2034-02-16      | Fixed         | 5.46%                 | Yes           | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                            | Corebridge Financial Inc                                                        | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    627000 | PA      | $643582.97    | 0.07%             | 2052-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| COREWEAVE INC                                                                                       | CoreWeave Inc                                                                   | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    156000 | PA      | $153599.20    | 0.02%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| CODELCO INC                                                                                         | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    782000 | PA      | $837034.99    | 0.09%             | 2055-01-13      | Fixed         | 6.78%                 | Yes           | 2                  | On Loan: No      |
| IVORY COAST                                                                                         | Ivory Coast Government International Bond                                       | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    350000 | PA      | $376725.34    | 0.04%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| IVORY COAST                                                                                         | Ivory Coast Government International Bond                                       | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    218000 | PA      | $232417.45    | 0.02%             | 2036-04-01      | Fixed         | 8.08%                 | Yes           | 2                  | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                                            | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC            | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $189875.17    | 0.02%             | 2030-07-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| CRANE NXT CO                                                                                        | Crane NXT Co                                                                    | CUSIP: 224399AP0<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |     68000 | PA      | $72705.46     | 0.01%             | 2036-11-15      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| CRANE NXT CO                                                                                        | Crane NXT Co                                                                    | CUSIP: 224399AT2<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |    434000 | PA      | $281357.76    | 0.03%             | 2048-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| CREDIT ACCEPTANC                                                                                    | Credit Acceptance Corp                                                          | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $113158.61    | 0.01%             | 2028-12-15      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| CREDIT ACCEPTANC                                                                                    | Credit Acceptance Corp                                                          | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    766000 | PA      | $769216.23    | 0.08%             | 2030-03-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                  | Credit Agricole SA                                                              | CUSIP: 22535WAK3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    145000 | PA      | $149162.83    | 0.02%             | 2030-01-10      | Fixed         | 5.34%                 | Yes           | 2                  | On Loan: No      |
| Castle Hill INGOTS Ltd                                                                              | CSTL Commercial Mortgage Trust 2026-GATE3                                       | CUSIP: 228920AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $500940.21    | 0.05%             | 2043-02-10      | Variable      | 6.34%                 | Yes           | 2                  | On Loan: No      |
| Guaranteed Funding (DK) Limited                                                                     | DK Trust 2025-LXP                                                               | CUSIP: 23292LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $751639.61    | 0.08%             | 2037-08-15      | Floating      | 5.52%                 | Yes           | 2                  | On Loan: No      |
| DAE SUKUK DIFC LTD                                                                                  | DAE Sukuk Difc Ltd                                                              | CUSIP: 23302JAC9<br>LEI: 635400AMGMPG1J5EQD94 | Long             | DBT              | CORP              | AE        |    695000 | PA      | $685462.09    | 0.07%             | 2030-10-16      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                                                                         | DBC 2025-DBC Mortgage Trust                                                     | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $751329.40    | 0.08%             | 2042-11-15      | Floating      | 5.03%                 | Yes           | 2                  | On Loan: No      |
| DBWF Mortgage Trust                                                                                 | DBWF Mortgage Trust                                                             | CUSIP: 23306NAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $975601.64    | 0.10%             | 2034-06-10      | Variable      | 3.42%                 | Yes           | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                                             | DCP Midstream Operating LP                                                      | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    114000 | PA      | $116651.78    | 0.01%             | 2029-05-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| DT MIDSTREAM INC                                                                                    | DT Midstream Inc                                                                | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    652000 | PA      | $644676.66    | 0.07%             | 2029-06-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| DANAOS CORP                                                                                         | Danaos Corp                                                                     | CUSIP: 23585WAA2<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |    563000 | PA      | $566184.62    | 0.06%             | 2028-03-01      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| DANAOS CORP                                                                                         | Danaos Corp                                                                     | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |    149000 | PA      | $154058.73    | 0.02%             | 2032-10-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| DARLING INGREDIENTS INC                                                                             | Darling Ingredients Inc                                                         | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    565000 | PA      | $565174.80    | 0.06%             | 2027-04-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| DAVITA INC                                                                                          | DaVita Inc                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    177000 | PA      | $170531.23    | 0.02%             | 2030-06-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| DBR LAND HOLDINGS LLC                                                                               | DBR Land Holdings LLC                                                           | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138000 | PA      | $141381.95    | 0.01%             | 2030-12-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| DENTSPLY SIRONA INC                                                                                 | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    775000 | PA      | $765497.32    | 0.08%             | 2055-09-12      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                                                                    | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    342000 | PA      | $343404.85    | 0.04%             | 2032-12-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                                                                    | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    375000 | PA      | $399592.20    | 0.04%             | 2029-11-20      | Fixed         | 6.82%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                                            | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PBB8<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     62000 | PA      | $62411.37     | 0.01%             | 2028-06-21      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                              | Diamondback Energy Inc                                                          | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    456000 | PA      | $436409.40    | 0.05%             | 2064-04-18      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                                                                            | Digicel International Finance Ltd / Difl US LLC                                 | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    716000 | PA      | $742934.42    | 0.08%             | 2032-08-01      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                                               | Directv Financing LLC / Directv Financing Co-Obligor Inc                        | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2084000 | PA      | $2093962.40   | 0.22%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| DIRECTV FINANCING LLC                                                                               | Directv Financing LLC                                                           | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    707000 | PA      | $716479.82    | 0.07%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                                               | Directv Financing LLC / Directv Financing Co-Obligor Inc                        | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    744000 | PA      | $766484.82    | 0.08%             | 2031-02-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                                            | Discovery Communications LLC                                                    | CUSIP: 25470DAD1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1241000 | PA      | $995635.99    | 0.10%             | 2040-06-01      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                                            | Discovery Communications LLC                                                    | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    565000 | PA      | $548651.33    | 0.06%             | 2029-05-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| DISH DBS CORP                                                                                       | DISH DBS Corp                                                                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    453000 | PA      | $439822.95    | 0.05%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| DISH DBS CORP                                                                                       | DISH DBS Corp                                                                   | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    453000 | PA      | $438271.21    | 0.05%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                                                                  | Dominican Republic International Bond                                           | CUSIP: 25714PFF0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1096000 | PA      | $1091773.80   | 0.11%             | 2035-10-28      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| DOMINION ENERGY INC                                                                                 | Dominion Energy Inc                                                             | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    596000 | PA      | $643720.28    | 0.07%             | 2054-06-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Dominos Pizza Master Issuer LLC                                                                     | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    912000 | PA      | $881995.00    | 0.09%             | 2049-10-25      | Fixed         | 3.67%                 | Yes           | 2                  | On Loan: No      |
| Dominos Pizza Master Issuer LLC                                                                     | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    583500 | PA      | $531236.06    | 0.06%             | 2051-04-25      | Fixed         | 3.15%                 | Yes           | 2                  | On Loan: No      |
| DOTDASH MEREDITH INC                                                                                | Dotdash Meredith Inc                                                            | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |    821000 | PA      | $754425.67    | 0.08%             | 2032-06-15      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| BNP Paribas SA                                                                                      | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-17281.68    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                                      | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-91526.53    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                                                            | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-16755.98    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                                                            | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-88469.88    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-87736.67    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-16694.89    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                                                                    | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-17114.22    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                                                                    | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-92026.80    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-200.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $660.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-2300.99     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-128.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-91.87       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-88.73       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-154302.70   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-37287.53    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-100.05      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-193.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-153.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                                                                                 | Dow Chemical Co/The                                                             | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    111000 | PA      | $114697.32    | 0.01%             | 2053-05-15      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| DRESDNER FNDG TRUST I                                                                               | Dresdner Funding Trust I                                                        | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |    873000 | PA      | $958769.70    | 0.10%             | 2031-06-30      | Fixed         | 8.15%                 | Yes           | 2                  | On Loan: No      |
| Driven Brands Funding, LLC                                                                          | Driven Brands Funding LLC                                                       | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    256875 | PA      | $242974.62    | 0.03%             | 2051-10-20      | Fixed         | 2.79%                 | Yes           | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                                                                             | Dryden 30 Senior Loan Fund                                                      | CUSIP: 26249BAW1<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501434.50    | 0.05%             | 2028-11-15      | Floating      | 6.71%                 | Yes           | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                                               | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54385.55     | 0.01%             | 2040-02-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| ELFI Graduate Loan Program 2018-A LLC                                                               | ELFI Graduate Loan Program 2020-A LLC                                           | CUSIP: 26857LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67033 | PA      | $62648.76     | 0.01%             | 2045-08-25      | Fixed         | 1.73%                 | Yes           | 2                  | On Loan: No      |
| EQT CORP                                                                                            | EQT Corp                                                                        | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    223000 | PA      | $222210.06    | 0.02%             | 2027-10-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| EQT CORP                                                                                            | EQT Corp                                                                        | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    355000 | PA      | $385724.04    | 0.04%             | 2030-02-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                                                                                      | EPR Properties                                                                  | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    635000 | PA      | $641193.80    | 0.07%             | 2028-04-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-24922.41    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED IDR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |         1 | NC      | $-1455.23     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED COP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CO        |         1 | NC      | $34718.18     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED CLP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |         1 | NC      | $50632.72     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED BRL / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | BR        |         1 | NC      | $39932.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD KRW                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $3325.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED MYR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |         1 | NC      | $46477.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD TWD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-898.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                                      | PURCHASED INR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $-35098.10    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED NOK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $122517.53    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD SEK                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-88831.14    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-314.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED NZD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NZ        |         1 | NC      | $163504.14    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD HUF                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-35157.30    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD HKD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $9337.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD PLN                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-23594.26    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD MXN                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-13563.65    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD CZK                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-12035.09    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |         1 | NC      | $1990.11      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED TRY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TR        |         1 | NC      | $27746.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD THB                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $5163.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD SGD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-9714.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                                                                               | PURCHASED USD / SOLD CHF                                                        | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | US        |         1 | NC      | $-154277.94   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                                                              | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $61689.82     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-717.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1540.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-602.43      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-877.49      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-486.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-616.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-246.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-577.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $462.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-291.05      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                                      | PURCHASED USD / SOLD CAD                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1613.09     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-103089.07   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                                      | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-250075.37   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |         1 | NC      | $-578.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $-112.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $47.11        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |         1 | NC      | $94.76        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED MYR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |         1 | NC      | $-1638.25     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED IDR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ID        |         1 | NC      | $-1377.99     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED INR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | IN        |         1 | NC      | $-637.22      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD TWD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $2037.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED BRL / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | BR        |         1 | NC      | $-2000.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED COP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CO        |         1 | NC      | $-137.14      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD KRW                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $2124.39      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED CLP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CL        |         1 | NC      | $-6317.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD CZK                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $4594.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD HUF                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $4471.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED TRY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TR        |         1 | NC      | $954.89       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD THB                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $3768.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD PLN                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $4371.37      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD SGD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $1758.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED NZD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NZ        |         1 | NC      | $1751.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD SEK                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $5343.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $6860.29      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD CHF                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $11849.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD HKD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $1094.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $-9402.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED NOK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |         1 | NC      | $996.29       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $-156.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD MXN                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $1374.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                                      | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $54507.01     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $399.82       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $23701.98     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD NOK                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $8.93         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $-10909.02    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $28405.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $3059.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $-3069.28     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD ZAR                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $34158.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD MXN                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $5.27         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $-28166.05    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED NZD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NZ        |         1 | NC      | $-56.04       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $542.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD CHF                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $374.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD SGD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $95.68        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD SEK                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $1.33         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED HKD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HK        |         1 | NC      | $-1936.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $-11827.29    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED MYR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |         1 | NC      | $-4.68        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD KRW                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $461.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD PEN                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $15080.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED COP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CO        |         1 | NC      | $-222.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED IDR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ID        |         1 | NC      | $103.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD CLP                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $20792.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED INR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | IN        |         1 | NC      | $455.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED TWD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TW        |         1 | NC      | $-11507.97    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD BRL                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $156.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD CZK                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $246.31       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED TRY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TR        |         1 | NC      | $257.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD PLN                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $150.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED HUF / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | HU        |         1 | NC      | $-10225.57    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD THB                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $84.64        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ECHOSTAR CORP                                                                                       | EchoStar Corp                                                                   | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    416697 | PA      | $423550.66    | 0.04%             | 2030-11-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ECHOSTAR CORP                                                                                       | EchoStar Corp                                                                   | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    100562 | PA      | $348244.09    | 0.04%             | 2030-11-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ECHOSTAR CORP                                                                                       | EchoStar Corp                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1546074 | PA      | $1694689.64   | 0.18%             | 2029-11-30      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                                                                        | Ecopetrol SA                                                                    | CUSIP: 279158AE9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    201000 | PA      | $184528.09    | 0.02%             | 2043-09-18      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                                                                        | Ecopetrol SA                                                                    | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     95000 | PA      | $71729.51     | 0.01%             | 2045-05-28      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                                                                        | Ecopetrol SA                                                                    | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    120000 | PA      | $87020.50     | 0.01%             | 2051-11-02      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                                                                        | Ecopetrol SA                                                                    | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     74000 | PA      | $79468.04     | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                                                                        | Ecopetrol SA                                                                    | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    540000 | PA      | $558455.01    | 0.06%             | 2036-01-19      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                                                | Edison International                                                            | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    871000 | PA      | $902870.43    | 0.09%             | 2053-06-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                                                | Edison International                                                            | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111878.82    | 0.01%             | 2028-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                                                | Edison International                                                            | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    663000 | PA      | $689642.28    | 0.07%             | 2054-06-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| EDO SUKUK LTD                                                                                       | EDO Sukuk Ltd                                                                   | CUSIP: 28135J2B2<br>LEI: 5493000LZIE4T625R469 | Long             | DBT              | CORP              | KY        |    554000 | PA      | $575677.71    | 0.06%             | 2031-07-03      | Fixed         | 5.66%                 | Yes           | 2                  | On Loan: No      |
| COM 144A                                                                                            | COM 144A                                                                        | CUSIP: 28140M871<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   4460190 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| EL PASO NATURAL GAS                                                                                 | El Paso Natural Gas Co LLC                                                      | CUSIP: 283695BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $61857.04     | 0.01%             | 2032-06-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Elevation CLO Ltd                                                                                   | Elevation CLO 2021-14 Ltd                                                       | CUSIP: 28623RBN7<br>LEI: 549300JPI8D017HI2768 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $299579.70    | 0.03%             | 2038-01-20      | Floating      | 5.82%                 | Yes           | 2                  | On Loan: No      |
| Elevation CLO Ltd                                                                                   | Elevation CLO 2026-19 Ltd                                                       | CUSIP: 28624QAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500174.50    | 0.05%             | 2038-03-31      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| EMBECTA CORP                                                                                        | Embecta Corp                                                                    | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    170000 | PA      | $159252.40    | 0.02%             | 2030-02-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| EMBECTA CORP                                                                                        | Embecta Corp                                                                    | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    181000 | PA      | $175787.87    | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| EMERA US FINANCE LP                                                                                 | Emera US Finance LP                                                             | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $212666.66    | 0.02%             | 2031-06-15      | Fixed         | 2.64%                 | No            | 2                  | On Loan: No      |
| ABU DHABI GOVT INT'L                                                                                | Abu Dhabi Government International Bond                                         | CUSIP: 29135LAW0<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    923000 | PA      | $906581.40    | 0.09%             | 2035-10-02      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| ENACT HOLDINGS INC                                                                                  | Enact Holdings Inc                                                              | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    611000 | PA      | $640400.21    | 0.07%             | 2029-05-28      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                                            | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     55000 | PA      | $63797.81     | 0.01%             | 2045-10-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                                            | Encore Capital Group Inc                                                        | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    265000 | PA      | $267484.06    | 0.03%             | 2031-04-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                                              | Energizer Holdings Inc                                                          | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    564000 | PA      | $541588.25    | 0.06%             | 2033-09-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                              | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    553000 | PA      | $570978.13    | 0.06%             | 2054-10-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                              | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    757000 | PA      | $756824.88    | 0.08%             | 2056-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                | Enel Finance International NV                                                   | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    673000 | PA      | $641392.59    | 0.07%             | 2028-07-12      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| ENOVA INTERNATIONAL INC                                                                             | Enova International Inc                                                         | CUSIP: 29357KAH6<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |    272000 | PA      | $287918.66    | 0.03%             | 2028-12-15      | Fixed         | 11.25%                | Yes           | 2                  | On Loan: No      |
| ENTEGRIS INC                                                                                        | Entegris Inc                                                                    | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   2222000 | PA      | $2221643.19   | 0.23%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    638000 | PA      | $634916.19    | 0.07%             | 2078-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| EQUIFAX INC                                                                                         | Equifax Inc                                                                     | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    113000 | PA      | $115412.62    | 0.01%             | 2028-06-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| ESAB CORP                                                                                           | Esab Corp                                                                       | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154178.99    | 0.02%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ESSENT GROUP LTD                                                                                    | Essent Group Ltd                                                                | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |    597000 | PA      | $624423.73    | 0.06%             | 2029-07-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| EUSHI FINANCE INC                                                                                   | EUSHI Finance Inc                                                               | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    731000 | PA      | $769010.61    | 0.08%             | 2054-12-15      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| EVERGY MISSOURI WEST INC                                                                            | Evergy Missouri West Inc                                                        | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81442.88     | 0.01%             | 2027-12-15      | Fixed         | 5.15%                 | Yes           | 2                  | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                                            | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    594000 | PA      | $620442.43    | 0.06%             | 2028-01-13      | Fixed         | 7.40%                 | No            | 2                  | On Loan: No      |
| Export-Import Bank of India                                                                         | Export-Import Bank of India                                                     | CUSIP: 30216KAE2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    400000 | PA      | $383133.53    | 0.04%             | 2030-01-15      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Extended Stay America Trust                                                                         | Extended Stay America Trust 2025-ESH                                            | CUSIP: 30227TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $504771.35    | 0.05%             | 2042-10-15      | Floating      | 7.03%                 | Yes           | 2                  | On Loan: No      |
| Extended Stay America Trust                                                                         | Extended Stay America Trust 2026-ESH2                                           | CUSIP: 30227WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $502497.78    | 0.05%             | 2043-02-15      | Floating      | 6.57%                 | Yes           | 2                  | On Loan: No      |
| FMC CORP                                                                                            | FMC Corp                                                                        | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    653000 | PA      | $408768.97    | 0.04%             | 2049-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FMC CORP                                                                                            | FMC Corp                                                                        | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $789643.20    | 0.08%             | 2053-05-18      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| FMC CORP                                                                                            | FMC Corp                                                                        | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    189000 | PA      | $152277.57    | 0.02%             | 2055-11-01      | Fixed         | 8.45%                 | No            | 2                  | On Loan: No      |
| FORTESCUE TREASURY PTY L                                                                            | Fortescue Treasury Pty Ltd                                                      | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    256000 | PA      | $247191.41    | 0.03%             | 2031-04-01      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| FS KKR CAPITAL CORP                                                                                 | FS KKR Capital Corp                                                             | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    148000 | PA      | $136738.19    | 0.01%             | 2028-10-12      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| FS KKR CAPITAL CORP                                                                                 | FS KKR Capital Corp                                                             | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57153.92     | 0.01%             | 2027-07-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| FREMF Mortgage Trust                                                                                | FREMF 2016-K57 Mortgage Trust                                                   | CUSIP: 30295DAS1<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |  13040742 | PA      | $3429.72      | 0.00%             | 2049-08-25      | Fixed         | 0.10%                 | Yes           | 2                  | On Loan: No      |
| FREMF Mortgage Trust                                                                                | FREMF 2016-K57 Mortgage Trust                                                   | CUSIP: 30295DAU6<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |   3675088 | PA      | $1626.30      | 0.00%             | 2049-08-25      | Fixed         | 0.10%                 | Yes           | 2                  | On Loan: No      |
| FS Rialto Issuer Ltd                                                                                | FS Rialto 2025-FL10 Issuer LLC                                                  | CUSIP: 30340KAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $498474.00    | 0.05%             | 2042-08-19      | Floating      | 5.82%                 | Yes           | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                      | CUSIP: 314275AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    346000 | PA      | $326232.14    | 0.03%             | 2037-03-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| FERGUSON FINANCE PLC                                                                                | Ferguson Finance PLC                                                            | CUSIP: 314890AA2<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |    560000 | PA      | $564000.40    | 0.06%             | 2028-10-24      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| FERTITTA ENTERTAINMENT                                                                              | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc              | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    796000 | PA      | $770243.51    | 0.08%             | 2029-01-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust                                                                  | Ellington Financial Mortgage Trust 2022-2                                       | CUSIP: 31572YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    359211 | PA      | $357114.31    | 0.04%             | 2067-04-25      | Variable      | 4.30%                 | Yes           | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust                                                                  | Ellington Financial Mortgage Trust 2019-2                                       | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72055 | PA      | $70769.27     | 0.01%             | 2059-11-25      | Variable      | 3.05%                 | Yes           | 2                  | On Loan: No      |
| FIBRA PROLOGIS                                                                                      | FIBRA Prologis                                                                  | CUSIP: 31575KAB1<br>LEI: N/A                  | Long             | DBT              |  | MX        |    651000 | PA      | $639782.83    | 0.07%             | 2038-01-14      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| FIFTH THIRD BANCORP                                                                                 | Fifth Third Bancorp                                                             | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     83000 | PA      | $102051.38    | 0.01%             | 2038-03-01      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                                            | First Quantum Minerals Ltd                                                      | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $525539.70    | 0.05%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                                            | First Quantum Minerals Ltd                                                      | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $252091.03    | 0.03%             | 2034-02-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| FIVE POINT OPERATING CO                                                                             | Five Point Operating Co LP                                                      | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    738000 | PA      | $767238.23    | 0.08%             | 2030-10-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Flagstar Mortgage Trust                                                                             | Flagstar Mortgage Trust 2018-1                                                  | CUSIP: 33850TAY4<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |    114915 | PA      | $108693.66    | 0.01%             | 2048-03-25      | Variable      | 3.92%                 | Yes           | 2                  | On Loan: No      |
| Flagstar Mortgage Trust                                                                             | Flagstar Mortgage Trust 2018-6RR                                                | CUSIP: 33851FBP1<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |    390381 | PA      | $387991.79    | 0.04%             | 2048-10-25      | Variable      | 4.90%                 | Yes           | 2                  | On Loan: No      |
| Flagstar Mortgage Trust                                                                             | Flagstar Mortgage Trust 2018-3                                                  | CUSIP: 33851JAC3<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |     65409 | PA      | $61489.70     | 0.01%             | 2048-05-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| FLOWERS FOODS INC                                                                                   | Flowers Foods Inc                                                               | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    595000 | PA      | $522807.11    | 0.05%             | 2031-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| FLUTTER TREASURY DAC                                                                                | Flutter Treasury DAC                                                            | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    719000 | PA      | $730946.40    | 0.08%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Fontainebleau Miami Beach Trust                                                                     | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                              | CUSIP: 34461WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251523.69    | 0.03%             | 2039-12-15      | Floating      | 6.83%                 | Yes           | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                                                                  | Ford Motor Co                                                                   | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    265000 | PA      | $286311.28    | 0.03%             | 2046-11-01      | Fixed         | 7.40%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                            | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    743000 | PA      | $747247.74    | 0.08%             | 2027-05-28      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| FORESTAR GROUP INC                                                                                  | Forestar Group Inc                                                              | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    526000 | PA      | $538636.27    | 0.06%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| FORTREA HOLDINGS INC                                                                                | Fortrea Holdings Inc                                                            | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330592.97    | 0.03%             | 2030-07-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| FOX CORP                                                                                            | Fox Corp                                                                        | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    179000 | PA      | $181586.13    | 0.02%             | 2029-01-25      | Fixed         | 4.71%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA6                                         | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $208315.12    | 0.02%             | 2042-09-25      | Floating      | 7.40%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA5                                         | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |    273732 | PA      | $273960.30    | 0.03%             | 2034-01-25      | Floating      | 5.35%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac STACR REMIC Trust 2024-HQA2                                         | CUSIP: 35564NEC3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $503270.47    | 0.05%             | 2044-08-25      | Floating      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac Stacr Remic Trust 2025-Hqa1                                         | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $701328.48    | 0.07%             | 2045-02-25      | Floating      | 5.35%                 | Yes           | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                                             | Frontier Communications Holdings LLC                                            | CUSIP: 35908MAD2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    109000 | PA      | $112404.54    | 0.01%             | 2030-05-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| FULL HOUSE RESORTS INC                                                                              | Full House Resorts Inc                                                          | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |    546000 | PA      | $499155.20    | 0.05%             | 2028-02-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| H.B. FULLER CO                                                                                      | HB Fuller Co                                                                    | CUSIP: 359694AB2<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |    959000 | PA      | $947787.66    | 0.10%             | 2027-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                               | GFL Environmental Inc                                                           | CUSIP: 36168QAM6<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    146000 | PA      | $143090.50    | 0.01%             | 2028-09-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                               | GFL Environmental Inc                                                           | CUSIP: 36168QAN4<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    188000 | PA      | $186843.50    | 0.02%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                               | GFL Environmental Inc                                                           | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    559000 | PA      | $584896.52    | 0.06%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| GGAM FINANCE LTD                                                                                    | GGAM Finance Ltd                                                                | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    925000 | PA      | $939683.55    | 0.10%             | 2027-02-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| GGAM FINANCE LTD                                                                                    | GGAM Finance Ltd                                                                | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    638000 | PA      | $649381.19    | 0.07%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                                             | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |    530000 | PA      | $543240.92    | 0.06%             | 2028-06-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                                             | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |     99000 | PA      | $94741.29     | 0.01%             | 2031-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FRONTIER FLORIDA LLC                                                                                | Frontier Florida LLC                                                            | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    587000 | PA      | $607759.57    | 0.06%             | 2028-02-01      | Fixed         | 6.86%                 | No            | 2                  | On Loan: No      |
| FRONTIER NORTH INC                                                                                  | Frontier North Inc                                                              | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    423000 | PA      | $435580.04    | 0.05%             | 2028-02-15      | Fixed         | 6.73%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                                                        | GS Mortgage Securities Trust 2019-GC40                                          | CUSIP: 36257HBR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2728638 | PA      | $83655.00     | 0.01%             | 2052-07-10      | Variable      | 1.11%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Corp Trust 2019-PJ2                               | CUSIP: 36257LAR8<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |    821612 | PA      | $787241.20    | 0.08%             | 2049-11-25      | Variable      | 4.36%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2020-PJ1                                    | CUSIP: 36258FAS8<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    839969 | PA      | $753742.14    | 0.08%             | 2050-05-25      | Variable      | 3.60%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Corp Trust 2021-PJ5                               | CUSIP: 36261HBA7<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |    350124 | PA      | $283014.09    | 0.03%             | 2051-10-25      | Variable      | 2.58%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Corp Trust 2021-PJ3                               | CUSIP: 36262AAD6<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |    694660 | PA      | $580010.23    | 0.06%             | 2051-08-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2021-PJ6                                    | CUSIP: 36262LAD2<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    720018 | PA      | $600856.88    | 0.06%             | 2051-11-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2021-PJ6                                    | CUSIP: 36262LAP5<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $590584.55    | 0.06%             | 2051-11-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2021-PJ9                                    | CUSIP: 36263CAD1<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    887473 | PA      | $740195.95    | 0.08%             | 2052-02-26      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2022-PJ1                                    | CUSIP: 36263NAD7<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    780950 | PA      | $651114.91    | 0.07%             | 2052-05-28      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2021-PJ11                                   | CUSIP: 36263VBN6<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    440389 | PA      | $347439.14    | 0.04%             | 2052-04-25      | Variable      | 2.85%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                                                        | GS Mortgage Securities Corp Trust 2023-FUN                                      | CUSIP: 36267CAE5<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $503120.45    | 0.05%             | 2028-03-15      | Floating      | 7.07%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2025-PJ1                                    | CUSIP: 36271DAU1<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    381287 | PA      | $385201.33    | 0.04%             | 2055-06-25      | Variable      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| GSAT Trust 2025-BMF                                                                                 | GSAT Trust 2025-BMF                                                             | CUSIP: 36271XAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $400392.71    | 0.04%             | 2040-07-15      | Floating      | 6.18%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2025-PJ11                                   | CUSIP: 36273RAU8<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |   1123344 | PA      | $1126011.90   | 0.12%             | 2056-05-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2026-PJ1                                    | CUSIP: 36275TAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $995760.85    | 0.10%             | 2056-06-25      | Variable      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| GSJP Trust                                                                                          | GSJP Trust 2025-BEDS                                                            | CUSIP: 362946AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $502498.51    | 0.05%             | 2042-12-15      | Floating      | 5.18%                 | Yes           | 2                  | On Loan: No      |
| Galaxy CLO Ltd                                                                                      | Galaxy 31 Clo Ltd                                                               | CUSIP: 36320HAQ2<br>LEI: 549300XTB6S9P2VMDV60 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $552039.95    | 0.06%             | 2038-07-15      | Floating      | 5.67%                 | Yes           | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM RE-REMIC Trust 2022-FRR3                                                    | CUSIP: 36459DBW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28546 | PA      | $27777.22     | 0.00%             | 2048-05-27      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM Re-REMIC Trust 2021-FRR1                                                    | CUSIP: 364614AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    837000 | PA      | $771365.22    | 0.08%             | 2050-11-29      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM Re-REMIC Trust 2021-FRR1                                                    | CUSIP: 364614AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1258000 | PA      | $1143995.01   | 0.12%             | 2050-11-29      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| GARTNER INC                                                                                         | Gartner Inc                                                                     | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149391.35    | 0.02%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| GARTNER INC                                                                                         | Gartner Inc                                                                     | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    667000 | PA      | $643510.02    | 0.07%             | 2029-06-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                              | General Motors Financial Co Inc                                                 | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119139.50    | 0.01%             | 2028-06-23      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| GENESEE & WYOMING INC                                                                               | Genesee & Wyoming Inc                                                           | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    844000 | PA      | $871052.36    | 0.09%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                                               | Genesis Energy LP / Genesis Energy Finance Corp                                 | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    542000 | PA      | $564822.86    | 0.06%             | 2029-01-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                                               | Genesis Energy LP / Genesis Energy Finance Corp                                 | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $349616.19    | 0.04%             | 2032-05-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                                               | Genesis Energy LP / Genesis Energy Finance Corp                                 | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    394000 | PA      | $411346.42    | 0.04%             | 2033-05-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                                                               | GENMAB A/S/GENMAB FINANCE LLC                                                   | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |   1076000 | PA      | $1104065.24   | 0.11%             | 2032-12-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                                                               | GENMAB A/S/GENMAB FINANCE LLC                                                   | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |   1045000 | PA      | $1104586.61   | 0.11%             | 2033-12-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| GENWORTH HOLDINGS INC                                                                               | Genworth Holdings Inc                                                           | CUSIP: 37247DAB2<br>LEI: PXDECZED7L8SRUP41R09 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170176.58    | 0.02%             | 2034-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| GENTING NY LLC/GENNY CAP                                                                            | Genting New York LLC / GENNY Capital Inc                                        | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    667000 | PA      | $688630.25    | 0.07%             | 2029-10-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| WRANGLER HOLDCO CORP                                                                                | Wrangler Holdco Corp                                                            | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148000 | PA      | $154022.45    | 0.02%             | 2032-04-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF GHANA                                                                                   | Ghana Government International Bond                                             | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    181125 | PA      | $177462.26    | 0.02%             | 2029-07-03      | Variable      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL                                                                             | Global Net Lease Inc / Global Net Lease Operating Partnership LP                | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    999000 | PA      | $972270.26    | 0.10%             | 2027-12-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| GLOBAL MARINE INC                                                                                   | Global Marine Inc                                                               | CUSIP: 379352AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $586621.07    | 0.06%             | 2028-06-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                                             | Global Partners LP / GLP Finance Corp                                           | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71726.20     | 0.01%             | 2033-07-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                                                                            | Global Infrastructure Solutions Inc                                             | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    822000 | PA      | $823049.22    | 0.09%             | 2029-06-01      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| GOAT HOLDCO LLC                                                                                     | Goat Holdco LLC                                                                 | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1044000 | PA      | $1073139.29   | 0.11%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| GOEASY LTD                                                                                          | goeasy Ltd                                                                      | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    494000 | PA      | $508211.97    | 0.05%             | 2028-12-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| GOEASY LTD                                                                                          | goeasy Ltd                                                                      | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    807000 | PA      | $768967.86    | 0.08%             | 2030-05-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| GOLUB CAPITAL BDC                                                                                   | Golub Capital BDC Inc                                                           | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    142000 | PA      | $149418.79    | 0.02%             | 2028-12-05      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust                                                    | GoodLeap Sustainable Home Solutions Trust 2021-3                                | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    952624 | PA      | $730575.62    | 0.08%             | 2048-05-20      | Fixed         | 2.10%                 | Yes           | 2                  | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                                              | Goodyear Tire & Rubber Co/The                                                   | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    235000 | PA      | $226173.78    | 0.02%             | 2031-04-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                                              | Goodyear Tire & Rubber Co/The                                                   | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    179000 | PA      | $170749.37    | 0.02%             | 2033-04-30      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                                            | Graphic Packaging International LLC                                             | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    204000 | PA      | $197701.07    | 0.02%             | 2028-03-15      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| GRAY OAK PIPELINE LLC                                                                               | Gray Oak Pipeline LLC                                                           | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $113542.65    | 0.01%             | 2027-10-15      | Fixed         | 3.45%                 | Yes           | 2                  | On Loan: No      |
| GRIFOLS SA                                                                                          | Grifols SA                                                                      | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |   1109000 | PA      | $1092987.60   | 0.11%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| GRUBHUB HOLDINGS INC                                                                                | GrubHub Holdings Inc                                                            | CUSIP: 40010PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74782 | PA      | $61627.89     | 0.01%             | 2030-07-31      | Fixed         | 13.00%                | Yes           | 2                  | On Loan: No      |
| GRUPO TELEVISA SAB                                                                                  | Grupo Televisa SAB                                                              | CUSIP: 40049JBE6<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $138923.68    | 0.01%             | 2049-05-24      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| GULFPORT ENERGY OP CORP                                                                             | Gulfport Energy Operating Corp                                                  | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    746000 | PA      | $769982.25    | 0.08%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                                                                            | HLF Financing Sarl LLC / Herbalife International Inc                            | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1612000 | PA      | $1527409.31   | 0.16%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                                                                            | HLF Financing Sarl LLC / Herbalife International Inc                            | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    930000 | PA      | $999807.23    | 0.10%             | 2029-04-15      | Fixed         | 12.25%                | Yes           | 2                  | On Loan: No      |
| HCA INC                                                                                             | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139696.41    | 0.01%             | 2029-06-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                                                             | HCA Inc                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     78000 | PA      | $80370.00     | 0.01%             | 2028-09-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| HLTN Commercial Mortgage Trust 2024-DPLO                                                            | HLTN COMMERCIAL MORTGAGE TRUST                                                  | CUSIP: 40424UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $502510.33    | 0.05%             | 2041-06-15      | Floating      | 7.02%                 | Yes           | 2                  | On Loan: No      |
| HNI CORP                                                                                            | HNI Corp                                                                        | CUSIP: 404251AA8<br>LEI: 549300SKRADLC4O5HV93 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1200062.93   | 0.12%             | 2029-01-18      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| ENVIRI CORP                                                                                         | Enviri Corp                                                                     | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    641000 | PA      | $641543.98    | 0.07%             | 2027-07-31      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                                              | Harvest Midstream I LP                                                          | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1222200.48   | 0.13%             | 2028-09-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| KINGDOM OF JORDAN                                                                                   | Jordan Government International Bond                                            | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    172000 | PA      | $180396.61    | 0.02%             | 2029-01-13      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                                                                            | Hazine Mustesarligi Varlik Kiralama AS                                          | CUSIP: 421790AN6<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |   1288000 | PA      | $1344821.88   | 0.14%             | 2030-09-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| HERBALIFE LTD                                                                                       | Herbalife Ltd                                                                   | CUSIP: 42703MAF0<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | KY        |    899000 | PA      | $1169592.95   | 0.12%             | 2028-06-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| HERC HOLDINGS INC                                                                                   | Herc Holdings Inc                                                               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    101000 | PA      | $105961.54    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| HERC HOLDINGS INC                                                                                   | Herc Holdings Inc                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    128000 | PA      | $135457.29    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| HERTZ CORP/THE                                                                                      | Hertz Corp/The                                                                  | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    762000 | PA      | $767267.52    | 0.08%             | 2029-07-15      | Fixed         | 12.63%                | Yes           | 2                  | On Loan: No      |
| High Ridge Brands Co                                                                                | High Ridge Brands Co                                                            | CUSIP: 42979BAA2<br>LEI: 549300ZIF8QP562GOD97 | Long             | DBT              | CORP              | US        |    970000 | PA      | $0.00         | 0.00%             | 2025-03-15      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| HIGHWOODS REALTY LP                                                                                 | Highwoods Realty LP                                                             | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    122000 | PA      | $120168.63    | 0.01%             | 2029-04-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                                            | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1083000 | PA      | $1091524.00   | 0.11%             | 2028-11-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                                            | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AV6<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    176000 | PA      | $169969.11    | 0.02%             | 2031-02-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                                            | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318BE3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    184000 | PA      | $177213.72    | 0.02%             | 2034-05-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                                            | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    891000 | PA      | $861926.33    | 0.09%             | 2035-02-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| HILLENBRAND INC                                                                                     | Hillenbrand Inc                                                                 | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    114000 | PA      | $114875.65    | 0.01%             | 2031-03-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                                            | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    254000 | PA      | $235314.96    | 0.02%             | 2032-02-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                                                            | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc       | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $153375.54    | 0.02%             | 2032-01-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                                                            | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc       | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $233048.59    | 0.02%             | 2029-06-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                                                            | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc       | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    521000 | PA      | $486481.76    | 0.05%             | 2031-07-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| HOLOGIC INC                                                                                         | Hologic Inc                                                                     | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    229000 | PA      | $228142.89    | 0.02%             | 2029-02-15      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                        | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     35000 | PA      | $34862.21     | 0.00%             | 2027-02-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                        | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    467000 | PA      | $442453.02    | 0.05%             | 2028-01-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                        | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    592000 | PA      | $513225.88    | 0.05%             | 2030-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                        | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |   1016000 | PA      | $897130.19    | 0.09%             | 2029-10-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| HOWARD HUGHES CORP                                                                                  | Howard Hughes Corp/The                                                          | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    192000 | PA      | $191895.65    | 0.02%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                                            | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    822000 | PA      | $788729.53    | 0.08%             | 2027-11-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                                            | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    592000 | PA      | $542245.96    | 0.06%             | 2029-04-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                                            | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    485000 | PA      | $411538.21    | 0.04%             | 2030-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                                            | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    271000 | PA      | $266691.17    | 0.03%             | 2028-02-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                                                                          | Humana Inc                                                                      | CUSIP: 444859AZ5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     57000 | PA      | $68148.87     | 0.01%             | 2038-06-15      | Fixed         | 8.15%                 | No            | 2                  | On Loan: No      |
| HUNGARY                                                                                             | Hungary Government International Bond                                           | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    542000 | PA      | $554478.77    | 0.06%             | 2030-09-26      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| HUNGARY                                                                                             | Hungary Government International Bond                                           | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    646000 | PA      | $672333.52    | 0.07%             | 2055-09-23      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                                            | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123754.81    | 0.01%             | 2027-12-01      | Fixed         | 3.48%                 | No            | 2                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                                                            | Huntsman International LLC                                                      | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |   1456000 | PA      | $1402488.43   | 0.15%             | 2029-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                                                            | Huntsman International LLC                                                      | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    487000 | PA      | $415928.90    | 0.04%             | 2031-06-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                                                            | Huntsman International LLC                                                      | CUSIP: 44701QBG6<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    342000 | PA      | $319644.53    | 0.03%             | 2034-10-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| HYATT HOTELS CORP                                                                                   | Hyatt Hotels Corp                                                               | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42145.54     | 0.00%             | 2028-09-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ITT HOLDINGS LLC                                                                                    | ITT Holdings LLC                                                                | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    395000 | PA      | $380840.47    | 0.04%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| ICNQ Mortgage Trust                                                                                 | ICNQ 2024-MF Mortgage Trust                                                     | CUSIP: 450953AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $620850.95    | 0.06%             | 2034-12-10      | Fixed         | 5.78%                 | Yes           | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134000 | PA      | $134120.94    | 0.01%             | 2026-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    866000 | PA      | $856286.52    | 0.09%             | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    334000 | PA      | $294707.53    | 0.03%             | 2029-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    763000 | PA      | $767612.93    | 0.08%             | 2029-01-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    563000 | PA      | $549206.88    | 0.06%             | 2030-06-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1048000 | PA      | $1057402.53   | 0.11%             | 2029-11-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| ICICI BANK LTD/DUBAI                                                                                | ICICI Bank Ltd/Dubai                                                            | CUSIP: 45112EAH2<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | DBT              | CORP              | IN        |    114000 | PA      | $112979.29    | 0.01%             | 2027-12-14      | Fixed         | 3.80%                 | Yes           | 2                  | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                                            | iHeartCommunications Inc                                                        | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    375000 | PA      | $343734.13    | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                                            | iHeartCommunications Inc                                                        | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    550326 | PA      | $520120.71    | 0.05%             | 2029-05-01      | Fixed         | 9.13%                 | Yes           | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                                             | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    609000 | PA      | $626139.90    | 0.07%             | 2027-07-27      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| Imperial Fund LLC                                                                                   | Imperial Fund Mortgage Trust 2022-NQM3                                          | CUSIP: 45276KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325560 | PA      | $324442.00    | 0.03%             | 2067-05-25      | Variable      | 4.38%                 | Yes           | 2                  | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                                             | Crescent Energy Finance LLC                                                     | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226199.30    | 0.02%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Indonesia Government International Bonds                                                            | Indonesia Government International Bonds                                        | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $188884.02    | 0.02%             | 2032-03-31      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                               | Indonesia Government International Bond                                         | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $323047.64    | 0.03%             | 2052-03-31      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Indonesia Government International Bonds                                                            | Indonesia Government International Bonds                                        | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    293000 | PA      | $295725.96    | 0.03%             | 2028-01-11      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                               | Indonesia Government International Bond                                         | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    720000 | PA      | $711561.71    | 0.07%             | 2053-01-11      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| INDUSTRIAL SUBORD TR 2.0                                                                            | Industrial Subordinated Trust 2 0                                               | CUSIP: 456349AA7<br>LEI: 254900WSJBB5525DL518 | Long             | DBT              | CORP              | KY        |    444000 | PA      | $450730.08    | 0.05%             | 2036-04-15      | Fixed         | 6.55%                 | Yes           | 2                  | On Loan: No      |
| INDUSTRIAS PENOLES SAB D                                                                            | Industrias Penoles SAB de CV                                                    | CUSIP: 456472AB5<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |    174000 | PA      | $172414.18    | 0.02%             | 2029-09-12      | Fixed         | 4.15%                 | Yes           | 2                  | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                                                                            | Infraestructura Energetica Nova SAPI de CV                                      | CUSIP: 456829AA8<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |    162000 | PA      | $159846.74    | 0.02%             | 2028-01-14      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| INRETAIL CONSUMER                                                                                   | InRetail Consumer                                                               | CUSIP: 45790TAB1<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |    656000 | PA      | $638733.45    | 0.07%             | 2028-03-22      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| IBM CORP                                                                                            | International Business Machines Corp                                            | CUSIP: 459200AP6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    435000 | PA      | $508299.27    | 0.05%             | 2096-12-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                                            | International Flavors & Fragrances Inc                                          | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    609000 | PA      | $611779.59    | 0.06%             | 2028-09-26      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                                            | International Flavors & Fragrances Inc                                          | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    137000 | PA      | $131811.13    | 0.01%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                                                                 | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    675000 | PA      | $647089.96    | 0.07%             | 2032-06-01      | Fixed         | 4.20%                 | Yes           | 2                  | On Loan: No      |
| INTOWN Mortgage Trust                                                                               | INTOWN 2025-STAY Mortgage Trust                                                 | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $501535.10    | 0.05%             | 2042-03-15      | Floating      | 5.93%                 | Yes           | 2                  | On Loan: No      |
| INVERSION ESCROW ISSUER                                                                             | Inversion Escrow Issuer LLC                                                     | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |    363000 | PA      | $359697.24    | 0.04%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| ION PLATFORM FINANCE US                                                                             | ION Platform Finance US Inc                                                     | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175442.71    | 0.02%             | 2032-09-30      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| IQVIA INC                                                                                           | IQVIA Inc                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    596000 | PA      | $627181.49    | 0.07%             | 2029-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                                                                   | Iron Mountain Inc                                                               | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    119000 | PA      | $117341.04    | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                                                                   | Iron Mountain Inc                                                               | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    171000 | PA      | $163242.05    | 0.02%             | 2031-02-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| ITHACA ENERGY NORTH                                                                                 | Ithaca Energy North Sea PLC                                                     | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |    736000 | PA      | $770642.48    | 0.08%             | 2029-10-15      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| ITC HOLDINGS CORP                                                                                   | ITC Holdings Corp                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    626000 | PA      | $633559.61    | 0.07%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| J.G. Wentworth XLII LLC                                                                             | JG Wentworth XLII LLC                                                           | CUSIP: 46590UAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    382099 | PA      | $350000.03    | 0.04%             | 2077-10-15      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2019-8                                                 | CUSIP: 46591KBE2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     42813 | PA      | $38222.98     | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2021-1                                                 | CUSIP: 46592EBM7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    263239 | PA      | $219803.23    | 0.02%             | 2051-06-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2025-CCM1                                              | CUSIP: 46593MAB3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    730304 | PA      | $734028.91    | 0.08%             | 2055-06-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                                            | JH North America Holdings Inc                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    377000 | PA      | $383608.74    | 0.04%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                                            | JH North America Holdings Inc                                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    375000 | PA      | $382860.81    | 0.04%             | 2032-07-31      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| JB POINDEXTER & CO INC                                                                              | JB Poindexter & Co Inc                                                          | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |   1049000 | PA      | $1092357.08   | 0.11%             | 2031-12-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                                          | JPMBB Commercial Mortgage Securities Trust 2015-C27                             | CUSIP: 46644ABH4<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    345335 | PA      | $1381.25      | 0.00%             | 2048-02-15      | Variable      | 0.77%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2017-6                                                 | CUSIP: 46649HAG7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     54657 | PA      | $49613.17     | 0.01%             | 2048-12-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2018-3                                                 | CUSIP: 46649TBA3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    664747 | PA      | $624810.39    | 0.06%             | 2048-09-25      | Variable      | 3.70%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2019-1                                                 | CUSIP: 46650HAC2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     20593 | PA      | $19325.87     | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2018-6                                                 | CUSIP: 46650JAS3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    219259 | PA      | $205859.62    | 0.02%             | 2048-12-25      | Variable      | 3.90%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2019-2                                               | CUSIP: 46650TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13570 | PA      | $12889.37     | 0.00%             | 2049-08-25      | Variable      | 3.99%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2019-HYB1                                              | CUSIP: 46651FAR2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    590581 | PA      | $597197.20    | 0.06%             | 2049-10-25      | Variable      | 5.04%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2019-7                                                 | CUSIP: 46651GBC2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    333549 | PA      | $295605.51    | 0.03%             | 2050-02-25      | Variable      | 2.97%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2020-1                                                 | CUSIP: 46651XAQ5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    279388 | PA      | $251139.36    | 0.03%             | 2050-06-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2020-1                                                 | CUSIP: 46651XBH4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    124426 | PA      | $112850.10    | 0.01%             | 2050-06-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2020-8                                                 | CUSIP: 46652TAC4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    139363 | PA      | $121943.06    | 0.01%             | 2051-03-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2021-4                                                 | CUSIP: 46652VBN4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    196153 | PA      | $163779.09    | 0.02%             | 2051-08-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2020-5                                                 | CUSIP: 46653JBU4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    388937 | PA      | $345878.60    | 0.04%             | 2050-12-25      | Variable      | 3.57%                 | Yes           | 2                  | On Loan: No      |
| UZAUTO MOTORS AJ                                                                                    | Uzauto Motors AJ                                                                | CUSIP: 46653NAB8<br>LEI: 25490082QA3E2MKBZI88 | Long             | DBT              | CORP              | UZ        |    497000 | PA      | $509779.19    | 0.05%             | 2030-11-19      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2022-4                                               | CUSIP: 46655GAW5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    382712 | PA      | $332776.28    | 0.03%             | 2052-10-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2023-8                                               | CUSIP: 46657CAA0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    475938 | PA      | $482886.95    | 0.05%             | 2054-02-25      | Variable      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2023-8                                               | CUSIP: 46657CAR3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    964239 | PA      | $957096.97    | 0.10%             | 2054-02-25      | Variable      | 6.14%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2024-4                                          | CUSIP: 46657WAU2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    506600 | PA      | $513095.53    | 0.05%             | 2054-10-25      | Variable      | 6.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2024-INV1                                              | CUSIP: 46658PAH5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1004595.07   | 0.10%             | 2055-04-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| JACOBS ENGINEERING GROUP                                                                            | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    175000 | PA      | $183974.84    | 0.02%             | 2028-08-18      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                                            | Jacobs Entertainment Inc                                                        | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    859000 | PA      | $848224.56    | 0.09%             | 2029-02-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                                                            | Jefferson Capital Holdings LLC                                                  | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    763000 | PA      | $762256.53    | 0.08%             | 2026-08-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                                                            | Jefferson Capital Holdings LLC                                                  | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    351000 | PA      | $368802.93    | 0.04%             | 2029-02-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                                                            | Jefferson Capital Holdings LLC                                                  | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    327000 | PA      | $344687.52    | 0.04%             | 2030-05-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                                                              | Kazakhstan Government International Bond                                        | CUSIP: 486661BN0<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    576000 | PA      | $580818.06    | 0.06%             | 2032-07-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                                                              | Kazakhstan Government International Bond                                        | CUSIP: 486661BQ3<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    238000 | PA      | $235564.14    | 0.02%             | 2030-10-28      | Fixed         | 4.41%                 | Yes           | 2                  | On Loan: No      |
| KENNEDY-WILSON INC                                                                                  | Kennedy-Wilson Inc                                                              | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    184000 | PA      | $180114.69    | 0.02%             | 2029-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| KENNEDY-WILSON INC                                                                                  | Kennedy-Wilson Inc                                                              | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    119000 | PA      | $114343.79    | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                                                                                | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221853.90    | 0.02%             | 2028-05-25      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                                                                                | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    399000 | PA      | $400684.69    | 0.04%             | 2028-05-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| KEYBANK NATIONAL ASSN                                                                               | Keybank National Association                                                    | CUSIP: 49306CAB7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    598000 | PA      | $627452.15    | 0.07%             | 2028-02-01      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| KILROY REALTY LP                                                                                    | Kilroy Realty LP                                                                | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    645000 | PA      | $633724.73    | 0.07%             | 2029-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| KINGSTON AIRPORT REV FIN                                                                            | Kingston Airport Revenue Finance Ltd                                            | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |    299000 | PA      | $304737.52    | 0.03%             | 2036-12-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| KIRBY CORPORATION                                                                                   | Kirby Corp                                                                      | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71158.16     | 0.01%             | 2028-03-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| KIOXIA HOLDINGS CORP                                                                                | Kioxia Holdings Corp                                                            | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    261000 | PA      | $269794.42    | 0.03%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| KIOXIA HOLDINGS CORP                                                                                | Kioxia Holdings Corp                                                            | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    739000 | PA      | $772367.96    | 0.08%             | 2033-07-24      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| KOHL'S CORPORATION                                                                                  | Kohl's Corp                                                                     | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    580000 | PA      | $393296.54    | 0.04%             | 2045-07-17      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| KOHL'S CORPORATION                                                                                  | Kohl's Corp                                                                     | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    775000 | PA      | $663228.85    | 0.07%             | 2031-05-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                                | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAT3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    131000 | PA      | $132716.28    | 0.01%             | 2029-01-30      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| KSL Resorts                                                                                         | KSL Commercial Mortgage Trust 2024-HT2                                          | CUSIP: 500937AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    582544 | PA      | $581288.23    | 0.06%             | 2039-12-15      | Floating      | 6.97%                 | Yes           | 2                  | On Loan: No      |
| KROGER CO                                                                                           | Kroger Co/The                                                                   | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    143000 | PA      | $109395.35    | 0.01%             | 2050-01-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| KUWAIT INTL BOND                                                                                    | Kuwait International Government Bond                                            | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   2509000 | PA      | $2472031.24   | 0.26%             | 2035-10-09      | Fixed         | 4.65%                 | Yes           | 2                  | On Loan: No      |
| BATH & BODY WORKS INC                                                                               | Bath & Body Works Inc                                                           | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    310000 | PA      | $313544.81    | 0.03%             | 2035-11-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| LCM Ltd Partnership                                                                                 | LCM 28 Ltd                                                                      | CUSIP: 50200WAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501765.50    | 0.05%             | 2030-10-20      | Floating      | 6.08%                 | Yes           | 2                  | On Loan: No      |
| LCPR SR SECURED FIN DAC                                                                             | LCPR Senior Secured Financing DAC                                               | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    336000 | PA      | $234705.82    | 0.02%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| LGENERGYSOLUTION                                                                                    | LG Energy Solution Ltd                                                          | CUSIP: 50205MAB5<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    141000 | PA      | $145817.49    | 0.02%             | 2028-09-25      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| LFT CRE 2021-FL1, LLC                                                                               | LMNT CRE 2025-FL3 LLC                                                           | CUSIP: 50208TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500710.61    | 0.05%             | 2043-07-21      | Floating      | 5.22%                 | Yes           | 2                  | On Loan: No      |
| LPL HOLDINGS INC                                                                                    | LPL Holdings Inc                                                                | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    651000 | PA      | $642045.08    | 0.07%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| LQR Trust                                                                                           | LQR Trust 2025-CALI                                                             | CUSIP: 50216WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251010.63    | 0.03%             | 2043-01-15      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| LSTR Trust                                                                                          | LSTR Trust 2026-HTL6                                                            | CUSIP: 50220QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999782.84    | 0.10%             | 2040-12-15      | Floating      | 5.17%                 | Yes           | 2                  | On Loan: No      |
| LAMB WESTON HLD                                                                                     | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    321000 | PA      | $305839.46    | 0.03%             | 2032-01-31      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                                             | Crescent Energy Finance LLC                                                     | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154207.45    | 0.02%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                                | Las Vegas Sands Corp                                                            | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    650000 | PA      | $633426.35    | 0.07%             | 2029-08-08      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                                            | Lennox International Inc                                                        | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    614000 | PA      | $633848.55    | 0.07%             | 2028-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                               | Level 3 Financing Inc                                                           | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    282000 | PA      | $263079.07    | 0.03%             | 2029-01-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                               | Level 3 Financing Inc                                                           | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    625000 | PA      | $647694.37    | 0.07%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                               | Level 3 Financing Inc                                                           | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    429645 | PA      | $440047.19    | 0.05%             | 2036-01-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                                            | Liberty Mutual Group Inc                                                        | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    131000 | PA      | $150069.95    | 0.02%             | 2037-03-15      | Fixed         | 7.80%                 | Yes           | 2                  | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                                | LifePoint Health Inc                                                            | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    989000 | PA      | $1061718.25   | 0.11%             | 2030-08-15      | Fixed         | 9.88%                 | Yes           | 2                  | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                                | LifePoint Health Inc                                                            | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   1794000 | PA      | $1958231.28   | 0.20%             | 2030-10-15      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                                | LifePoint Health Inc                                                            | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   1547000 | PA      | $1634841.38   | 0.17%             | 2032-06-01      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                                | LifePoint Health Inc                                                            | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    707000 | PA      | $768089.00    | 0.08%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| LIGHTNING POWER LLC                                                                                 | Lightning Power LLC                                                             | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    962000 | PA      | $1024058.10   | 0.11%             | 2032-08-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| BATH & BODY WORKS INC                                                                               | Bath & Body Works Inc                                                           | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    654000 | PA      | $652243.17    | 0.07%             | 2033-03-01      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                                            | Live Nation Entertainment Inc                                                   | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    496000 | PA      | $495879.18    | 0.05%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd.                                                                     | LoanCore 2025-CRE9 Issuer LLC                                                   | CUSIP: 538912AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $750478.23    | 0.08%             | 2042-08-18      | Floating      | 5.13%                 | Yes           | 2                  | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd.                                                                     | LoanCore 2025 2025-CRE8 Issuer LLC                                              | CUSIP: 53947FAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $499813.17    | 0.05%             | 2042-08-17      | Floating      | 5.82%                 | Yes           | 2                  | On Loan: No      |
| LOUISIANA-PACIFIC CORP                                                                              | Louisiana-Pacific Corp                                                          | CUSIP: 546347AM7<br>LEI: 549300C7E2UAO5BVRR75 | Long             | DBT              | CORP              | US        |    776000 | PA      | $752975.43    | 0.08%             | 2029-03-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                                              | Lumen Technologies Inc                                                          | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    114400 | PA      | $114400.00    | 0.01%             | 2029-04-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                                              | Lumen Technologies Inc                                                          | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    114300 | PA      | $114300.00    | 0.01%             | 2030-04-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| MGIC INVESTMENT CORP                                                                                | MGIC Investment Corp                                                            | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    151000 | PA      | $150892.30    | 0.02%             | 2028-08-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                                         | MF1 2025-FL17 LLC                                                               | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $999362.44    | 0.10%             | 2040-02-18      | Floating      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                                         | MF1 2026-FL21 LLC                                                               | CUSIP: 55287NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000578.31   | 0.10%             | 2041-02-18      | Floating      | 5.03%                 | Yes           | 2                  | On Loan: No      |
| Merit                                                                                               | MHP 2022-MHIL                                                                   | CUSIP: 55293DAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $240074.75    | 0.02%             | 2039-01-15      | Floating      | 6.29%                 | Yes           | 2                  | On Loan: No      |
| MHC Commercial Mortgage Trust                                                                       | MHC Commercial Mortgage Trust 2021-MHC                                          | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $319999.89    | 0.03%             | 2038-04-15      | Floating      | 6.40%                 | Yes           | 2                  | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                                            | MPH Acquisition Holdings LLC                                                    | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    167000 | PA      | $125406.10    | 0.01%             | 2028-09-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| MPLX LP                                                                                             | MPLX LP                                                                         | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    631000 | PA      | $640691.09    | 0.07%             | 2029-02-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                                             | MPLX LP                                                                         | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     98000 | PA      | $98290.65     | 0.01%             | 2027-12-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                                             | MPLX LP                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    132000 | PA      | $122387.77    | 0.01%             | 2030-08-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                      | CUSIP: 55616XAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    229000 | PA      | $188450.87    | 0.02%             | 2042-01-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                      | CUSIP: 55616XAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    286000 | PA      | $206498.90    | 0.02%             | 2043-02-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                      | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    407000 | PA      | $366360.57    | 0.04%             | 2034-12-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding Ltd                                                                            | Madison Park Funding XXXI Ltd                                                   | CUSIP: 55819DBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250607.75    | 0.03%             | 2037-07-23      | Floating      | 5.92%                 | Yes           | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                            | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1846000 | PA      | $1528106.98   | 0.16%             | 2032-03-15      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                            | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1124000 | PA      | $1092150.29   | 0.11%             | 2029-03-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                                                                            | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp              | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148000 | PA      | $153804.43    | 0.02%             | 2032-12-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Market Street CLO Ltd                                                                               | Market Street CLO Ltd II                                                        | CUSIP: 57064FAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1401482.60   | 0.15%             | 2038-03-20      | Floating      | 5.78%                 | Yes           | 2                  | On Loan: No      |
| MARKS & SPENCER PLC                                                                                 | Marks & Spencer PLC                                                             | CUSIP: 57069PAA0<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |    588000 | PA      | $644426.99    | 0.07%             | 2037-12-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                                              | Marriott International Inc/MD                                                   | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    162000 | PA      | $168120.86    | 0.02%             | 2028-10-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| MASCO CORP                                                                                          | Masco Corp                                                                      | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    675000 | PA      | $641986.52    | 0.07%             | 2028-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| MATTAMY GROUP CORP                                                                                  | Mattamy Group Corp                                                              | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    620000 | PA      | $603825.51    | 0.06%             | 2030-03-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| MATTEL INC                                                                                          | Mattel Inc                                                                      | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    223000 | PA      | $218306.89    | 0.02%             | 2029-04-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| MAUSER PACKAGING SOLUT                                                                              | Mauser Packaging Solutions Holding Co                                           | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    858000 | PA      | $874255.77    | 0.09%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| MAUSER PACKAGING SOLUT                                                                              | Mauser Packaging Solutions Holding Co                                           | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    807000 | PA      | $793759.61    | 0.08%             | 2030-04-15      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                                               | McGraw-Hill Education Inc                                                       | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    474000 | PA      | $476063.06    | 0.05%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| MAZOON ASSETS CO SAOC                                                                               | Mazoon Assets Co SAOC                                                           | CUSIP: 57886LAD4<br>LEI: 6354003TDIRN5Y6LJP91 | Long             | DBT              | CORP              | OM        |    254000 | PA      | $258067.47    | 0.03%             | 2031-10-09      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| MCDONALD'S CORP                                                                                     | McDonald's Corp                                                                 | CUSIP: 58013MEH3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     66000 | PA      | $69395.69     | 0.01%             | 2039-02-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust                                                             | Mello Mortgage Capital Acceptance 2018-MTG2                                     | CUSIP: 585499BR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    828207 | PA      | $804314.67    | 0.08%             | 2048-10-25      | Variable      | 4.31%                 | Yes           | 2                  | On Loan: No      |
| MERITAGE HOMES CORP                                                                                 | Meritage Homes Corp                                                             | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    119000 | PA      | $117060.29    | 0.01%             | 2029-04-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| METHANEX CORP                                                                                       | Methanex Corp                                                                   | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    213000 | PA      | $191770.16    | 0.02%             | 2044-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| METHANEX CORP                                                                                       | Methanex Corp                                                                   | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |   1265000 | PA      | $1272176.16   | 0.13%             | 2029-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| MEXICO GENERADORA DE ENE                                                                            | Mexico Generadora de Energia S de rl                                            | CUSIP: 592838AA4<br>LEI: 635400GBINBYW1VUAD14 | Long             | DBT              | CORP              | MX        |    633417 | PA      | $640183.26    | 0.07%             | 2032-12-06      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Merit                                                                                               | MHP Commercial Mortgage Trust 2025-MHIL2                                        | CUSIP: 59317DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $350693.77    | 0.04%             | 2040-09-15      | Floating      | 6.33%                 | Yes           | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                                         | MF1 2025-FL20 LLC                                                               | CUSIP: 59319CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $501875.85    | 0.05%             | 2043-02-18      | Floating      | 5.13%                 | Yes           | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                                            | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    106000 | PA      | $101461.16    | 0.01%             | 2043-11-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                                                                             | Midwest Connector Capital Co LLC                                                | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    634000 | PA      | $634019.24    | 0.07%             | 2029-04-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                                                                            | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                       | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    667000 | PA      | $655113.18    | 0.07%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| MILLROSE PROPERTIES INC                                                                             | Millrose Properties Inc                                                         | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              |  | US        |    338000 | PA      | $341759.71    | 0.04%             | 2032-09-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| CHINA GOVT INTL BOND                                                                                | China Government International Bond                                             | CUSIP: 60367QAE3<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   1108000 | PA      | $1115822.82   | 0.12%             | 2028-11-13      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| CHINA GOVT INTL BOND                                                                                | China Government International Bond                                             | CUSIP: 60367QAF0<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    643000 | PA      | $647569.84    | 0.07%             | 2030-11-13      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| MOBILIARE SA / MEXICO SA                                                                            | Mobiliare Latam SA / Mobiliare Latam Mexico SA de CV                            | CUSIP: 60742RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    478000 | PA      | $472855.81    | 0.05%             | 2032-11-10      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                               | Molina Healthcare Inc                                                           | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1151066.25   | 0.12%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                               | Molina Healthcare Inc                                                           | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    203000 | PA      | $187299.16    | 0.02%             | 2030-11-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                               | Molina Healthcare Inc                                                           | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1316000 | PA      | $1325388.21   | 0.14%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                               | Molina Healthcare Inc                                                           | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153577.88    | 0.02%             | 2031-02-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                                              | Mondelez International Inc                                                      | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    114000 | PA      | $68078.89     | 0.01%             | 2050-09-04      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| MONGOLIA INTL BOND                                                                                  | Mongolia Government International Bond                                          | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    200000 | PA      | $207803.82    | 0.02%             | 2030-02-25      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                                      | Morgan Stanley Capital I 2017-HR2                                               | CUSIP: 61691NAF2<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   2372007 | PA      | $30029.84     | 0.00%             | 2050-12-15      | Variable      | 0.85%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                                      | Morgan Stanley Capital I Trust 2019-L3                                          | CUSIP: 61691UBF5<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   5108980 | PA      | $99276.63     | 0.01%             | 2052-11-15      | Variable      | 0.59%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                                      | Morgan Stanley Capital I Trust 2021-L5                                          | CUSIP: 61691YAP6<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   1470261 | PA      | $62477.89     | 0.01%             | 2054-05-15      | Variable      | 1.26%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust                                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                     | CUSIP: 61766EBG9<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |   7710000 | PA      | $91069.75     | 0.01%             | 2049-05-15      | Variable      | 0.92%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                                      | Morgan Stanley Capital I Trust 2019-H6                                          | CUSIP: 61769JAC5<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    377000 | PA      | $302829.46    | 0.03%             | 2052-06-15      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                                      | Morgan Stanley Residential Mortgage Loan Trust 2024-2                           | CUSIP: 61776FBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    488794 | PA      | $524569.64    | 0.05%             | 2054-03-25      | Variable      | 7.10%                 | Yes           | 2                  | On Loan: No      |
| Mosaic Solar Loans LLC                                                                              | Mosaic Solar Loan Trust 2018-2-GS                                               | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118979 | PA      | $111073.07    | 0.01%             | 2044-02-22      | Fixed         | 4.20%                 | Yes           | 2                  | On Loan: No      |
| Mosaic Solar Loans LLC                                                                              | Mosaic Solar Loan Trust 2018-2-GS                                               | CUSIP: 61946LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45614 | PA      | $40915.40     | 0.00%             | 2044-02-22      | Fixed         | 4.74%                 | Yes           | 2                  | On Loan: No      |
| Mosaic Solar Loans LLC                                                                              | Mosaic Solar Loan Trust 2020-1                                                  | CUSIP: 61946NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    157242 | PA      | $132808.78    | 0.01%             | 2046-04-20      | Fixed         | 3.10%                 | Yes           | 2                  | On Loan: No      |
| Mosaic Solar Loans LLC                                                                              | Mosaic Solar Loan Trust 2020-2                                                  | CUSIP: 61946PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    177966 | PA      | $143292.90    | 0.01%             | 2046-08-20      | Fixed         | 2.21%                 | Yes           | 2                  | On Loan: No      |
| Mosaic Solar Loans LLC                                                                              | Mosaic Solar Loan Trust 2021-2                                                  | CUSIP: 61946RAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295034 | PA      | $227577.45    | 0.02%             | 2047-04-22      | Fixed         | 2.09%                 | Yes           | 2                  | On Loan: No      |
| Mosaic Solar Loans LLC                                                                              | Mosaic Solar Loan Trust 2021-1                                                  | CUSIP: 61947DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    469424 | PA      | $367017.55    | 0.04%             | 2046-12-20      | Fixed         | 2.05%                 | Yes           | 2                  | On Loan: No      |
| MOSS CREEK RESOURCES HLD                                                                            | Moss Creek Resources Holdings Inc                                               | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    789000 | PA      | $767095.77    | 0.08%             | 2031-09-01      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                                              | Motorola Solutions Inc                                                          | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    103000 | PA      | $104215.56    | 0.01%             | 2029-05-23      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| MURPHY OIL CORP                                                                                     | Murphy Oil Corp                                                                 | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    848000 | PA      | $741646.11    | 0.08%             | 2042-12-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| MURPHY OIL USA INC                                                                                  | Murphy Oil USA Inc                                                              | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    480000 | PA      | $480082.71    | 0.05%             | 2027-05-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| MURPHY OIL USA INC                                                                                  | Murphy Oil USA Inc                                                              | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    179000 | PA      | $178142.56    | 0.02%             | 2029-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| MUTHOOT FINANCE LTD                                                                                 | Muthoot Finance Ltd                                                             | CUSIP: 62828L2F9<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    694000 | PA      | $692883.03    | 0.07%             | 2030-08-04      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| NGPL PIPECO LLC                                                                                     | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    103000 | PA      | $119912.39    | 0.01%             | 2037-12-15      | Fixed         | 7.77%                 | Yes           | 2                  | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                                               | NGL Energy Operating LLC / NGL Energy Finance Corp                              | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1059000 | PA      | $1099220.68   | 0.11%             | 2029-02-15      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                                               | NGL Energy Operating LLC / NGL Energy Finance Corp                              | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $962688.58    | 0.10%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| NRG ENERGY INC                                                                                      | NRG Energy Inc                                                                  | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    133000 | PA      | $128630.91    | 0.01%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           | 2                  | On Loan: No      |
| NRG ENERGY INC                                                                                      | NRG Energy Inc                                                                  | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     91000 | PA      | $100101.27    | 0.01%             | 2033-03-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| NATIONAL FUEL GAS CO                                                                                | National Fuel Gas Co                                                            | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    700000 | PA      | $640008.12    | 0.07%             | 2031-03-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| NCR ATLEOS LLC                                                                                      | NCR Atleos Corp                                                                 | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    164000 | PA      | $175700.68    | 0.02%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| Navient Student Loan Trust                                                                          | Navient Private Education Refi Loan Trust 2020-H                                | CUSIP: 63935BAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     83061 | PA      | $79369.83     | 0.01%             | 2069-01-15      | Fixed         | 1.31%                 | Yes           | 2                  | On Loan: No      |
| NAVIENT CORP                                                                                        | Navient Corp                                                                    | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    114000 | PA      | $113199.55    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NAVIENT CORP                                                                                        | Navient Corp                                                                    | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112695.60    | 0.01%             | 2028-03-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                                                                          | Navient Private Education Refi Loan Trust 2021-A                                | CUSIP: 63942BAB0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $370485.90    | 0.04%             | 2069-05-15      | Fixed         | 2.24%                 | Yes           | 2                  | On Loan: No      |
| Navesink CLO, Limited                                                                               | Navesink CLO 2 Ltd                                                              | CUSIP: 63942YAW4<br>LEI: 254900HNRWNLGN0X1N35 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $350162.40    | 0.04%             | 2036-01-15      | Floating      | 5.72%                 | Yes           | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                                | Neptune Bidco US Inc                                                            | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    526000 | PA      | $540166.53    | 0.06%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                                | Neptune Bidco US Inc                                                            | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    650000 | PA      | $662032.12    | 0.07%             | 2033-02-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| NESCO HOLDINGS II INC                                                                               | NESCO Holdings II Inc                                                           | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |   1567000 | PA      | $1544547.93   | 0.16%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                                                                            | Neuberger Berman Loan Advisers CLO 27 Ltd                                       | CUSIP: 64131WAS6<br>LEI: 549300IWMW28G8CR9G28 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $552487.65    | 0.06%             | 2038-07-15      | Floating      | 5.77%                 | Yes           | 2                  | On Loan: No      |
| NEW ENTERPRISE STONE & L                                                                            | New Enterprise Stone & Lime Co Inc                                              | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    638000 | PA      | $638326.30    | 0.07%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| NEW FLYER HOLDINGS                                                                                  | New Flyer Holdings Inc                                                          | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    713000 | PA      | $767176.51    | 0.08%             | 2030-07-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| NEW HOME CO INC/THE                                                                                 | New Home Co Inc/The                                                             | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    299000 | PA      | $311797.26    | 0.03%             | 2030-11-01      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| RITHM CAPITAL CORP                                                                                  | Rithm Capital Corp                                                              | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |    587000 | PA      | $599525.30    | 0.06%             | 2029-04-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| RITHM CAPITAL CORP                                                                                  | Rithm Capital Corp                                                              | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |    601000 | PA      | $614434.83    | 0.06%             | 2030-07-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                                                                   | Newell Brands Inc                                                               | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1149000 | PA      | $1109548.84   | 0.12%             | 2036-04-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                                                                   | Newell Brands Inc                                                               | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1331000 | PA      | $1123211.48   | 0.12%             | 2046-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                                                                   | Newell Brands Inc                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    695000 | PA      | $686738.67    | 0.07%             | 2030-05-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                                                                   | Newell Brands Inc                                                               | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    650000 | PA      | $681926.38    | 0.07%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| NEWS CORP                                                                                           | News Corp                                                                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    662000 | PA      | $644831.33    | 0.07%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| NEXSTAR MEDIA INC                                                                                   | Nexstar Media Inc                                                               | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1311702.27   | 0.14%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                              | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    520000 | PA      | $525454.91    | 0.05%             | 2079-05-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| XPLR INFRAST OPERATING                                                                              | XPLR Infrastructure Operating Partners LP                                       | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    968000 | PA      | $959210.98    | 0.10%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| NEXSTAR MEDIA INC                                                                                   | Nexstar Media Inc                                                               | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    565000 | PA      | $565133.40    | 0.06%             | 2027-07-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF NIGERIA                                                                                 | Nigeria Government International Bond                                           | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    449000 | PA      | $479298.96    | 0.05%             | 2036-01-13      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| NISOURCE INC                                                                                        | NiSource Inc                                                                    | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    715000 | PA      | $744740.19    | 0.08%             | 2054-11-30      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                                             | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23893.87     | 0.00%             | 2026-03-09      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| NISSAN MOTOR CO                                                                                     | Nissan Motor Co Ltd                                                             | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    136000 | PA      | $134284.10    | 0.01%             | 2027-09-17      | Fixed         | 4.35%                 | Yes           | 2                  | On Loan: No      |
| NISSAN MOTOR CO                                                                                     | Nissan Motor Co Ltd                                                             | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   1482000 | PA      | $1398147.68   | 0.15%             | 2030-09-17      | Fixed         | 4.81%                 | Yes           | 2                  | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                                             | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1518000 | PA      | $1535755.61   | 0.16%             | 2026-09-15      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| NOKIA OYJ                                                                                           | Nokia Oyj                                                                       | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    641000 | PA      | $641236.73    | 0.07%             | 2027-06-12      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                                                                                     | Nordea Bank Abp                                                                 | CUSIP: 65557FAH9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    634000 | PA      | $634646.74    | 0.07%             | 2033-09-13      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| NORDSON CORP                                                                                        | Nordson Corp                                                                    | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    611000 | PA      | $632418.51    | 0.07%             | 2028-09-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                                                                                       | Nordstrom Inc                                                                   | CUSIP: 655664AH3<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    900000 | PA      | $934697.84    | 0.10%             | 2028-03-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                                                                                       | Nordstrom Inc                                                                   | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   1008000 | PA      | $754247.78    | 0.08%             | 2044-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                                                                                       | Nordstrom Inc                                                                   | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    677000 | PA      | $646585.45    | 0.07%             | 2030-04-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                                                                                       | Nordstrom Inc                                                                   | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    495000 | PA      | $456545.84    | 0.05%             | 2031-08-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                                               | Norfolk Southern Corp                                                           | CUSIP: 655844CB2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    519000 | PA      | $448096.88    | 0.05%             | 2118-08-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| NORTH HAVEN PRIVATE INC                                                                             | North Haven Private Income Fund LLC                                             | CUSIP: 65960NAB6<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |    630000 | PA      | $627225.98    | 0.07%             | 2030-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                                                                            | Northriver Midstream Finance LP                                                 | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |   1412000 | PA      | $1436947.53   | 0.15%             | 2032-07-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| NOVELIS CORP                                                                                        | Novelis Corp                                                                    | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    593000 | PA      | $574581.53    | 0.06%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| NOVELIS CORP                                                                                        | Novelis Corp                                                                    | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    148000 | PA      | $153509.25    | 0.02%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                                                            | OBX 2020-INV1 Trust                                                             | CUSIP: 67113CAX4<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |     86621 | PA      | $78593.17     | 0.01%             | 2049-12-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                                                            | OBX 2023-J1 Trust                                                               | CUSIP: 67116MAC5<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    338216 | PA      | $332968.19    | 0.03%             | 2053-01-25      | Variable      | 4.50%                 | Yes           | 2                  | On Loan: No      |
| OCP CLO Ltd                                                                                         | OCP CLO 2022-24 Ltd                                                             | CUSIP: 67118YAU7<br>LEI: 254900KJTZSIMELS6Y52 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500844.50    | 0.05%             | 2037-10-20      | Floating      | 5.62%                 | Yes           | 2                  | On Loan: No      |
| NXPT Commercial Mortgage Trust                                                                      | NXPT Commercial Mortgage Trust 2024-STOR                                        | CUSIP: 67119YAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $505843.12    | 0.05%             | 2041-11-05      | Variable      | 6.70%                 | Yes           | 2                  | On Loan: No      |
| ORL TRUST                                                                                           | ORL Trust 2024-GLKS                                                             | CUSIP: 67120DAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $502576.70    | 0.05%             | 2039-12-15      | Floating      | 6.87%                 | Yes           | 2                  | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                                                              | NYC Commercial Mortgage Trust 2025-28L                                          | CUSIP: 67123JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $502938.67    | 0.05%             | 2038-11-05      | Variable      | 5.01%                 | Yes           | 2                  | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                                              | Oaktree Specialty Lending Corp                                                  | CUSIP: 67401PAD0<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    611000 | PA      | $631413.00    | 0.07%             | 2029-02-15      | Fixed         | 7.10%                 | No            | 2                  | On Loan: No      |
| Oaktree CLO Ltd                                                                                     | Oaktree CLO 2022-3 Ltd                                                          | CUSIP: 67401RAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250628.50    | 0.03%             | 2037-10-15      | Floating      | 5.77%                 | Yes           | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                                                            | OBX 2024-NQM1 Trust                                                             | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |     86717 | PA      | $87314.48     | 0.01%             | 2063-11-25      | Variable      | 5.93%                 | Yes           | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    119000 | PA      | $126803.81    | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| OCEANEERING INTL INC                                                                                | Oceaneering International Inc                                                   | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    654000 | PA      | $664856.64    | 0.07%             | 2028-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BAPCO ENERGIES BSCC                                                                                 | Bapco Energies BSC Closed                                                       | CUSIP: 67778NAA6<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |    340000 | PA      | $350780.47    | 0.04%             | 2027-10-25      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                                            | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    103000 | PA      | $103876.27    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                                            | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    550000 | PA      | $533313.84    | 0.06%             | 2029-10-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| OMAN SOVEREIGN SUKUK                                                                                | Oman Sovereign Sukuk Co                                                         | CUSIP: 68204LZZ0<br>LEI: 549300KM6RUZQLK8LU36 | Long             | DBT              | NUSS              | OM        |    858000 | PA      | $843286.81    | 0.09%             | 2033-04-17      | Fixed         | 4.53%                 | Yes           | 2                  | On Loan: No      |
| 180 MEDICAL INC                                                                                     | 180 Medical Inc                                                                 | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    660000 | PA      | $643309.02    | 0.07%             | 2029-10-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                                            | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    206000 | PA      | $196619.78    | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                                            | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    347000 | PA      | $353024.76    | 0.04%             | 2029-09-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| ONEOK INC                                                                                           | ONEOK Inc                                                                       | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    739000 | PA      | $741476.83    | 0.08%             | 2029-03-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                                                                           | ONEOK Inc                                                                       | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    123000 | PA      | $127714.10    | 0.01%             | 2028-11-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| 1261229 BC LTD                                                                                      | 1261229 BC Ltd                                                                  | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3142000 | PA      | $3224823.37   | 0.34%             | 2032-04-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| ONNI Commercial Mortgage Trust                                                                      | ONNI Commerical Mortgage Trust 2024-APT                                         | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1016027.41   | 0.11%             | 2039-07-15      | Variable      | 5.75%                 | Yes           | 2                  | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                                                                            | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                         | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    757000 | PA      | $727105.24    | 0.08%             | 2030-08-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| OPEN TEXT CORP                                                                                      | Open Text Corp                                                                  | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $536954.65    | 0.06%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           | 2                  | On Loan: No      |
| OPEN TEXT INC                                                                                       | Open Text Holdings Inc                                                          | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $181149.12    | 0.02%             | 2030-02-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| FIBERCOP SPA                                                                                        | Fibercop SpA                                                                    | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $202326.93    | 0.02%             | 2033-11-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| FIBERCOP SPA                                                                                        | Fibercop SpA                                                                    | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    500000 | PA      | $489856.23    | 0.05%             | 2034-09-30      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                     | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     90000 | PA      | $65674.53     | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                     | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    155000 | PA      | $147997.81    | 0.02%             | 2028-03-25      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                                                            | Outfront Media Capital LLC / Outfront Media Capital Corp                        | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $113002.51    | 0.01%             | 2027-08-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| OWENS-BROCKWAY                                                                                      | Owens-Brockway Glass Container Inc                                              | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    151000 | PA      | $153577.54    | 0.02%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| OWENS-BROCKWAY                                                                                      | Owens-Brockway Glass Container Inc                                              | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152963.18    | 0.02%             | 2032-06-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                                               | Blue Owl Capital Corp                                                           | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    142000 | PA      | $134582.23    | 0.01%             | 2028-06-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| PG&E CORP                                                                                           | PG&E Corp                                                                       | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    429000 | PA      | $426315.02    | 0.04%             | 2030-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PG&E CORP                                                                                           | PG&E Corp                                                                       | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    737000 | PA      | $760229.74    | 0.08%             | 2055-03-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                                            | Performance Food Group Inc                                                      | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    211000 | PA      | $211074.06    | 0.02%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| TXNM ENERGY INC                                                                                     | TXNM Energy Inc                                                                 | CUSIP: 69349HAJ6<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | DBT              | CORP              | US        |    761000 | PA      | $768959.04    | 0.08%             | 2056-07-31      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| PRA GROUP INC                                                                                       | PRA Group Inc                                                                   | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    991000 | PA      | $908391.97    | 0.09%             | 2029-10-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| PRA GROUP INC                                                                                       | PRA Group Inc                                                                   | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201929.66    | 0.02%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| PRA GROUP INC                                                                                       | PRA Group Inc                                                                   | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    727000 | PA      | $731768.84    | 0.08%             | 2030-01-31      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| VIBRANTZ TECH INC                                                                                   | Vibrantz Technologies Inc                                                       | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |    322000 | PA      | $121152.73    | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| PTC INC                                                                                             | PTC Inc                                                                         | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    157000 | PA      | $154680.83    | 0.02%             | 2028-02-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| PMT Loan Trust                                                                                      | PMT Loan Trust 2025-J4                                                          | CUSIP: 69383LAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1458987 | PA      | $1450624.53   | 0.15%             | 2056-12-01      | Variable      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| PMT Loan Trust                                                                                      | PMT Loan Trust 2025-J3                                                          | CUSIP: 69392XBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    473373 | PA      | $473726.32    | 0.05%             | 2056-11-27      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| PRM5 Trust                                                                                          | PRM5 Trust 2025-PRM5                                                            | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $500251.28    | 0.05%             | 2033-03-10      | Variable      | 5.81%                 | Yes           | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                     | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     99000 | PA      | $97620.70     | 0.01%             | 2027-12-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                     | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    381000 | PA      | $379259.84    | 0.04%             | 2029-03-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| PACIFICORP                                                                                          | PacifiCorp                                                                      | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1051601.71   | 0.11%             | 2055-09-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                                      | Pagaya AI Debt Grantor Trust 2025-1                                             | CUSIP: 69544NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    299974 | PA      | $301275.53    | 0.03%             | 2032-07-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                                                                               | Palmer Square CLO 2018-2 Ltd                                                    | CUSIP: 69688MAS4<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1253948.75   | 0.13%             | 2037-04-16      | Floating      | 6.17%                 | Yes           | 2                  | On Loan: No      |
| Panama Government International Bonds                                                               | Panama Government International Bonds                                           | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    641000 | PA      | $470672.96    | 0.05%             | 2053-04-29      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Panama Government International Bonds                                                               | Panama Government International Bonds                                           | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1234000 | PA      | $1020247.26   | 0.11%             | 2032-09-29      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Panama Government International Bonds                                                               | Panama Government International Bonds                                           | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1107000 | PA      | $1281822.02   | 0.13%             | 2038-03-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Park Blue CLO Ltd                                                                                   | Park Blue CLO 2023-IV Ltd                                                       | CUSIP: 699917AY6<br>LEI: 213800XCIR4Y5GCOQX50 | Long             | ABS-CBDO         | CORP              | JE        |    750000 | PA      | $750261.75    | 0.08%             | 2039-01-25      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| PARK-OHIO INDUSTRIES INC                                                                            | Park-Ohio Industries Inc                                                        | CUSIP: 700677AS6<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |    149000 | PA      | $152976.97    | 0.02%             | 2030-08-01      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| PARSONS CORP                                                                                        | Parsons Corp                                                                    | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |    416000 | PA      | $445878.59    | 0.05%             | 2029-03-01      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| PEBBLEBROOK HOTEL/FINANC                                                                            | Pebblebrook Hotel LP / PEB Finance Corp                                         | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              |  | US        |    151000 | PA      | $154295.57    | 0.02%             | 2029-10-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                                                            | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 708696BY4<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    643000 | PA      | $630927.81    | 0.07%             | 2028-03-15      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| PENTAIR FINANCE SARL                                                                                | Pentair Finance Sarl                                                            | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    626000 | PA      | $628784.20    | 0.07%             | 2029-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                                            | Performance Food Group Inc                                                      | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    148000 | PA      | $152190.41    | 0.02%             | 2032-09-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| REVVITY INC                                                                                         | Revvity Inc                                                                     | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    793000 | PA      | $748306.21    | 0.08%             | 2028-09-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                                                            | Perrigo Finance Unlimited Co                                                    | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   1102000 | PA      | $1083805.14   | 0.11%             | 2032-09-30      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PERU                                                                                    | Peruvian Government International Bond                                          | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1782000 | PA      | $1811467.99   | 0.19%             | 2036-03-30      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PERU                                                                                    | Peruvian Government International Bond                                          | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    333000 | PA      | $340191.05    | 0.04%             | 2055-06-30      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| INDONESIA GOVT SUKUK                                                                                | Perusahaan Penerbit SBSN Indonesia III                                          | CUSIP: 71567RBD7<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    975000 | PA      | $977021.82    | 0.10%             | 2030-07-23      | Fixed         | 4.55%                 | Yes           | 2                  | On Loan: No      |
| INDONESIA GOVT SUKUK                                                                                | Perusahaan Penerbit SBSN Indonesia III                                          | CUSIP: 71567WAA3<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   1209000 | PA      | $1211507.05   | 0.13%             | 2030-07-23      | Fixed         | 4.55%                 | Yes           | 2                  | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                                            | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568PAX7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $198802.70    | 0.02%             | 2036-02-03      | Fixed         | 5.45%                 | Yes           | 2                  | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                           | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568QAF4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    749000 | PA      | $744103.81    | 0.08%             | 2048-05-21      | Fixed         | 6.15%                 | Yes           | 2                  | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                                            | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568QAH0<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    245000 | PA      | $246591.69    | 0.03%             | 2049-01-25      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                           | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568QAP2<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $143904.24    | 0.01%             | 2050-06-30      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| SUNCOR ENERGY INC                                                                                   | Suncor Energy Inc                                                               | CUSIP: 71644EAF9<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    192000 | PA      | $206349.34    | 0.02%             | 2028-11-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Petrobras Global Finance BV                                                                         | Petrobras Global Finance BV                                                     | CUSIP: 71647NAN9<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    972000 | PA      | $922861.45    | 0.10%             | 2115-06-05      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                 | Petroleos Mexicanos                                                             | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   5141000 | PA      | $4240610.09   | 0.44%             | 2047-09-21      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                 | Petroleos Mexicanos                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1654000 | PA      | $1488793.60   | 0.15%             | 2050-01-23      | Fixed         | 7.69%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                 | Petroleos Mexicanos                                                             | CUSIP: 71656MAF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    597000 | PA      | $442042.05    | 0.05%             | 2026-03-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| PETRONAS CAPITAL LTD                                                                                | Petronas Capital Ltd                                                            | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    294000 | PA      | $304598.86    | 0.03%             | 2055-04-03      | Fixed         | 5.85%                 | Yes           | 2                  | On Loan: No      |
| Philippines Government International Bonds                                                          | Philippines Government International Bonds                                      | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    280000 | PA      | $182365.64    | 0.02%             | 2045-12-10      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                             | Philippine Government International Bond                                        | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1970000 | PA      | $1712688.27   | 0.18%             | 2032-01-06      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                             | Philippine Government International Bond                                        | CUSIP: 718286CV7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1175000 | PA      | $1199127.99   | 0.12%             | 2027-10-13      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| PHINIA INC                                                                                          | Phinia Inc                                                                      | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |   1046000 | PA      | $1089606.30   | 0.11%             | 2032-10-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                                            | Piedmont Operating Partnership LP                                               | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    592000 | PA      | $628833.07    | 0.07%             | 2029-07-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                                    | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAH6<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201401.45    | 0.02%             | 2055-12-06      | Fixed         | 5.27%                 | Yes           | 2                  | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                                               | Playtika Holding Corp                                                           | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    196000 | PA      | $170554.67    | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| PMT Loan Trust                                                                                      | PMT Loan Trust 2026-INV1                                                        | CUSIP: 73015LAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $995374.20    | 0.10%             | 2057-01-25      | Variable      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| PMT Loan Trust                                                                                      | PMT Loan Trust 2026-J1                                                          | CUSIP: 73015MAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001441.99   | 0.10%             | 2057-01-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Republic of Poland Government International Bonds                                                   | Republic of Poland Government International Bonds                               | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    566000 | PA      | $536424.63    | 0.06%             | 2054-03-18      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| POST HOLDINGS INC                                                                                   | Post Holdings Inc                                                               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    761000 | PA      | $767264.72    | 0.08%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| PRECISION DRILLING CORP                                                                             | Precision Drilling Corp                                                         | CUSIP: 740212AM7<br>LEI: 8945003E8R4T2TZ7G795 | Long             | DBT              | CORP              | CA        |    112000 | PA      | $113278.83    | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| PRESTIGE BRANDS INC                                                                                 | Prestige Brands Inc                                                             | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    177000 | PA      | $177074.78    | 0.02%             | 2028-01-15      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                                            | Prime Security Services Borrower LLC / Prime Finance Inc                        | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11019.05     | 0.00%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| ADT SEC CORP                                                                                        | ADT Security Corp/The                                                           | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    294000 | PA      | $284554.13    | 0.03%             | 2032-07-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| PRIMO / TRITON WATER HLD                                                                            | Primo Water Holdings Inc / Triton Water Holdings Inc                            | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    273000 | PA      | $266891.21    | 0.03%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| PRM Trust                                                                                           | PRM Trust 2025-PRM6                                                             | CUSIP: 74277DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251021.56    | 0.03%             | 2033-07-05      | Variable      | 6.58%                 | Yes           | 2                  | On Loan: No      |
| PRM7 Trust                                                                                          | PRM7 Trust 2025-PRM7                                                            | CUSIP: 74290HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $496087.72    | 0.05%             | 2042-11-10      | Variable      | 5.66%                 | Yes           | 2                  | On Loan: No      |
| PROG HOLDINGS INC                                                                                   | PROG Holdings Inc                                                               | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $1090425.17   | 0.11%             | 2029-11-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| PROMIGAS/GASES PACIFICO                                                                             | Promigas SA ESP / Gases del Pacifico SAC                                        | CUSIP: 74348DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    675000 | PA      | $633829.32    | 0.07%             | 2029-10-16      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| PROSPECT CAPITAL CORP                                                                               | Prospect Capital Corp                                                           | CUSIP: 74348TAW2<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |    860000 | PA      | $764124.25    | 0.08%             | 2028-10-15      | Fixed         | 3.44%                 | No            | 2                  | On Loan: No      |
| PROSUS NV                                                                                           | Prosus NV                                                                       | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    142000 | PA      | $136324.38    | 0.01%             | 2030-01-21      | Fixed         | 3.68%                 | Yes           | 2                  | On Loan: No      |
| PROVINCE OF SANTA FE                                                                                | Province of Santa Fe                                                            | CUSIP: 74409AAE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    199000 | PA      | $194365.51    | 0.02%             | 2034-12-11      | Fixed         | 8.10%                 | Yes           | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                            | Prudential Financial Inc                                                        | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136465.68    | 0.01%             | 2048-09-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| PERTAMINA HULU ENERGI PT                                                                            | Pertamina Hulu Energi PT                                                        | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    537000 | PA      | $546128.53    | 0.06%             | 2030-05-21      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                                            | Public Service Enterprise Group Inc                                             | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    108000 | PA      | $112747.60    | 0.01%             | 2028-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                                            | Public Service Enterprise Group Inc                                             | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    347000 | PA      | $356995.22    | 0.04%             | 2029-04-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| QXO BUILDING PRODUCTS                                                                               | QXO Building Products Inc                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    881000 | PA      | $908652.43    | 0.09%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                                            | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $168820.60    | 0.02%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                                               | Quikrete Holdings Inc                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    567000 | PA      | $588073.55    | 0.06%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                                               | Quikrete Holdings Inc                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    311000 | PA      | $322798.68    | 0.03%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2021-1                                                      | CUSIP: 749350AN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128193 | PA      | $107016.34    | 0.01%             | 2051-03-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| RCKT Mortgage Trust 2020-1                                                                          | RCKT Mortgage Trust 2020-1                                                      | CUSIP: 749389AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162702 | PA      | $141640.95    | 0.01%             | 2050-02-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| RPM INTERNATIONAL INC                                                                               | RPM International Inc                                                           | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    142000 | PA      | $143676.40    | 0.01%             | 2029-03-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                                                                        | RFM Reremic Trust 2022-FRR1                                                     | CUSIP: 74971BBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $971874.70    | 0.10%             | 2049-11-08      | Variable      | 2.32%                 | Yes           | 2                  | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                                              | Radiology Partners Inc                                                          | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   1443781 | PA      | $1443760.56   | 0.15%             | 2030-02-15      | Fixed         | 9.78%                 | Yes           | 2                  | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                                              | Radiology Partners Inc                                                          | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   1569000 | PA      | $1651867.13   | 0.17%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| RAILWORKS HOLDINGS LP/R                                                                             | Railworks Holdings LP / Railworks Rally Inc                                     | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    639000 | PA      | $648725.11    | 0.07%             | 2028-11-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| RAKUTEN GROUP INC                                                                                   | Rakuten Group Inc                                                               | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    686000 | PA      | $768392.23    | 0.08%             | 2029-04-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| TELECOM ITALIA FIN SA                                                                               | Telecom Italia Finance SA                                                       | CUSIP: 000000000<br>LEI: 549300O482B6CBF38D50 | Long             | DBT              | CORP              | LU        |    900000 | PA      | $1323234.16   | 0.14%             | 2033-01-24      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                                                                  | ReadyCap Commercial Mortgage Trust 2018-4                                       | CUSIP: 75575KAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $268525.11    | 0.03%             | 2051-02-27      | Variable      | 5.25%                 | Yes           | 2                  | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS                                                                            | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                        | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    448100 | PA      | $453371.66    | 0.05%             | 2030-04-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                                                             | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                         | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    551000 | PA      | $601078.98    | 0.06%             | 2030-04-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                                             | Reliance Industries Ltd                                                         | CUSIP: 759470AX5<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    647000 | PA      | $641105.58    | 0.07%             | 2027-11-30      | Fixed         | 3.67%                 | Yes           | 2                  | On Loan: No      |
| UPBOUND GROUP INC                                                                                   | Upbound Group Inc                                                               | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1966533.37   | 0.20%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Uruguay Government International Bonds                                                              | Uruguay Government International Bonds                                          | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    116000 | PA      | $104532.37    | 0.01%             | 2055-04-20      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| Uruguay Government International Bonds                                                              | Uruguay Government International Bonds                                          | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   2110998 | PA      | $2233594.36   | 0.23%             | 2034-10-28      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Oriental Republic of Uruguay                                                                        | Oriental Republic of Uruguay                                                    | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    104000 | PA      | $96136.88     | 0.01%             | 2060-09-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                                              | Resorts World Las Vegas LLC / RWLV Capital Inc                                  | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1103661.36   | 0.11%             | 2029-04-16      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                                              | Resorts World Las Vegas LLC / RWLV Capital Inc                                  | CUSIP: 76120HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $573755.29    | 0.06%             | 2031-04-06      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                                              | Resorts World Las Vegas LLC / RWLV Capital Inc                                  | CUSIP: 76120HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101690.17    | 0.01%             | 2030-07-27      | Fixed         | 8.45%                 | Yes           | 2                  | On Loan: No      |
| Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund | U.S. Cash Management Fund                                                       | CUSIP: 000000000<br>LEI: 845SLB3N6EI7ZN7PZ398 | Long             | STIV             | PF                | US        | 191506055 | NS      | $191467753.68 | 19.91%            |  |  |  | No            | N/A                | On Loan: No      |
| ROCKET COS INC                                                                                      | Rocket Cos Inc                                                                  | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    622000 | PA      | $637032.71    | 0.07%             | 2030-08-01      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| ROCKET COS INC                                                                                      | Rocket Cos Inc                                                                  | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    613000 | PA      | $636720.01    | 0.07%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    197000 | PA      | $215090.23    | 0.02%             | 2038-07-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    477000 | PA      | $488098.91    | 0.05%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   1057000 | PA      | $1054115.99   | 0.11%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    544000 | PA      | $536375.73    | 0.06%             | 2030-05-15      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                            | Rogers Communications Inc                                                       | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    542000 | PA      | $624156.78    | 0.06%             | 2038-08-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                            | Rogers Communications Inc                                                       | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1401000 | PA      | $1397636.73   | 0.15%             | 2082-03-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                            | Rogers Communications Inc                                                       | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    244000 | PA      | $252780.85    | 0.03%             | 2055-04-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                            | Rogers Communications Inc                                                       | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    146000 | PA      | $153206.97    | 0.02%             | 2055-04-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| ROLLER BEARING CO OF AME                                                                            | Roller Bearing Co of America Inc                                                | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    169000 | PA      | $166521.03    | 0.02%             | 2029-10-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    466000 | PA      | $480543.27    | 0.05%             | 2030-09-16      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                                              | Roper Technologies Inc                                                          | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    151000 | PA      | $144679.60    | 0.02%             | 2029-09-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                             | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    158000 | PA      | $156510.47    | 0.02%             | 2028-03-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| RRD INTERMEDIATE HLDS                                                                               | RRD Intermediate Holdings Inc                                                   | CUSIP: 780934AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    238502 | PA      | $246011.65    | 0.03%             | 2030-12-01      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| SK HYNIX INC                                                                                        | SK hynix Inc                                                                    | CUSIP: 78392BAE7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    109000 | PA      | $113663.12    | 0.01%             | 2028-01-17      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| SES AMERICOM INC                                                                                    | SES AMERICOM Inc                                                                | CUSIP: 78413KAB8<br>LEI: 529900CXBBQLCMXKBJ24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160629.85    | 0.02%             | 2044-03-25      | Fixed         | 5.30%                 | Yes           | 2                  | On Loan: No      |
| SDAL Trust                                                                                          | SDAL Trust 2025-DAL                                                             | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251423.58    | 0.03%             | 2042-04-15      | Floating      | 6.12%                 | Yes           | 2                  | On Loan: No      |
| SCG Hotel Issuer Inc                                                                                | SCG Commercial Mortgage Trust 2025-FLWR                                         | CUSIP: 78438AAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $650878.78    | 0.07%             | 2042-08-15      | Floating      | 5.43%                 | Yes           | 2                  | On Loan: No      |
| SM ENERGY CO                                                                                        | SM Energy Co                                                                    | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1103000 | PA      | $1104431.14   | 0.11%             | 2027-01-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| SWCH Commercial Mortgage Trust                                                                      | SWCH Commercial Mortgage Trust 2025-DATA                                        | CUSIP: 78489CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $498282.74    | 0.05%             | 2042-02-15      | Floating      | 7.02%                 | Yes           | 2                  | On Loan: No      |
| SABAL TRAIL TRANS                                                                                   | Sabal Trail Transmission LLC                                                    | CUSIP: 78516FAA7<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |    643000 | PA      | $639306.49    | 0.07%             | 2028-05-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| SABIC CAPITAL II BV                                                                                 | SABIC Capital II BV                                                             | CUSIP: 78520LAB6<br>LEI: 2138005PCUTH59D4RJ83 | Long             | DBT              | CORP              | NL        |    149000 | PA      | $149961.88    | 0.02%             | 2028-10-10      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| SABLE INTL FINANCE LTD                                                                              | Sable International Finance Ltd                                                 | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    783000 | PA      | $791255.44    | 0.08%             | 2032-10-15      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| SABRE GLBL INC                                                                                      | Sabre GLBL Inc                                                                  | CUSIP: 78573NAK8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    276000 | PA      | $277020.27    | 0.03%             | 2026-08-01      | Fixed         | 7.32%                 | No            | 2                  | On Loan: No      |
| SABRE GLBL INC                                                                                      | Sabre GLBL Inc                                                                  | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    398000 | PA      | $324537.07    | 0.03%             | 2029-11-15      | Fixed         | 10.75%                | Yes           | 2                  | On Loan: No      |
| SABRE GLBL INC                                                                                      | Sabre GLBL Inc                                                                  | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     88000 | PA      | $71223.84     | 0.01%             | 2030-07-15      | Fixed         | 11.13%                | Yes           | 2                  | On Loan: No      |
| SABRE GLBL INC                                                                                      | Sabre GLBL Inc                                                                  | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    294440 | PA      | $236368.18    | 0.02%             | 2030-03-15      | Fixed         | 10.75%                | Yes           | 2                  | On Loan: No      |
| SABRE FINANCIAL BORROWER                                                                            | Sabre Financial Borrower LLC                                                    | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    537000 | PA      | $542501.99    | 0.06%             | 2029-06-15      | Fixed         | 11.13%                | Yes           | 2                  | On Loan: No      |
| SAFEWAY INC                                                                                         | Safeway Inc                                                                     | CUSIP: 786514BA6<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |    617000 | PA      | $668599.35    | 0.07%             | 2031-02-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                                            | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAB1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    584000 | PA      | $542944.62    | 0.06%             | 2045-09-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                              | Santander Holdings USA Inc                                                      | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    616000 | PA      | $644001.35    | 0.07%             | 2029-06-12      | Fixed         | 6.57%                 | No            | 2                  | On Loan: No      |
| Santander Drive Auto Receivables Trust                                                              | Santander Drive Auto Receivables Trust 2025-4                                   | CUSIP: 802923AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $652545.56    | 0.07%             | 2032-01-15      | Fixed         | 4.52%                 | No            | 2                  | On Loan: No      |
| SATURN OIL & GAS INC                                                                                | Saturn Oil & Gas Inc                                                            | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |    564000 | PA      | $576537.44    | 0.06%             | 2029-06-15      | Fixed         | 9.63%                 | Yes           | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                                            | Saudi Government International Bond                                             | CUSIP: 80413TBQ1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1108000 | PA      | $1102961.16   | 0.11%             | 2031-01-12      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                                            | Saudi Government International Bond                                             | CUSIP: 80413TBS7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1403000 | PA      | $1366860.00   | 0.14%             | 2056-01-12      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| LIGHT & WONDER INTL INC                                                                             | Light & Wonder International Inc                                                | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    111000 | PA      | $113888.49    | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| EW SCRIPPS CO                                                                                       | EW Scripps Co/The                                                               | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    530000 | PA      | $527790.68    | 0.05%             | 2030-08-15      | Fixed         | 9.88%                 | Yes           | 2                  | On Loan: No      |
| SEADRILL FINANCE LTD                                                                                | Seadrill Finance Ltd                                                            | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |    737000 | PA      | $771062.28    | 0.08%             | 2030-08-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| SEAGATE DATA STOR                                                                                   | Seagate Data Storage Technology Pte Ltd                                         | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    146000 | PA      | $143123.48    | 0.01%             | 2029-06-01      | Fixed         | 4.09%                 | Yes           | 2                  | On Loan: No      |
| SEAGATE DATA STOR                                                                                   | Seagate Data Storage Technology Pte Ltd                                         | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    192000 | PA      | $195988.48    | 0.02%             | 2034-12-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| SEALED AIR CORP                                                                                     | Sealed Air Corp                                                                 | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    898000 | PA      | $944733.04    | 0.10%             | 2033-07-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| SEALED AIR/SEALED AIR US                                                                            | Sealed Air Corp/Sealed Air Corp US                                              | CUSIP: 812127AB4<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    147000 | PA      | $153238.84    | 0.02%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| SEASPAN CORP                                                                                        | Seaspan Corp                                                                    | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    886000 | PA      | $842439.53    | 0.09%             | 2029-08-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| SEMPRA                                                                                              | Sempra                                                                          | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    420000 | PA      | $413826.28    | 0.04%             | 2029-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2026-INV1                                                | CUSIP: 816942AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $974336.00    | 0.10%             | 2056-01-25      | Variable      | 4.50%                 | Yes           | 2                  | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                                            | Diversified Healthcare Trust                                                    | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              |  | US        |    640000 | PA      | $620255.31    | 0.06%             | 2028-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2019-5                                                   | CUSIP: 81743AAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    679751 | PA      | $615876.78    | 0.06%             | 2049-12-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2025-1                                                   | CUSIP: 81743EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147943 | PA      | $150105.19    | 0.02%             | 2055-01-25      | Variable      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2019-CH3                                                 | CUSIP: 81748GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40102 | PA      | $37644.56     | 0.00%             | 2049-09-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2019-4                                                   | CUSIP: 81748JAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43283 | PA      | $39279.95     | 0.00%             | 2049-11-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2020-4                                                   | CUSIP: 81748RAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    442842 | PA      | $369804.86    | 0.04%             | 2050-11-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2025-10                                                  | CUSIP: 81750CBD6<br>LEI: 54930005PH54PMVV8351 | Long             | ABS-MBS          | CORP              | US        |    461770 | PA      | $465193.77    | 0.05%             | 2055-11-25      | Variable      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                        | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    886000 | PA      | $879040.43    | 0.09%             | 2027-12-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                        | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    432000 | PA      | $437133.68    | 0.05%             | 2029-06-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                        | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    767000 | PA      | $761250.12    | 0.08%             | 2032-06-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN INC                                                                                        | 7-Eleven Inc                                                                    | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    129000 | PA      | $122089.59    | 0.01%             | 2028-02-10      | Fixed         | 1.30%                 | Yes           | 2                  | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                                                 | Sherwin-Williams Co/The                                                         | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    118000 | PA      | $113457.58    | 0.01%             | 2029-08-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| SILGAN HOLDINGS INC                                                                                 | Silgan Holdings Inc                                                             | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    158000 | PA      | $156591.49    | 0.02%             | 2028-02-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                                            | Sinclair Television Group Inc                                                   | CUSIP: 829259BF6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    374000 | PA      | $288080.70    | 0.03%             | 2032-12-31      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                                            | Sinclair Television Group Inc                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    557000 | PA      | $576205.19    | 0.06%             | 2033-02-15      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                                 | Sirius XM Radio LLC                                                             | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    311000 | PA      | $284197.70    | 0.03%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| SIRIUSPOINT LTD                                                                                     | SiriusPoint Ltd                                                                 | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |    698000 | PA      | $739145.70    | 0.08%             | 2029-04-05      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                                                              | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    746000 | PA      | $762040.40    | 0.08%             | 2032-05-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| SIX FLAGS/CAN WON/MILLEN                                                                            | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC   | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    324000 | PA      | $330633.65    | 0.03%             | 2032-01-15      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| SIXTH STREET SPECIALTY                                                                              | Sixth Street Specialty Lending Inc                                              | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    615000 | PA      | $632672.83    | 0.07%             | 2029-03-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                                                                    | SMB Private Education Loan Trust 2025-A                                         | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1054147 | PA      | $1073110.41   | 0.11%             | 2054-04-15      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| SMITHFIELD FOODS INC                                                                                | Smithfield Foods Inc                                                            | CUSIP: 832248BB3<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    613000 | PA      | $622766.67    | 0.06%             | 2029-04-01      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| SMITHFIELD FOODS INC                                                                                | Smithfield Foods Inc                                                            | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    131000 | PA      | $120548.02    | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| JM SMUCKER CO                                                                                       | J M Smucker Co/The                                                              | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     67000 | PA      | $72039.60     | 0.01%             | 2043-11-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| SMYRNA READY MIX CONCRET                                                                            | Smyrna Ready Mix Concrete LLC                                                   | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    917000 | PA      | $978428.08    | 0.10%             | 2031-11-15      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                                                            | Sociedad Quimica y Minera de Chile SA                                           | CUSIP: 833636AQ6<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    440000 | PA      | $438588.11    | 0.05%             | 2056-04-22      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                                    | Societe Generale SA                                                             | CUSIP: 83368RAM4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    630000 | PA      | $637285.89    | 0.07%             | 2028-09-14      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Social Professional Loan Program LLC                                                                | SoFi Professional Loan Program 2020-C Trust                                     | CUSIP: 83390UAC1<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $525196.45    | 0.05%             | 2046-02-15      | Fixed         | 3.36%                 | Yes           | 2                  | On Loan: No      |
| Social Professional Loan Program LLC                                                                | Sofi Professional Loan Program 2018-D Trust                                     | CUSIP: 83401A108<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |     43000 | PA      | $270584.04    | 0.03%             | 2048-02-25      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| Social Professional Loan Program LLC                                                                | Sofi Professional Loan Program 2019-C LLC                                       | CUSIP: 83401CAC8<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $918103.81    | 0.10%             | 2048-11-16      | Fixed         | 3.05%                 | Yes           | 2                  | On Loan: No      |
| Social Professional Loan Program LLC                                                                | Sofi Professional Loan Program 2018-B Trust                                     | CUSIP: 83404RAC2<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    816707 | PA      | $794731.66    | 0.08%             | 2047-08-25      | Fixed         | 3.83%                 | Yes           | 2                  | On Loan: No      |
| Social Professional Loan Program LLC                                                                | Sofi Professional Loan Program 2019-B LLC                                       | CUSIP: 83404WAC1<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $565198.87    | 0.06%             | 2048-08-17      | Fixed         | 3.73%                 | Yes           | 2                  | On Loan: No      |
| SOLSTICE ADVANCED MATERI                                                                            | Solstice Advanced Materials Inc                                                 | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180962.62    | 0.02%             | 2033-09-30      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Sonic Capital LLC                                                                                   | Sonic Capital LLC                                                               | CUSIP: 83546DAG3<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |    520208 | PA      | $515441.71    | 0.05%             | 2050-01-20      | Fixed         | 3.85%                 | Yes           | 2                  | On Loan: No      |
| Sonic Capital LLC                                                                                   | Sonic Capital LLC                                                               | CUSIP: 83546DAQ1<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |    574000 | PA      | $498523.51    | 0.05%             | 2051-08-20      | Fixed         | 2.64%                 | Yes           | 2                  | On Loan: No      |
| Sound Point CLO LTD                                                                                 | Sound Point CLO XXIX Ltd                                                        | CUSIP: 83614VAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $800431.20    | 0.08%             | 2034-04-25      | Floating      | 5.52%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                                            | Republic of South Africa Government International Bond                          | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   2309000 | PA      | $2238329.73   | 0.23%             | 2037-12-11      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                                                            | South Bow Canadian Infrastructure Holdings Ltd                                  | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    453000 | PA      | $470999.57    | 0.05%             | 2055-03-01      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                                                                 | Southern California Edison Co                                                   | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    542000 | PA      | $536904.16    | 0.06%             | 2028-03-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                                                                 | Southern California Edison Co                                                   | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    101000 | PA      | $103338.31    | 0.01%             | 2028-03-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| SOUTHERN COPPER CORP                                                                                | Southern Copper Corp                                                            | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    437000 | PA      | $517898.39    | 0.05%             | 2035-07-27      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| EXPAND ENERGY CORP                                                                                  | Expand Energy Corp                                                              | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173471.56    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| AHLSTROM HLDG 3 OY                                                                                  | Ahlstrom Holding 3 Oy                                                           | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |    300000 | PA      | $296360.45    | 0.03%             | 2028-02-04      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| SPRINT CAPITAL CORP                                                                                 | Sprint Capital Corp                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    594000 | PA      | $637147.84    | 0.07%             | 2028-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| SPRINT CAPITAL CORP                                                                                 | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    184000 | PA      | $222829.15    | 0.02%             | 2032-03-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                                                                              | Standard Chartered PLC                                                          | CUSIP: 853254AB6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    612000 | PA      | $647403.41    | 0.07%             | 2037-07-30      | Fixed         | 7.01%                 | Yes           | 2                  | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                                            | Standard Industries Inc/NY                                                      | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    179000 | PA      | $172863.14    | 0.02%             | 2030-07-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| STAPLES INC                                                                                         | Staples Inc                                                                     | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    753000 | PA      | $739839.40    | 0.08%             | 2029-09-01      | Fixed         | 10.75%                | Yes           | 2                  | On Loan: No      |
| STAPLES INC                                                                                         | Staples Inc                                                                     | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    255185 | PA      | $209154.52    | 0.02%             | 2030-01-15      | Fixed         | 12.75%                | Yes           | 2                  | On Loan: No      |
| STARBUCKS CORP                                                                                      | Starbucks Corp                                                                  | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     74000 | PA      | $55986.70     | 0.01%             | 2047-12-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                                             | Starwood Property Trust Inc                                                     | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    114000 | PA      | $113165.83    | 0.01%             | 2027-01-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Republic of Poland Government International Bonds                                                   | Republic of Poland Government International Bonds                               | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    782000 | PA      | $803522.02    | 0.08%             | 2030-02-12      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Republic of Poland Government International Bonds                                                   | Republic of Poland Government International Bonds                               | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    962000 | PA      | $988004.59    | 0.10%             | 2035-02-12      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| STATION CASINOS LLC                                                                                 | Station Casinos LLC                                                             | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    229000 | PA      | $219769.38    | 0.02%             | 2031-12-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| STONEBRIAR ABF LLC                                                                                  | Stonebriar ABF Issuer LLC                                                       | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    629000 | PA      | $652760.29    | 0.07%             | 2030-12-15      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| STONEX ESCROW ISSUER LLC                                                                            | Stonex Escrow Issuer LLC                                                        | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    149000 | PA      | $153777.84    | 0.02%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                                                            | Suburban Propane Partners LP/Suburban Energy Finance Corp                       | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $547592.52    | 0.06%             | 2031-06-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                                                                            | Summit Midstream Holdings LLC                                                   | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $116977.28    | 0.01%             | 2029-10-31      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| SUNCOKE ENERGY INC                                                                                  | SunCoke Energy Inc                                                              | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    308000 | PA      | $290218.29    | 0.03%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Helios Issuer, LLC                                                                                  | SUNNOVA HELIOS II ISSUER LLC 2018-1                                             | CUSIP: 86745JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    738727 | PA      | $712714.77    | 0.07%             | 2048-07-20      | Fixed         | 4.87%                 | Yes           | 2                  | On Loan: No      |
| Helios Issuer, LLC                                                                                  | SUNNOVA HELIOS II ISSUER LLC 2018-1                                             | CUSIP: 86745JAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500435 | PA      | $443602.49    | 0.05%             | 2048-07-20      | Fixed         | 7.71%                 | Yes           | 2                  | On Loan: No      |
| Sunnova Sol Issuer,LLC                                                                              | Sunnova Sol II Issuer LLC                                                       | CUSIP: 86745PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    294945 | PA      | $242760.72    | 0.03%             | 2055-11-01      | Fixed         | 2.73%                 | Yes           | 2                  | On Loan: No      |
| Sunnova Sol III Issuer LLC                                                                          | Sunnova Sol III Issuer LLC                                                      | CUSIP: 86745QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    673418 | PA      | $549651.67    | 0.06%             | 2056-04-28      | Fixed         | 2.58%                 | Yes           | 2                  | On Loan: No      |
| Helios Issuer, LLC                                                                                  | Sunnova Helios IV Issuer LLC                                                    | CUSIP: 86746CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300150 | PA      | $265898.52    | 0.03%             | 2047-06-20      | Fixed         | 2.98%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                              | CUSIP: 86765BAH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    113000 | PA      | $121360.10    | 0.01%             | 2040-02-15      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP                                                                                           | Sunoco LP                                                                       | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    171000 | PA      | $172039.32    | 0.02%             | 2031-03-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| SUNOCO LP                                                                                           | Sunoco LP                                                                       | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1191741.91   | 0.12%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| SUNOCO LP                                                                                           | Sunoco LP                                                                       | CUSIP: 86765KAH2<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $1108688.40   | 0.12%             | 2027-07-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| SUNOCO LP                                                                                           | Sunoco LP                                                                       | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    734000 | PA      | $756983.11    | 0.08%             | 2032-08-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                                                                          | Sunrun Bacchus Issuer 2025-1 LLC                                                | CUSIP: 86771PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    691077 | PA      | $689675.96    | 0.07%             | 2060-04-30      | Fixed         | 6.41%                 | Yes           | 2                  | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                                                                          | Sunrun Xanadu Issuer 2019-1 LLC                                                 | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305654 | PA      | $292530.58    | 0.03%             | 2054-06-30      | Fixed         | 3.98%                 | Yes           | 2                  | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                                                 | Suzano Austria GmbH                                                             | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     79000 | PA      | $81571.50     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                                                 | Suzano Austria GmbH                                                             | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     86000 | PA      | $81877.38     | 0.01%             | 2028-09-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PINNACLE BANK TN                                                                                    | Pinnacle Bank/Nashville TN                                                      | CUSIP: 87164DVJ6<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |    157000 | PA      | $160382.12    | 0.02%             | 2028-02-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                                 | Synchrony Financial                                                             | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    624000 | PA      | $633077.71    | 0.07%             | 2029-03-19      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Symphony CLO Ltd                                                                                    | Symphony CLO XIX Ltd                                                            | CUSIP: 87165YAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501771.50    | 0.05%             | 2031-04-16      | Floating      | 5.68%                 | Yes           | 2                  | On Loan: No      |
| SYSCO CORPORATION                                                                                   | Sysco Corp                                                                      | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    853000 | PA      | $569048.12    | 0.06%             | 2051-12-14      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| SYSTEM ENERGY RESOURCES                                                                             | System Energy Resources Inc                                                     | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    581000 | PA      | $603154.20    | 0.06%             | 2028-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SYNERGY INFRASTRUCTURE H                                                                            | Synergy Infrastructure Holdings LLC                                             | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $70957.65     | 0.01%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| CARLYLE SECURED LENDING                                                                             | Carlyle Secured Lending Inc                                                     | CUSIP: 872280AB8<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |    646000 | PA      | $635040.04    | 0.07%             | 2031-02-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| TCW CLO 2017-1, Ltd                                                                                 | TCW CLO 2017-1 Ltd                                                              | CUSIP: 87240NCA2<br>LEI: 549300BD6SSD2EBMCC95 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $804557.60    | 0.08%             | 2038-03-24      | Floating      | 5.57%                 | Yes           | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97603.91     | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    136000 | PA      | $120565.32    | 0.01%             | 2031-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                                             | Talen Energy Supply LLC                                                         | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    793000 | PA      | $836848.95    | 0.09%             | 2030-06-01      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                                             | Talen Energy Supply LLC                                                         | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    504000 | PA      | $510956.50    | 0.05%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| TALOS PRODUCTION INC                                                                                | Talos Production Inc                                                            | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    315000 | PA      | $333571.95    | 0.03%             | 2031-02-01      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                                                                                | Targa Resources Corp                                                            | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    139000 | PA      | $146443.96    | 0.02%             | 2029-03-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                                                                                | Targa Resources Corp                                                            | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    479000 | PA      | $481456.53    | 0.05%             | 2029-01-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                                                            | Team Health Holdings Inc                                                        | CUSIP: 87817AAB3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |   1098154 | PA      | $1160367.14   | 0.12%             | 2028-06-30      | Fixed         | 13.50%                | Yes           | 2                  | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                                                            | Team Health Holdings Inc                                                        | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |   1312000 | PA      | $1327640.31   | 0.14%             | 2028-06-30      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| TECPETROL S.A.                                                                                      | Tecpetrol SA                                                                    | CUSIP: 87876TAH7<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |    315000 | PA      | $315612.58    | 0.03%             | 2030-11-03      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| TEGNA INC                                                                                           | TEGNA Inc                                                                       | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    199000 | PA      | $197524.71    | 0.02%             | 2028-03-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                       | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    602000 | PA      | $630863.35    | 0.07%             | 2033-11-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                       | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    522000 | PA      | $534721.40    | 0.06%             | 2034-09-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                       | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    564000 | PA      | $611742.73    | 0.06%             | 2036-07-18      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                       | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    949000 | PA      | $1059169.10   | 0.11%             | 2038-06-04      | Fixed         | 7.72%                 | No            | 2                  | On Loan: No      |
| TELEFLEX INC                                                                                        | Teleflex Inc                                                                    | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    156000 | PA      | $153740.81    | 0.02%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| TELUS CORP                                                                                          | TELUS Corp                                                                      | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $153341.24    | 0.02%             | 2055-10-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| SOMNIGROUP INTL INC                                                                                 | Somnigroup International Inc                                                    | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    154000 | PA      | $143714.87    | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                                               | Tenet Healthcare Corp                                                           | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    454000 | PA      | $496750.17    | 0.05%             | 2031-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                                               | Tenet Healthcare Corp                                                           | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    277000 | PA      | $282968.85    | 0.03%             | 2030-06-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                                                                            | Texas Eastern Transmission LP                                                   | CUSIP: 882384AD2<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73168.86     | 0.01%             | 2028-01-15      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Textainer Marine Containers Limited                                                                 | Textainer Marine Containers VII Ltd                                             | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    546000 | PA      | $514456.63    | 0.05%             | 2046-02-20      | Fixed         | 1.68%                 | Yes           | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                                                                              | Williams Cos Inc/The                                                            | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    221000 | PA      | $226067.67    | 0.02%             | 2029-03-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                                              | Cloud Software Group Inc                                                        | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    339000 | PA      | $336912.07    | 0.04%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| TIME WARNER CABLE ENTRMN                                                                            | Time Warner Cable Enterprises LLC                                               | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    991000 | PA      | $1139764.50   | 0.12%             | 2033-07-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| TIME WARNER CABLE LLC                                                                               | Time Warner Cable LLC                                                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69172.25     | 0.01%             | 2039-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                                               | Topaz Solar Farms LLC                                                           | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    534988 | PA      | $539389.31    | 0.06%             | 2039-09-30      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                       | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    548000 | PA      | $557341.04    | 0.06%             | 2034-09-10      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                       | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     77000 | PA      | $80712.67     | 0.01%             | 2082-10-31      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| TRANSALTA CORP                                                                                      | TransAlta Corp                                                                  | CUSIP: 89346DAE7<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    286000 | PA      | $286485.87    | 0.03%             | 2040-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA TRUST                                                                                   | Transcanada Trust                                                               | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    113000 | PA      | $112445.19    | 0.01%             | 2082-03-07      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                                                                       | TransDigm Inc                                                                   | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152734.14    | 0.02%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| TRANSDIGM INC                                                                                       | TransDigm Inc                                                                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    148000 | PA      | $153216.75    | 0.02%             | 2034-01-31      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                                            | Transocean International Ltd                                                    | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    565000 | PA      | $556896.10    | 0.06%             | 2031-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                                            | Transocean International Ltd                                                    | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    667000 | PA      | $598506.92    | 0.06%             | 2038-03-15      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                                                            | Transocean Titan Financing Ltd                                                  | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     89857 | PA      | $91814.28     | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| TRANSPRTDRA DE GAS INTL                                                                             | Transportadora de Gas Internacional SA ESP                                      | CUSIP: 89387YAC5<br>LEI: 529900780HCVLCEM2440 | Long             | DBT              | CORP              | CO        |    733000 | PA      | $745064.32    | 0.08%             | 2028-11-01      | Fixed         | 5.55%                 | Yes           | 2                  | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                                                                            | Trident TPI Holdings Inc                                                        | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    580000 | PA      | $582501.04    | 0.06%             | 2028-12-31      | Fixed         | 12.75%                | Yes           | 2                  | On Loan: No      |
| TRIMBLE INC                                                                                         | Trimble Inc                                                                     | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    633000 | PA      | $642897.51    | 0.07%             | 2028-06-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| TRINIDAD & TOBAGO                                                                                   | Trinidad & Tobago Government International Bond                                 | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |   1264000 | PA      | $1258337.99   | 0.13%             | 2036-01-28      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Triton Container Finance LLC                                                                        | Triton Container Finance VIII LLC                                               | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    294583 | PA      | $273864.50    | 0.03%             | 2046-03-20      | Fixed         | 1.86%                 | Yes           | 2                  | On Loan: No      |
| Turkiye Government International Bonds                                                              | Turkiye Government International Bonds                                          | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    600000 | PA      | $656372.43    | 0.07%             | 2028-01-15      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF TURKIYE                                                                                 | Turkiye Government International Bond                                           | CUSIP: 900123DT4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    821000 | PA      | $812263.25    | 0.08%             | 2033-03-14      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| TURNING POINT BRANDS INC                                                                            | Turning Point Brands Inc                                                        | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |    250000 | PA      | $267928.43    | 0.03%             | 2032-03-15      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| TWILIO INC                                                                                          | Twilio Inc                                                                      | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    180000 | PA      | $170203.08    | 0.02%             | 2031-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| TYSON FOODS INC                                                                                     | Tyson Foods Inc                                                                 | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    737000 | PA      | $740233.80    | 0.08%             | 2029-03-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| UKG INC                                                                                             | UKG Inc                                                                         | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    486000 | PA      | $485737.27    | 0.05%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| US FOODS INC                                                                                        | US Foods Inc                                                                    | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    213000 | PA      | $212065.48    | 0.02%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| US FOODS INC                                                                                        | US Foods Inc                                                                    | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    147000 | PA      | $154203.37    | 0.02%             | 2032-01-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                                                                                  | Ukraine Government International Bond                                           | CUSIP: 903724CH3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1746300 | PA      | $1391015.69   | 0.14%             | 2032-02-01      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| UNDER ARMOUR INC                                                                                    | Under Armour Inc                                                                | CUSIP: 904311AA5<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    337000 | PA      | $335340.17    | 0.03%             | 2026-06-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| UNICREDIT SPA                                                                                       | UniCredit SpA                                                                   | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    635000 | PA      | $645499.60    | 0.07%             | 2032-06-19      | Fixed         | 5.86%                 | Yes           | 2                  | On Loan: No      |
| Mexico Government International Bonds                                                               | Mexico Government International Bonds                                           | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1290000 | PA      | $1220712.15   | 0.13%             | 2053-05-04      | Fixed         | 6.34%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                            | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    618000 | PA      | $616358.48    | 0.06%             | 2038-02-09      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                            | CUSIP: 91087BBS8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    807000 | PA      | $798191.37    | 0.08%             | 2056-02-09      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| UNITED RENTALS NORTH AM                                                                             | United Rentals North America Inc                                                | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    178000 | PA      | $169777.36    | 0.02%             | 2031-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| UNITED RENTALS NORTH AM                                                                             | United Rentals North America Inc                                                | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    633000 | PA      | $627509.76    | 0.07%             | 2027-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| UNITED RENTALS NORTH AM                                                                             | United Rentals North America Inc                                                | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    629000 | PA      | $644895.62    | 0.07%             | 2029-12-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| UNITED STATES STEEL CORP                                                                            | United States Steel Corp                                                        | CUSIP: 912909AD0<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |    605000 | PA      | $636989.61    | 0.07%             | 2037-06-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                                                                            | RTX Corp                                                                        | CUSIP: 913017AT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    178000 | PA      | $189539.73    | 0.02%             | 2028-08-01      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| UNITED UTILITIES PLC                                                                                | United Utilities PLC                                                            | CUSIP: 91311QAC9<br>LEI: 213800KYT12UFB2VE455 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $95788.05     | 0.01%             | 2028-08-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| UNITI GROUP INC                                                                                     | Uniti Group Inc                                                                 | CUSIP: 91325VAB4<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |    306000 | PA      | $350505.52    | 0.04%             | 2027-12-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                                             | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                 | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    962000 | PA      | $936415.24    | 0.10%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                                             | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                 | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    437000 | PA      | $441201.76    | 0.05%             | 2032-06-15      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                                               | Universal Health Services Inc                                                   | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    675000 | PA      | $615467.07    | 0.06%             | 2030-10-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                                            | Univision Communications Inc                                                    | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    119000 | PA      | $122847.86    | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| VF CORP                                                                                             | VF Corp                                                                         | CUSIP: 918204AR9<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251114.40    | 0.03%             | 2033-10-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| VF CORP                                                                                             | VF Corp                                                                         | CUSIP: 918204AT5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |   1074000 | PA      | $1034378.09   | 0.11%             | 2037-11-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| UZBEKISTAN INTL BOND                                                                                | Republic of Uzbekistan International Bond                                       | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    200000 | PA      | $216072.75    | 0.02%             | 2032-05-25      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| United Wholsale Mortgage LLC                                                                        | UWM Mortgage Trust 2021-1                                                       | CUSIP: 91824NBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    694860 | PA      | $579862.36    | 0.06%             | 2051-06-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| BAUSCH HEALTH AMERICAS                                                                              | Bausch Health Americas Inc                                                      | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |    251000 | PA      | $248984.79    | 0.03%             | 2027-01-31      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| VALLEY NATIONAL BANCORP                                                                             | Valley National Bancorp                                                         | CUSIP: 919794AE7<br>LEI: 549300ET52S1UBIB9762 | Long             | DBT              | CORP              | US        |    284000 | PA      | $272069.80    | 0.03%             | 2031-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                                                                                      | Var Energi ASA                                                                  | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    111000 | PA      | $117282.09    | 0.01%             | 2028-01-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                                               | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    823000 | PA      | $862928.27    | 0.09%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                                            | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    236000 | PA      | $224248.43    | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                                            | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    416000 | PA      | $383903.25    | 0.04%             | 2031-08-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                                            | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    470000 | PA      | $408903.04    | 0.04%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Venture CDO Ltd                                                                                     | Venture 33 CLO Ltd                                                              | CUSIP: 92330YAW3<br>LEI: 549300NQPL9XHZ20E278 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001014.00   | 0.10%             | 2031-07-15      | Floating      | 6.21%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                              | Venture Global LNG Inc                                                          | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1092425.83   | 0.11%             | 2028-06-01      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                              | Venture Global LNG Inc                                                          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    353000 | PA      | $373647.56    | 0.04%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           | 2                  | On Loan: No      |
| Verde CLO Ltd                                                                                       | VERDE CLO Ltd                                                                   | CUSIP: 92338BBA2<br>LEI: 254900DT3DF8KM5RRZ79 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300508.50    | 0.03%             | 2032-04-15      | Floating      | 5.67%                 | Yes           | 2                  | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                                             | Versant Media Group Inc                                                         | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87091.35     | 0.01%             | 2031-01-30      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Verus Securitization Trust                                                                          | Verus Securitization Trust 2021-1                                               | CUSIP: 92537QAG6<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $776431.27    | 0.08%             | 2066-01-25      | Variable      | 1.97%                 | Yes           | 2                  | On Loan: No      |
| Verus Securitization Trust                                                                          | Verus Securitization Trust 2021-3                                               | CUSIP: 92539LAA8<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    378012 | PA      | $337672.61    | 0.04%             | 2066-06-25      | Variable      | 1.05%                 | Yes           | 2                  | On Loan: No      |
| VIASAT INC                                                                                          | Viasat Inc                                                                      | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    114000 | PA      | $113933.61    | 0.01%             | 2027-04-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                    | Paramount Global                                                                | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    624000 | PA      | $567625.99    | 0.06%             | 2057-02-28      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                                                                              | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              |  | US        |    126000 | PA      | $126380.65    | 0.01%             | 2028-01-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| VIKING CRUISES LTD                                                                                  | Viking Cruises Ltd                                                              | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   1168000 | PA      | $1184242.56   | 0.12%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                                                            | Virgin Media Finance PLC                                                        | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $176055.55    | 0.02%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                            | Vistra Operations Co LLC                                                        | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    638000 | PA      | $634795.21    | 0.07%             | 2029-07-15      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                                                                  | Vodafone Group PLC                                                              | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   2771000 | PA      | $2921906.50   | 0.30%             | 2079-04-04      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                                                                  | Vodafone Group PLC                                                              | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    508000 | PA      | $403185.26    | 0.04%             | 2081-06-04      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| VORNADO REALTY LP                                                                                   | Vornado Realty LP                                                               | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    287000 | PA      | $284768.70    | 0.03%             | 2026-06-01      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| VORNADO REALTY LP                                                                                   | Vornado Realty LP                                                               | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    455000 | PA      | $414971.21    | 0.04%             | 2031-06-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| VOYA FINANCIAL INC                                                                                  | Voya Financial Inc                                                              | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    119000 | PA      | $113654.39    | 0.01%             | 2048-01-23      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                                             | WaMu Mortgage Pass-Through Certificates Series 2004-AR7                         | CUSIP: 92922FTB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135693 | PA      | $132472.48    | 0.01%             | 2034-07-25      | Variable      | 5.24%                 | No            | 2                  | On Loan: No      |
| WMG ACQUISITION CORP                                                                                | WMG Acquisition Corp                                                            | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    668000 | PA      | $643258.74    | 0.07%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| WBI OPERATING LLC                                                                                   | WBI Operating LLC                                                               | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    537000 | PA      | $542965.25    | 0.06%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| WBI OPERATING LLC                                                                                   | WBI Operating LLC                                                               | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    537000 | PA      | $542026.93    | 0.06%             | 2033-10-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Real Alloy Holding Inc                                                                              | Real Alloy                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        39 | NS      | $2807484.84   | 0.29%             |  |  |  | No            | 3                  | On Loan: No      |
| Optima Specialty Steel Inc.                                                                         | Optima Specialty Steel Inc.                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        22 | NS      | $2612005.12   | 0.27%             |  |  |  | No            | 3                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                                             | WaMu Mortgage Pass-Through Certificates Series 2006-AR15 Trust                  | CUSIP: 93363QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    154646 | PA      | $156699.92    | 0.02%             | 2046-11-25      | Floating      | 4.51%                 | No            | 2                  | On Loan: No      |
| NGG FINANCE PLC                                                                                     | NGG Finance PLC                                                                 | CUSIP: 000000000<br>LEI: 549300MLDJ2T68G21W86 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $934055.45    | 0.10%             | 2082-09-05      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| Travelex TOPCO Limited                                                                              | Travelex TOPCO Limited                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     11057 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Tourmaline Oil Corp.                                                                                | Tourmaline Oil Corp.                                                            | CUSIP: 000000000<br>LEI: 894500I7AXG91VB3PM28 | Long             | EC               | CORP              | CA        |    255236 | NS      | $187446.08    | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| BAHIA DE LAS ISLETAS SL                                                                             | BAHIA DE LAS ISLETAS SL                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |  15907620 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| WATCO COS LLC/FINANCE CO                                                                            | Watco Cos LLC / Watco Finance Corp                                              | CUSIP: 941130AD8<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |    510000 | PA      | $534007.30    | 0.06%             | 2032-08-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| WAYFAIR LLC                                                                                         | Wayfair LLC                                                                     | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    313000 | PA      | $326655.79    | 0.03%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| AGUA Y SANEAMIENTOS ARG                                                                             | Agua y Saneamientos Argentinos SA                                               | CUSIP: 000000000<br>LEI: 5299003HUR94018IBF62 | Long             | DBT              | CORP              | AR        |     94292 | PA      | $93820.34     | 0.01%             | 2026-05-01      | Fixed         | 7.90%                 | Yes           | 2                  | On Loan: No      |
| WEATHERFORD INTERNATIONA                                                                            | Weatherford International Ltd                                                   | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    202000 | PA      | $206712.78    | 0.02%             | 2030-04-30      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| WEATHERFORD INTERNATIONA                                                                            | Weatherford International Ltd                                                   | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    659000 | PA      | $682399.11    | 0.07%             | 2033-10-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| WEBSTER FINANCIAL CORP                                                                              | Webster Financial Corp                                                          | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |    751000 | PA      | $744203.95    | 0.08%             | 2029-03-25      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    108000 | PA      | $113917.90    | 0.01%             | 2036-12-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                                        | Wells Fargo Mortgage Backed Securities 2020-RR1 Trust                           | CUSIP: 949796AA4<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |    182071 | PA      | $160976.49    | 0.02%             | 2050-05-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                               | Wells Fargo Commercial Mortgage Trust 2016-LC25                                 | CUSIP: 95000JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $425933.54    | 0.04%             | 2059-12-15      | Variable      | 3.01%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                               | Wells Fargo Commercial Mortgage Trust 2017-C41                                  | CUSIP: 95001ABE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4604386 | PA      | $68563.54     | 0.01%             | 2050-11-15      | Variable      | 1.14%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                                        | Wells Fargo Mortgage Backed Securities 2020-1 Trust                             | CUSIP: 95002KAS2<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |     16391 | PA      | $14149.99     | 0.00%             | 2049-12-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                                        | Wells Fargo Mortgage Backed Securities 2020-4 Trust                             | CUSIP: 95002VAS8<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |    142517 | PA      | $124039.33    | 0.01%             | 2050-07-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                                        | Wells Fargo Mortgage Backed Securities 2021-1 Trust                             | CUSIP: 95003AAS3<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |    643669 | PA      | $537472.21    | 0.06%             | 2050-12-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| WESTERN DIGITAL CORP                                                                                | Western Digital Corp                                                            | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    441000 | PA      | $441000.00    | 0.05%             | 2026-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| WESTERN DIGITAL CORP                                                                                | Western Digital Corp                                                            | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    667000 | PA      | $636432.40    | 0.07%             | 2029-02-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                  | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    104000 | PA      | $104567.84    | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                  | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    613000 | PA      | $646470.96    | 0.07%             | 2029-01-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| VERITAS SERIES G 1 PREFERRED                                                                        | VERITAS SERIES G 1 PREFERRED                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1215 | NS      | $28552.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                                              | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    627000 | PA      | $635491.00    | 0.07%             | 2028-09-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                  | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    408000 | PA      | $297937.61    | 0.03%             | 2046-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                  | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    805000 | PA      | $584567.44    | 0.06%             | 2050-05-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                  | CUSIP: 963320AY2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   1189000 | PA      | $993610.19    | 0.10%             | 2031-05-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                  | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    599000 | PA      | $546757.04    | 0.06%             | 2032-05-14      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                  | CUSIP: 963320BA3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    554000 | PA      | $520313.29    | 0.05%             | 2033-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                  | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    121000 | PA      | $113919.64    | 0.01%             | 2034-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                  | CUSIP: 96332HCG2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    251000 | PA      | $205532.10    | 0.02%             | 2043-03-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Affinion Group Inc.                                                                                 | Affinion Group Inc.                                                             | CUSIP: 000000000<br>LEI: T9OUIBIU0EIG4W07U515 | Long             | EC               | CORP              | US        |      8007 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| VERITAS SERIES G PREFERRED STO                                                                      | VERITAS SERIES G PREFERRED STO                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1758 | NS      | $37797.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WILLIAMS COS INC                                                                                    | Williams Cos Inc/The                                                            | CUSIP: 969457BD1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    343000 | PA      | $392525.02    | 0.04%             | 2031-06-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                                               | Williams Scotsman Inc                                                           | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    149000 | PA      | $154293.38    | 0.02%             | 2030-04-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                                               | Williams Scotsman Inc                                                           | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    188000 | PA      | $187331.26    | 0.02%             | 2028-08-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| WILSONART LLC                                                                                       | Wilsonart LLC                                                                   | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |    374000 | PA      | $340934.10    | 0.04%             | 2032-08-15      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| WILTON RE LTD                                                                                       | Wilton RE Ltd                                                                   | CUSIP: 97263CAA9<br>LEI: 5493004VQ9VSL29MT373 | Long             | DBT              | CORP              | CA        |    688000 | PA      | $679920.96    | 0.07%             | 2030-10-22      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| UNITI SERVICES LLC                                                                                  | Uniti Services LLC                                                              | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1084956.61   | 0.11%             | 2033-10-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| WINGSTOP FUNDING LLC                                                                                | Wingstop Funding LLC                                                            | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $924041.00    | 0.10%             | 2054-12-05      | Fixed         | 5.86%                 | Yes           | 2                  | On Loan: No      |
| Education Management LLC                                                                            | Education Management LLC Term Loan B                                            | CUSIP: 000000000<br>LEI: 5726QOBW64NQET3VRC47 | Long             | LON              | CORP              | US        |    283955 | PA      | $28.40        | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| WOORI BANK                                                                                          | Woori Bank                                                                      | CUSIP: 98105TAA2<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |    606000 | PA      | $631083.23    | 0.07%             | 2029-07-24      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| PRIVATBANK(UK SPV CRED)                                                                             | Privatbank CJSC Via UK SPV Credit Finance PLC                                   | CUSIP: 000000000<br>LEI: 2138004OYQUYY3KJCF63 | Long             | DBT              | CORP              | GB        |   1240000 | PA      | $13652.40     | 0.00%             | 2018-01-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TRAVEL + LEISURE CO                                                                                 | Travel + Leisure Co                                                             | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    504000 | PA      | $510210.33    | 0.05%             | 2027-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| XPLR INFRAST OPERATING                                                                              | XPLR Infrastructure Operating Partners LP                                       | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83527.36     | 0.01%             | 2034-04-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| XPLR INFRAST OPERATING                                                                              | XPLR Infrastructure Operating Partners LP                                       | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    317000 | PA      | $332912.57    | 0.03%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| XTO ENERGY INC                                                                                      | XTO Energy Inc                                                                  | CUSIP: 98385XAM8<br>LEI: 50TT7TKGF8M78VJRP761 | Long             | DBT              | CORP              | US        |    448000 | PA      | $515644.43    | 0.05%             | 2037-08-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| XEROX CORPORATION                                                                                   | Xerox Corp                                                                      | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $738298.81    | 0.08%             | 2031-04-15      | Fixed         | 13.50%                | Yes           | 2                  | On Loan: No      |
| XYLEM INC                                                                                           | Xylem Inc/NY                                                                    | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    151000 | PA      | $128071.65    | 0.01%             | 2046-11-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                                                | YPF SA                                                                          | CUSIP: 984245AV2<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |        50 | PA      | $51.86        | 0.00%             | 2029-06-30      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                                                | YPF SA                                                                          | CUSIP: 984245AW0<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |       950 | PA      | $936.27       | 0.00%             | 2033-09-30      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| YARA INTERNATIONAL ASA                                                                              | Yara International ASA                                                          | CUSIP: 984851AF2<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |    635000 | PA      | $641718.29    | 0.07%             | 2028-06-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| YUM! BRANDS INC                                                                                     | Yum! Brands Inc                                                                 | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    358000 | PA      | $394374.49    | 0.04%             | 2037-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| YUM! BRANDS INC                                                                                     | Yum! Brands Inc                                                                 | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    233000 | PA      | $226545.33    | 0.02%             | 2043-11-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| YUM! BRANDS INC                                                                                     | Yum! Brands Inc                                                                 | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    345000 | PA      | $326077.69    | 0.03%             | 2031-03-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ZAMBIA                                                                                  | Zambia Government International Bond                                            | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     63635 | PA      | $62344.49     | 0.01%             | 2033-06-30      | Variable      | 5.75%                 | Yes           | 2                  | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                                             | Zayo Group Holdings Inc                                                         | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    654543 | PA      | $639009.33    | 0.07%             | 2030-03-09      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                                             | Zayo Group Holdings Inc                                                         | CUSIP: 98919VAD7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    134085 | PA      | $123121.28    | 0.01%             | 2030-09-09      | Fixed         | 13.75%                | Yes           | 2                  | On Loan: No      |
| Zaxby's Funding LLC                                                                                 | Zaxbys Funding LLC                                                              | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    716250 | PA      | $682522.83    | 0.07%             | 2051-07-30      | Fixed         | 3.24%                 | Yes           | 2                  | On Loan: No      |
| Zaxby's Funding LLC                                                                                 | Zaxbys Funding LLC                                                              | CUSIP: 98920MAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    443250 | PA      | $455817.25    | 0.05%             | 2054-04-30      | Fixed         | 6.59%                 | Yes           | 2                  | On Loan: No      |
| ZIONS BANCORP NA                                                                                    | Zions Bancorp NA                                                                | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |     91000 | PA      | $85921.35     | 0.01%             | 2029-10-29      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA SPA                                                                                  | Telecom Italia SpA/Milano                                                       | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    500000 | PA      | $601973.84    | 0.06%             | 2055-03-17      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| VTB BANK (VTB EURASIA)                                                                              | VTB Bank PJSC Via VTB Eurasia DAC                                               | CUSIP: 000000000<br>LEI: 635400IGBYL1WAJLDE17 | Long             | DBT              | CORP              | IE        |    714000 | PA      | $0.00         | 0.00%             | 2026-06-06      | Variable      | 9.50%                 | Yes           | 3                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                                            | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $408575.73    | 0.04%             | 2029-10-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| VTB BANK (VTB CAPITAL SA                                                                            | VTB Bank OJSC Via VTB Capital SA                                                | CUSIP: 000000000<br>LEI: 529900Z143LRJYE8LK88 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $0.00         | 0.00%             | 2022-10-17      | Fixed         | 6.95%                 | Yes           | 3                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                                            | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    450000 | PA      | $628245.21    | 0.07%             | 2034-01-16      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                            | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $967596.10    | 0.10%             | 2029-01-22      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| SAUDI ELEC GLOBAL SUKUK                                                                             | Saudi Electricity Global Sukuk Co 3                                             | CUSIP: 000000000<br>LEI: 549300BJ6IA5S2UFVN71 | Long             | DBT              | CORP              | KY        |    450000 | PA      | $443857.50    | 0.05%             | 2044-04-08      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                                            | OCP SA                                                                          | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $206064.00    | 0.02%             | 2044-04-25      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| LEBANESE REPUBLIC                                                                                   | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    213000 | PA      | $61731.66     | 0.01%             | 2025-02-26      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                 | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $116958.44    | 0.01%             | 2027-04-21      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| HOUSE OF FRASER FUNDING                                                                             | House of Fraser Funding PLC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    400000 | PA      | $317.46       | 0.00%             | 2020-09-15      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| PRIVATBANK(UK SPV CRED)                                                                             | Privatbank CJSC Via UK SPV Credit Finance PLC                                   | CUSIP: 000000000<br>LEI: 2138004OYQUYY3KJCF63 | Long             | DBT              | CORP              | GB        |   1577000 | PA      | $4652.15      | 0.00%             | 2021-02-09      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| TEVA PHARM FNC NL II                                                                                | Teva Pharmaceutical Finance Netherlands II BV                                   | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1147655.44   | 0.12%             | 2028-10-15      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| TRAVELEX FINANCING PLC                                                                              | Travelex Financing PLC                                                          | CUSIP: 000000000<br>LEI: 6354009XFWVZER7G5X35 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $0.00         | 0.00%             | 2022-05-15      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| OMGRID FUNDING LTD                                                                                  | OmGrid Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 549300L1HIVZ83RMAP18 | Long             | DBT              | CORP              | KY        |    277000 | PA      | $278315.75    | 0.03%             | 2027-05-16      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| MUNDYS SPA                                                                                          | Mundys SpA                                                                      | CUSIP: 000000000<br>LEI: 8156008DEC771409C487 | Long             | DBT              | CORP              | IT        |    650000 | PA      | $761015.75    | 0.08%             | 2027-07-13      | Fixed         | 1.88%                 | Yes           | 2                  | On Loan: No      |
| Bahrain Government International Bonds                                                              | Bahrain Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    613000 | PA      | $625964.95    | 0.07%             | 2029-09-20      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| RUSSIAN RAIL(RZD CAP)                                                                               | Russian Railways Via RZD Capital PLC                                            | CUSIP: 000000000<br>LEI: 635400VKMH1VQDFMW392 | Long             | DBT              | CORP              | IE        | 115000000 | PA      | $0.00         | 0.00%             | 2024-10-19      | Fixed         | 7.90%                 | Yes           | 3                  | On Loan: No      |
| ESSELUNGA SPA                                                                                       | Esselunga SpA                                                                   | CUSIP: 000000000<br>LEI: 8156001A08A847FFCE47 | Long             | DBT              | CORP              | IT        |    670000 | PA      | $780905.44    | 0.08%             | 2027-10-25      | Fixed         | 1.88%                 | Yes           | 2                  | On Loan: No      |
| MAZOON ASSETS CO SAOC                                                                               | Mazoon Assets Co SAOC                                                           | CUSIP: 000000000<br>LEI: 6354003TDIRN5Y6LJP91 | Long             | DBT              | CORP              | OM        |   1071000 | PA      | $1078111.44   | 0.11%             | 2027-11-08      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| WHIRLPOOL FINANCE LU                                                                                | Whirlpool Finance Luxembourg Sarl                                               | CUSIP: 000000000<br>LEI: 549300W5K7SGG3H6B058 | Long             | DBT              | CORP              | LU        |    800000 | PA      | $911258.81    | 0.09%             | 2027-11-09      | Fixed         | 1.10%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                 | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1300000 | PA      | $1553497.79   | 0.16%             | 2029-02-26      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| ESKOM HOLDINGS                                                                                      | Eskom Holdings                                                                  | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |   1012000 | PA      | $1084185.96   | 0.11%             | 2028-08-10      | Fixed         | 8.45%                 | Yes           | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                                                                  | Vodafone Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $1031748.40   | 0.11%             | 2078-10-03      | Fixed         | 4.20%                 | Yes           | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                        | CUSIP: 000000000<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    600000 | PA      | $703756.25    | 0.07%             | 2027-03-01      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| BAPCO ENERGIES BSCC                                                                                 | Bapco Energies BSC Closed                                                       | CUSIP: 000000000<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |    527000 | PA      | $565571.13    | 0.06%             | 2028-11-07      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| SCHAEFFLER AG                                                                                       | Schaeffler AG                                                                   | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |    900000 | PA      | $1066814.60   | 0.11%             | 2027-03-26      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| DEVELOPMENT BANK BELARUS                                                                            | Development Bank of the Republic of Belarus JSC                                 | CUSIP: 000000000<br>LEI: 253400D4JRB0M70A0687 | Long             | DBT              | NUSS              | BY        |    942000 | PA      | $488285.70    | 0.05%             | 2024-05-02      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| EUTELSAT SA                                                                                         | Eutelsat SA                                                                     | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $1058952.17   | 0.11%             | 2027-07-13      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| WORLDLINE SA/FRANCE                                                                                 | Worldline SA/France                                                             | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      6602 | PA      | $7568.91      | 0.00%             | 2026-07-30      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Abu Dhabi Government International Bonds                                                            | Abu Dhabi Government International Bonds                                        | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   1077000 | PA      | $750658.23    | 0.08%             | 2049-09-30      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| RENAULT SA                                                                                          | Renault SA                                                                      | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $693081.00    | 0.07%             | 2027-10-04      | Fixed         | 1.13%                 | Yes           | 2                  | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                                | ZF Europe Finance BV                                                            | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $903056.19    | 0.09%             | 2029-10-23      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                                | ZF Europe Finance BV                                                            | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $937469.25    | 0.10%             | 2027-10-23      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| CPI PROPERTY GROUP SA                                                                               | CPI Property Group SA                                                           | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $118521.92    | 0.01%             | 2027-04-23      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| CARNIVAL PLC                                                                                        | Carnival PLC                                                                    | CUSIP: 000000000<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $882194.03    | 0.09%             | 2029-10-28      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| KONDOR FINANCE PLC (NAK)                                                                            | NAK Naftogaz Ukraine via Kondor Finance PLC                                     | CUSIP: 000000000<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |   1391732 | PA      | $1061696.62   | 0.11%             | 2028-11-08      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| BAYER AG                                                                                            | Bayer AG                                                                        | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    900000 | PA      | $1058429.44   | 0.11%             | 2079-11-12      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| HEATHROW FINANCE PLC                                                                                | Heathrow Finance PLC                                                            | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $259743.00    | 0.03%             | 2029-09-01      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| MOBICO GROUP PLC                                                                                    | Mobico Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $762086.30    | 0.08%             | 2028-11-20      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                            | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1178711.60   | 0.12%             | 2027-09-03      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| ORSTED A/S                                                                                          | Orsted AS                                                                       | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |    800000 | PA      | $916749.34    | 0.10%             | 3019-12-09      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| MUMTALAKAT SUKUK HOLDING                                                                            | Mumtalakat Sukuk Holding Co                                                     | CUSIP: 000000000<br>LEI: 549300EN7U0YPUUKDX15 | Long             | DBT              | CORP              | KY        |   1010000 | PA      | $997809.30    | 0.10%             | 2027-01-21      | Fixed         | 4.10%                 | Yes           | 2                  | On Loan: No      |
| HX HOLD CO LTD                                                                                      | HX Hold Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 2138004WV2GA7GI77I96 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $377443.75    | 0.04%             | 2030-02-12      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| VF CORP                                                                                             | VF Corp                                                                         | CUSIP: 918204AX6<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    500000 | PA      | $555016.22    | 0.06%             | 2028-02-25      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| VF CORP                                                                                             | VF Corp                                                                         | CUSIP: 918204AY4<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    700000 | PA      | $662783.46    | 0.07%             | 2032-02-25      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL EMEA FIN SARL                                                                             | Whirlpool EMEA Finance Sarl                                                     | CUSIP: 96332XAA2<br>LEI: 549300KCJ74PW78SNI52 | Long             | DBT              | CORP              | LU        |    650000 | PA      | $722052.72    | 0.08%             | 2028-02-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| LEBANESE REPUBLIC                                                                                   | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     38000 | PA      | $11072.82     | 0.00%             | 2028-03-20      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| VIRGIN MEDIA VENDOR FIN                                                                             | Virgin Media Vendor Financing Notes III DAC                                     | CUSIP: 000000000<br>LEI: 635400SSKC2QCGEPIQ43 | Long             | DBT              | CORP              | IE        |    250000 | PA      | $341502.61    | 0.04%             | 2028-07-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| WORLDLINE SA/FRANCE                                                                                 | Worldline SA/France                                                             | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $434677.16    | 0.05%             | 2027-06-30      | Fixed         | 0.88%                 | Yes           | 2                  | On Loan: No      |
| Jordan Government International Bonds                                                               | Jordan Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    200000 | PA      | $200944.00    | 0.02%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    186000 | PA      | $129394.62    | 0.01%             | 2051-02-14      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Romania Government International Bonds                                                              | Romania Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    760000 | PA      | $692443.60    | 0.07%             | 2031-02-14      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| NEW IMMO HOLDING SA                                                                                 | New Immo Holding SA                                                             | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $592722.19    | 0.06%             | 2027-07-23      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| AZZURRA AEROPORTI SPA                                                                               | Azzurra Aeroporti SpA                                                           | CUSIP: 000000000<br>LEI: 8156004064432D3D0F19 | Long             | DBT              | CORP              | IT        |    360000 | PA      | $425804.11    | 0.04%             | 2027-05-30      | Fixed         | 2.63%                 | Yes           | 2                  | On Loan: No      |
| Ecuador Government International Bonds                                                              | Ecuador Government International Bonds                                          | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   1006295 | PA      | $918465.57    | 0.10%             | 2035-07-31      | Fixed         | 6.90%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF ECUADOR                                                                                 | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     88699 | PA      | $74735.12     | 0.01%             | 2030-07-31      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Travelex TOPCO Limited                                                                              | Travelex TOPCO Limited                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       675 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| VODAFONE GROUP PLC                                                                                  | Vodafone Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $860830.48    | 0.09%             | 2080-08-27      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| SABIC CAPITAL I BV                                                                                  | SABIC Capital I BV                                                              | CUSIP: 000000000<br>LEI: 213800LBMMAIG1FQP389 | Long             | DBT              | CORP              | NL        |    446000 | PA      | $291964.98    | 0.03%             | 2050-09-14      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                            | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $229400.70    | 0.02%             | 2030-06-15      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| CBB International Sukuk Programme Co. WLL                                                           | CBB International Sukuk Programme Co. WLL                                       | CUSIP: 000000000<br>LEI: 5493006IRJ2IWXTNIM16 | Long             | DBT              | NUSS              | BH        |   1290000 | PA      | $1264032.30   | 0.13%             | 2027-09-16      | Fixed         | 3.95%                 | Yes           | 2                  | On Loan: No      |
| VMED O2 UK FINAN                                                                                    | Vmed O2 UK Financing I PLC                                                      | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $265169.87    | 0.03%             | 2029-01-31      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| NISSAN MOTOR CO                                                                                     | Nissan Motor Co Ltd                                                             | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1173827.96   | 0.12%             | 2028-09-17      | Fixed         | 3.20%                 | Yes           | 2                  | On Loan: No      |
| Oman Government International Bonds                                                                 | Oman Government International Bonds                                             | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $207630.00    | 0.02%             | 2027-10-28      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| TRAVELEX ISSUERCO 2 PLC                                                                             | Travelex Issuerco 2 PLC                                                         | CUSIP: 000000000<br>LEI: 213800X5CA5ZLTI55177 | Long             | DBT              | CORP              | GB        |   2678953 | PA      | $2067920.76   | 0.22%             | 2029-03-31      | Fixed         | 3.01%                 | Yes           | 2                  | On Loan: No      |
| Serbia International Bonds                                                                          | Serbia International Bonds                                                      | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    422000 | PA      | $370908.46    | 0.04%             | 2030-12-01      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| GRAND CITY PROPERTIES SA                                                                            | Grand City Properties SA                                                        | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $589130.58    | 0.06%             | 2026-03-09      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| VERISURE MIDHOLDING AB                                                                              | Verisure Midholding AB                                                          | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |    300000 | PA      | $355892.91    | 0.04%             | 2029-02-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| CPI PROPERTY GROUP SA                                                                               | CPI Property Group SA                                                           | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |    720000 | PA      | $712273.70    | 0.07%             | 2031-01-27      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| ORSTED A/S                                                                                          | Orsted AS                                                                       | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |    470000 | PA      | $506415.65    | 0.05%             | 3021-02-18      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| ORSTED A/S                                                                                          | Orsted AS                                                                       | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |    580000 | PA      | $597233.63    | 0.06%             | 2099-12-31      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| NEXI SPA                                                                                            | Nexi SpA                                                                        | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $219050.23    | 0.02%             | 2028-02-24      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| CITYCON TREASURY BV                                                                                 | Citycon Treasury BV                                                             | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $335488.30    | 0.03%             | 2028-03-12      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| EMERIA SASU                                                                                         | Emeria SASU                                                                     | CUSIP: 000000000<br>LEI: 969500SA2FHM81LPJ311 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $496910.39    | 0.05%             | 2028-03-31      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| CANARY WHARF GROUP                                                                                  | Canary Wharf Group Investment Holdings PLC                                      | CUSIP: 000000000<br>LEI: 2138002C1D5FMEDILF18 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $649576.43    | 0.07%             | 2028-04-23      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| BAPCO ENERGIES SUKUK LTD                                                                            | Bapco Energies Sukuk Ltd                                                        | CUSIP: 000000000<br>LEI: 54930062R6OFRHBRAI29 | Long             | DBT              | CORP              | KY        |    247000 | PA      | $244930.14    | 0.03%             | 2029-04-08      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| PCF GMBH                                                                                            | PCF GmbH                                                                        | CUSIP: 000000000<br>LEI: 5299001ZMR76CCHGY076 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $226686.25    | 0.02%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| CPUK FINANCE LTD                                                                                    | CPUK Finance Ltd                                                                | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |    500000 | PA      | $676184.00    | 0.07%             | 2027-08-28      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| OQ SAOC                                                                                             | OQ SAOC                                                                         | CUSIP: 000000000<br>LEI: 549300YK417GKI6EQ392 | Long             | DBT              | CORP              | OM        |    893000 | PA      | $899161.70    | 0.09%             | 2028-05-06      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                                                                            | African Export-Import Bank/The                                                  | CUSIP: 000000000<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | XX        |   1083000 | PA      | $940585.50    | 0.10%             | 2031-05-17      | Fixed         | 3.80%                 | Yes           | 2                  | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                                            | Encore Capital Group Inc                                                        | CUSIP: 000000000<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    400000 | PA      | $526179.96    | 0.05%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Abu Dhabi Government International Bonds                                                            | Abu Dhabi Government International Bonds                                        | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    380000 | PA      | $360650.40    | 0.04%             | 2028-06-02      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| PAKISTAN WATER & POWER                                                                              | Pakistan Water & Power Development Authority                                    | CUSIP: 000000000<br>LEI: 213800UA74QOTK6IES10 | Long             | DBT              | NUSS              | PK        |   1051000 | PA      | $1023568.90   | 0.11%             | 2031-06-04      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| MDGH GMTN RSC LTD                                                                                   | MDGH GMTN RSC Ltd                                                               | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    309000 | PA      | $217328.97    | 0.02%             | 2051-06-07      | Fixed         | 3.40%                 | Yes           | 2                  | On Loan: No      |
| ENERGIZER GAMMA ACQ BV                                                                              | Energizer Gamma Acquisition BV                                                  | CUSIP: 000000000<br>LEI: 5493002SUYZDHEQ3JN34 | Long             | DBT              | CORP              | NL        |    575000 | PA      | $668217.10    | 0.07%             | 2029-06-30      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| SA GLOBAL SUKUK LTD                                                                                 | SA Global Sukuk Ltd                                                             | CUSIP: 000000000<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |    327000 | PA      | $296284.89    | 0.03%             | 2031-06-17      | Fixed         | 2.69%                 | Yes           | 2                  | On Loan: No      |
| GEORGIAN RAILWAY JSC                                                                                | Georgian Railway JSC                                                            | CUSIP: 000000000<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |    844000 | PA      | $805496.72    | 0.08%             | 2028-06-17      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| VMED O2 UK FINAN                                                                                    | Vmed O2 UK Financing I PLC                                                      | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $730666.24    | 0.08%             | 2031-07-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi AS                                                                    | Turkiye Ihracat Kredi Bankasi AS                                                | CUSIP: 000000000<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    449000 | PA      | $451500.93    | 0.05%             | 2026-07-06      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| QatarEnergy                                                                                         | QatarEnergy                                                                     | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    690000 | PA      | $619074.90    | 0.06%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                                                              | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    700000 | PA      | $650874.00    | 0.07%             | 2031-10-19      | Fixed         | 3.90%                 | Yes           | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                        | CUSIP: 000000000<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    450000 | PA      | $494559.25    | 0.05%             | 2028-09-10      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| HLDNG D'INFRA METIERS                                                                               | Holding d'Infrastructures des Metiers de l'Environnement SAS                    | CUSIP: 000000000<br>LEI: 969500I3QVK40XEORU25 | Long             | DBT              | CORP              | FR        |    710000 | PA      | $788240.86    | 0.08%             | 2028-09-16      | Fixed         | 0.63%                 | Yes           | 2                  | On Loan: No      |
| ADECCO INT FINANCIAL SVS                                                                            | Adecco International Financial Services BV                                      | CUSIP: 000000000<br>LEI: 549300PDNGPM4PIAUK57 | Long             | DBT              | CORP              | NL        |    640000 | PA      | $743686.41    | 0.08%             | 2082-03-21      | Fixed         | 1.00%                 | Yes           | 2                  | On Loan: No      |
| BANK NEGARA INDONESIA                                                                               | Bank Negara Indonesia Persero Tbk PT                                            | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |    614000 | PA      | $602407.68    | 0.06%             | 2027-03-24      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                                            | Olympus Water US Holding Corp                                                   | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    170000 | PA      | $187982.10    | 0.02%             | 2029-10-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                                            | Olympus Water US Holding Corp                                                   | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $235135.42    | 0.02%             | 2028-10-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| KAIXO BONDCO TELECOM SA                                                                             | Kaixo Bondco Telecom SA                                                         | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $119907.59    | 0.01%             | 2029-09-30      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| BCP MODULAR SERVICES                                                                                | BCP V Modular Services Finance II PLC                                           | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $572340.11    | 0.06%             | 2028-11-30      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| BCP V MODULAR SERVICES                                                                              | BCP V Modular Services Finance PLC                                              | CUSIP: 000000000<br>LEI: 213800K8U94KVZL98H64 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $389757.16    | 0.04%             | 2029-11-30      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| RAC BOND CO PLC                                                                                     | RAC Bond Co PLC                                                                 | CUSIP: 000000000<br>LEI: 2138008FCM2SUNLC7B21 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $340377.14    | 0.04%             | 2027-11-04      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| GLOBE TELECOM INC                                                                                   | Globe Telecom Inc                                                               | CUSIP: 000000000<br>LEI: 254900GPWI1816YIM923 | Long             | DBT              | CORP              | PH        |    713000 | PA      | $709513.43    | 0.07%             | 2026-08-02      | Fixed         | 4.20%                 | Yes           | 2                  | On Loan: No      |
| UZBEKNEFTEGAZ                                                                                       | Uzbekneftegaz JSC                                                               | CUSIP: 000000000<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |    201000 | PA      | $195044.37    | 0.02%             | 2028-11-16      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF GABON                                                                                   | Gabon Government International Bond                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    200000 | PA      | $167496.00    | 0.02%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| ODIDO GROUP HOLDING BV                                                                              | Odido Group Holding BV                                                          | CUSIP: 000000000<br>LEI: 724500FOAL1MNGOJKP07 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $717688.85    | 0.07%             | 2030-01-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| CPI PROPERTY GROUP SA                                                                               | CPI Property Group SA                                                           | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |    660000 | PA      | $684140.38    | 0.07%             | 2030-01-14      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| ANARAFE SLU                                                                                         | Anarafe SL                                                                      | CUSIP: 000000000<br>LEI: 959800AW60HWZ3N4R995 | Long             | DBT              | CORP              | ES        |    322868 | PA      | $248743.33    | 0.03%             | 2026-12-31      | Fixed         | 14.78%                | Yes           | 2                  | On Loan: No      |
| Pakistan Global Sukuk Programme Co. Ltd.                                                            | Pakistan Global Sukuk Programme Co. Ltd.                                        | CUSIP: 000000000<br>LEI: 213800X5OY6CVYNY1M70 | Long             | DBT              | NUSS              | PK        |    568000 | PA      | $589214.80    | 0.06%             | 2029-01-31      | Fixed         | 7.95%                 | Yes           | 2                  | On Loan: No      |
| CERVED INFORMATION SOLUT                                                                            | Cerved Group SpA                                                                | CUSIP: 000000000<br>LEI: 8156005E0EF91772E207 | Long             | DBT              | CORP              | IT        |    350000 | PA      | $373849.77    | 0.04%             | 2029-02-15      | Floating      | 7.35%                 | Yes           | 2                  | On Loan: No      |
| BAYER AG                                                                                            | Bayer AG                                                                        | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $740739.16    | 0.08%             | 2082-03-25      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                        | CUSIP: 000000000<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    600000 | PA      | $750916.57    | 0.08%             | 2029-01-19      | Fixed         | 6.34%                 | No            | 2                  | On Loan: No      |
| ORSTED A/S                                                                                          | Orsted AS                                                                       | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |    300000 | PA      | $366557.50    | 0.04%             | 3022-12-08      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Hungary Government International Bonds                                                              | Hungary Government International Bonds                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    334000 | PA      | $346050.72    | 0.04%             | 2028-05-22      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| Romania Government International Bonds                                                              | Romania Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    206000 | PA      | $229216.20    | 0.02%             | 2053-01-17      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| Saudi Government International Bonds                                                                | Saudi Government International Bonds                                            | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    770000 | PA      | $670408.20    | 0.07%             | 2053-01-18      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| TELEFONICA EUROPE BV                                                                                | Telefonica Europe BV                                                            | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $254930.76    | 0.03%             | 2030-02-03      | Fixed         | 6.14%                 | Yes           | 2                  | On Loan: No      |
| TRANSNET/SOUTH AFRICA                                                                               | Transnet/South Africa                                                           | CUSIP: 000000000<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |    974000 | PA      | $1027774.54   | 0.11%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| VF Corp.                                                                                            | VF Corp.                                                                        | CUSIP: 000000000<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    600000 | PA      | $721429.82    | 0.08%             | 2029-03-07      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Morocco Government International Bonds                                                              | Morocco Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    754000 | PA      | $811190.90    | 0.08%             | 2033-09-08      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| ELIA GROUP SA/NV                                                                                    | Elia Group SA/NV                                                                | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | DBT              | CORP              | BE        |    800000 | PA      | $994660.00    | 0.10%             | 2028-03-15      | Fixed         | 5.85%                 | Yes           | 2                  | On Loan: No      |
| Jordan Government International Bonds                                                               | Jordan Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    552000 | PA      | $578948.64    | 0.06%             | 2029-01-13      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| ORANGE SA                                                                                           | Orange SA                                                                       | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $251972.13    | 0.03%             | 2030-01-18      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| TVL FINANCE PLC                                                                                     | TVL Finance PLC                                                                 | CUSIP: 000000000<br>LEI: 549300DUQXE7VXG8YA50 | Long             | DBT              | CORP              | JE        |    550000 | PA      | $753533.42    | 0.08%             | 2028-04-28      | Fixed         | 10.25%                | Yes           | 2                  | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                                                            | EMRLD Borrower LP / Emerald Co-Issuer Inc                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $492057.57    | 0.05%             | 2030-12-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| ENGINEERING SPA                                                                                     | Engineering - Ingegneria Informatica - SpA                                      | CUSIP: 000000000<br>LEI: 81560042F5E23EE61346 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $372051.59    | 0.04%             | 2028-05-15      | Fixed         | 11.13%                | Yes           | 2                  | On Loan: No      |
| CROWN EURO HOLDINGS SA                                                                              | Crown European Holdings SACA                                                    | CUSIP: 000000000<br>LEI: 85OKW2SW05RZFQS1W718 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $310016.32    | 0.03%             | 2028-05-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| KHAZANAH CAPITAL LTD                                                                                | Khazanah Capital Ltd                                                            | CUSIP: 000000000<br>LEI: 213800O6O4S6ZMOA9R34 | Long             | DBT              | CORP              | MY        |    629000 | PA      | $639542.04    | 0.07%             | 2033-06-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| KHAZANAH GLOBAL SUKUK                                                                               | Khazanah Global Sukuk Bhd                                                       | CUSIP: 000000000<br>LEI: 213800VIN16ILYRCKD86 | Long             | DBT              | CORP              | MY        |    242000 | PA      | $245317.82    | 0.03%             | 2028-06-01      | Fixed         | 4.69%                 | Yes           | 2                  | On Loan: No      |
| MVM ENERGETIKA ZRT                                                                                  | MVM Energetika Zrt                                                              | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |    435000 | PA      | $459886.35    | 0.05%             | 2028-06-09      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                                            | British Telecommunications PLC                                                  | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $443292.14    | 0.05%             | 2083-12-20      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| SGL CARBON SE                                                                                       | SGL Carbon SE                                                                   | CUSIP: 000000000<br>LEI: 52990038IB31TYK07X63 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $232854.81    | 0.02%             | 2028-06-28      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| ENERGIA GROUP ROI                                                                                   | Energia Group Roi Financeco DAC                                                 | CUSIP: 000000000<br>LEI: 2138006WRV8S2EFW9516 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1227239.81   | 0.13%             | 2028-07-31      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                                              | Volkswagen International Finance NV                                             | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $277314.90    | 0.03%             | 2032-09-06      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| WORLDLINE SA/FRANCE                                                                                 | Worldline SA/France                                                             | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $751591.04    | 0.08%             | 2028-09-12      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                                | ZF Europe Finance BV                                                            | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $371223.03    | 0.04%             | 2029-03-13      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| MOBICO GROUP PLC                                                                                    | Mobico Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $253101.76    | 0.03%             | 2031-09-26      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| NEW IMMO HOLDING SA                                                                                 | New Immo Holding SA                                                             | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $868186.76    | 0.09%             | 2029-03-22      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| BAYER AG                                                                                            | Bayer AG                                                                        | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $797621.71    | 0.08%             | 2083-09-25      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| GUALA CLOSURES SPA                                                                                  | Guala Closures SpA                                                              | CUSIP: 000000000<br>LEI: 81560014151D1C625F49 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $469398.42    | 0.05%             | 2029-06-29      | Floating      | 6.10%                 | Yes           | 2                  | On Loan: No      |
| VAR ENERGI ASA                                                                                      | Var Energi ASA                                                                  | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    500000 | PA      | $653607.67    | 0.07%             | 2083-11-15      | Fixed         | 7.86%                 | Yes           | 2                  | On Loan: No      |
| NEW IMMO HOLDING SA                                                                                 | New Immo Holding SA                                                             | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $362379.14    | 0.04%             | 2028-12-08      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Saudi Government International Bonds                                                                | Saudi Government International Bonds                                            | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1893000 | PA      | $1917438.63   | 0.20%             | 2030-01-16      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| TURKIYE VARLIK FONU                                                                                 | Turkiye Varlik Fonu Yonetimi AS                                                 | CUSIP: 000000000<br>LEI: 789000MAPAG7J8DI3112 | Long             | DBT              | CORP              | TR        |    397000 | PA      | $424932.92    | 0.04%             | 2029-02-14      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Republic of Kenya Government International Bonds                                                    | Republic of Kenya Government International Bonds                                | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    816000 | PA      | $900480.48    | 0.09%             | 2031-02-16      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| CITYCON TREASURY BV                                                                                 | Citycon Treasury BV                                                             | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $302151.53    | 0.03%             | 2029-03-08      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| METRO AG                                                                                            | METRO AG                                                                        | CUSIP: 000000000<br>LEI: 5299006EQ03K3SSUYS12 | Long             | DBT              | CORP              | DE        |    450000 | PA      | $552679.30    | 0.06%             | 2029-03-07      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| GARUDA INDONESIA TBK PT                                                                             | Garuda Indonesia Persero Tbk PT                                                 | CUSIP: 000000000<br>LEI: 254900CUWPNFYKQUW656 | Long             | DBT              | CORP              | ID        |   1251521 | PA      | $1158270.05   | 0.12%             | 2031-12-28      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| MVM ENERGETIKA ZRT                                                                                  | MVM Energetika Zrt                                                              | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |    570000 | PA      | $601486.80    | 0.06%             | 2031-03-13      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| TELEFONICA EUROPE BV                                                                                | Telefonica Europe BV                                                            | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $378932.55    | 0.04%             | 2032-01-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| HEATHROW FINANCE PLC                                                                                | Heathrow Finance PLC                                                            | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $695388.80    | 0.07%             | 2031-03-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| PINEWOOD FINCO PLC                                                                                  | Pinewood Finco PLC                                                              | CUSIP: 000000000<br>LEI: 984500EF3F7CA63ND769 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $1245862.45   | 0.13%             | 2030-03-27      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| PROGROUP AG                                                                                         | Progroup AG                                                                     | CUSIP: 000000000<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $605820.30    | 0.06%             | 2031-04-15      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| VMED O2 UK FINANCING I                                                                              | Vmed O2 UK Financing I PLC                                                      | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    241000 | PA      | $282584.01    | 0.03%             | 2032-04-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| EUTELSAT SA                                                                                         | Eutelsat SA                                                                     | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $125795.22    | 0.01%             | 2029-04-13      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                                                             | Aroundtown Finance Sarl                                                         | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $1178379.70   | 0.12%             | 2029-04-16      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                                                                              | CD&R Firefly Bidco PLC                                                          | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $287036.11    | 0.03%             | 2029-04-30      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                                            | OCP SA                                                                          | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    566000 | PA      | $615213.70    | 0.06%             | 2054-05-02      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| TC ZIRAAT BANKASI AS                                                                                | TC Ziraat Bankasi AS                                                            | CUSIP: 000000000<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |    599000 | PA      | $633765.96    | 0.07%             | 2034-08-02      | Fixed         | 8.99%                 | Yes           | 2                  | On Loan: No      |
| CPI PROPERTY GROUP SA                                                                               | CPI Property Group SA                                                           | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $634416.86    | 0.07%             | 2029-05-07      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| ILIAD HOLDING SAS                                                                                   | Iliad Holding SAS                                                               | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $189460.94    | 0.02%             | 2031-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| FEDRIGONI SPA                                                                                       | Fedrigoni SpA                                                                   | CUSIP: 000000000<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |    700000 | PA      | $801209.77    | 0.08%             | 2031-06-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| CENTRICA PLC                                                                                        | Centrica PLC                                                                    | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $568713.76    | 0.06%             | 2055-05-21      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| PLT VII FINANCE SARL                                                                                | PLT VII Finance Sarl                                                            | CUSIP: 000000000<br>LEI: 894500SKZV4JDP64R249 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $492583.86    | 0.05%             | 2031-06-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| PLT VII FINANCE SARL                                                                                | PLT VII Finance Sarl                                                            | CUSIP: 000000000<br>LEI: 894500SKZV4JDP64R249 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $595815.95    | 0.06%             | 2031-06-15      | Floating      | 5.60%                 | Yes           | 2                  | On Loan: No      |
| Serbia International Bonds                                                                          | Serbia International Bonds                                                      | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    232000 | PA      | $240449.44    | 0.03%             | 2034-06-12      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Zambia Government International Bonds                                                               | Zambia Government International Bonds                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    157674 | PA      | $154475.17    | 0.02%             | 2033-06-30      | Variable      | 5.75%                 | Yes           | 2                  | On Loan: No      |
| ZEGONA FINANCE PLC                                                                                  | Zegona Finance PLC                                                              | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    180000 | PA      | $223828.37    | 0.02%             | 2029-07-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Saudi Arabian Oil Co.                                                                               | Saudi Arabian Oil Co.                                                           | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    731000 | PA      | $697045.05    | 0.07%             | 2064-07-17      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| OCADO GROUP PLC                                                                                     | Ocado Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $372984.93    | 0.04%             | 2029-08-06      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| OCADO GROUP PLC                                                                                     | Ocado Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $829671.86    | 0.09%             | 2029-08-08      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| Ukraine Government International Bonds                                                              | Ukraine Government International Bonds                                          | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1111000 | PA      | $624693.08    | 0.06%             | 2035-02-01      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Ukraine Government International Bonds                                                              | Ukraine Government International Bonds                                          | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    708000 | PA      | $343096.80    | 0.04%             | 2034-02-01      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                            | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $1147038.82   | 0.12%             | 2035-06-17      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                                                            | Perrigo Finance Unlimited Co                                                    | CUSIP: 000000000<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $118423.53    | 0.01%             | 2032-09-30      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| JSCB AGROBANK                                                                                       | Jscb Agrobank                                                                   | CUSIP: 000000000<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        |    463000 | PA      | $506883.14    | 0.05%             | 2029-10-02      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| DYNAMO NEWCO II GMBH                                                                                | Dynamo Newco II GmbH                                                            | CUSIP: 000000000<br>LEI: 391200FDSPYB8FKV7F97 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $356650.34    | 0.04%             | 2031-10-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Ghana Government International Bonds                                                                | Ghana Government International Bonds                                            | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    200000 | PA      | $181984.00    | 0.02%             | 2035-07-03      | Variable      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Ghana Government International Bonds                                                                | Ghana Government International Bonds                                            | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    570500 | PA      | $558964.49    | 0.06%             | 2029-07-03      | Variable      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                                                             | INEOS Quattro Finance 2 Plc                                                     | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $176721.39    | 0.02%             | 2030-04-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                                                | IHO Verwaltungs GmbH                                                            | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $384888.93    | 0.04%             | 2031-11-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| UNITED GROUP BV                                                                                     | United Group BV                                                                 | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $612653.84    | 0.06%             | 2031-10-31      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| TELECOMMUNICATIONS CO TE                                                                            | Telecommunications co Telekom Srbija AD Belgrade                                | CUSIP: 000000000<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |    966000 | PA      | $970182.78    | 0.10%             | 2029-10-28      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                                                            | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    150000 | PA      | $180055.19    | 0.02%             | 2032-02-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| TUI CRUISES GMBH                                                                                    | TUI Cruises GmbH                                                                | CUSIP: 000000000<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |    120000 | PA      | $146182.05    | 0.02%             | 2030-05-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| WORLDLINE SA/FRANCE                                                                                 | Worldline SA/France                                                             | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $826207.60    | 0.09%             | 2029-11-27      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| SHERWOOD FINANCING PLC                                                                              | Sherwood Financing PLC                                                          | CUSIP: 000000000<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $467250.57    | 0.05%             | 2029-12-15      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF NIGERIA                                                                                 | Nigeria Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1456000 | PA      | $1648439.52   | 0.17%             | 2031-06-09      | Fixed         | 9.63%                 | Yes           | 2                  | On Loan: No      |
| CITYCON TREASURY BV                                                                                 | Citycon Treasury BV                                                             | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $396742.42    | 0.04%             | 2030-03-11      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| GALAXY BIDCO LTD                                                                                    | Galaxy Bidco Ltd                                                                | CUSIP: 000000000<br>LEI: 2138006O8YW3QCHKDY76 | Long             | DBT              | CORP              | GB        |    173000 | PA      | $248570.31    | 0.03%             | 2029-12-19      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| TRAD & DEV BANK MONGOLIA                                                                            | Trade & Development Bank of Mongolia LLC                                        | CUSIP: 000000000<br>LEI: 549300O080RZNQXWR806 | Long             | DBT              | CORP              | MN        |    467000 | PA      | $468994.09    | 0.05%             | 2027-12-23      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| GRIFOLS SA                                                                                          | Grifols SA                                                                      | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    680000 | PA      | $842776.89    | 0.09%             | 2030-05-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                                               | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    302511 | PA      | $299255.98    | 0.03%             | 2038-02-15      | Variable      | 3.60%                 | Yes           | 2                  | On Loan: No      |
| Sri Lanka Government International Bonds                                                            | Sri Lanka Government International Bonds                                        | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    398000 | PA      | $393717.52    | 0.04%             | 2038-02-15      | Variable      | 3.60%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                                               | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     77223 | PA      | $76111.76     | 0.01%             | 2036-05-15      | Variable      | 3.60%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                                               | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    398307 | PA      | $325070.29    | 0.03%             | 2035-06-15      | Variable      | 3.60%                 | Yes           | 2                  | On Loan: No      |
| ENEL SPA                                                                                            | Enel SpA                                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |   1000000 | PA      | $1202975.70   | 0.13%             | 2032-10-14      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| LA POSTE SA                                                                                         | La Poste SA                                                                     | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $246822.97    | 0.03%             | 2031-04-16      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Egypt Government International Bonds                                                                | Egypt Government International Bonds                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    670000 | PA      | $729053.80    | 0.08%             | 2030-02-04      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| ENGINEERING SPA                                                                                     | Engineering - Ingegneria Informatica - SpA                                      | CUSIP: 000000000<br>LEI: 81560042F5E23EE61346 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $118562.22    | 0.01%             | 2030-02-15      | Floating      | 7.77%                 | Yes           | 2                  | On Loan: No      |
| OVH GROUPE SAS                                                                                      | OVH Groupe SA                                                                   | CUSIP: 000000000<br>LEI: 9695001J8OSOVX4TP939 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $118664.16    | 0.01%             | 2031-02-05      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Romania Government International Bonds                                                              | Romania Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    998000 | PA      | $1107071.42   | 0.12%             | 2037-02-10      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                                                             | Summer BC Holdco B SARL                                                         | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $662897.26    | 0.07%             | 2030-02-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| METRO AG                                                                                            | METRO AG                                                                        | CUSIP: 000000000<br>LEI: 5299006EQ03K3SSUYS12 | Long             | DBT              | CORP              | DE        |    985000 | PA      | $1225772.64   | 0.13%             | 2030-03-05      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| SNF GROUP SACA                                                                                      | SNF Group SACA                                                                  | CUSIP: 000000000<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $122177.53    | 0.01%             | 2032-03-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| VIRIDIEN                                                                                            | Viridien                                                                        | CUSIP: 000000000<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    135632 | PA      | $172436.36    | 0.02%             | 2030-10-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| CENTRAL PLAZA DEV LTD                                                                               | Central Plaza Development Ltd                                                   | CUSIP: 000000000<br>LEI: 254900HLDKFNM2WUVJ54 | Long             | DBT              | CORP              | VG        |    866000 | PA      | $870780.32    | 0.09%             | 2028-03-21      | Fixed         | 7.15%                 | Yes           | 2                  | On Loan: No      |
| Ivory Coast Government International Bonds                                                          | Ivory Coast Government International Bonds                                      | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $213228.00    | 0.02%             | 2036-04-01      | Fixed         | 8.08%                 | Yes           | 2                  | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                                                             | Unibail-Rodamco-Westfield SE                                                    | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |    900000 | PA      | $1098424.31   | 0.11%             | 2030-07-04      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| CITYCON TREASURY BV                                                                                 | Citycon Treasury BV                                                             | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |    650000 | PA      | $734102.98    | 0.08%             | 2031-07-08      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| CIDRON AIDA FINCO SARL                                                                              | Cidron Aida Finco Sarl                                                          | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $704700.42    | 0.07%             | 2031-10-27      | Fixed         | 9.13%                 | Yes           | 2                  | On Loan: No      |
| OMNIYAT SUKUK 1 LTD                                                                                 | Omniyat Sukuk 1 Ltd                                                             | CUSIP: 000000000<br>LEI: 254900RFKE3XFTFFLM58 | Long             | DBT              | CORP              | KY        |    630000 | PA      | $648131.40    | 0.07%             | 2028-05-06      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| EIRCOM FINANCE DAC                                                                                  | eircom Finance DAC                                                              | CUSIP: 000000000<br>LEI: 254900NA4DUH50UERM85 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $723321.63    | 0.08%             | 2031-04-30      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| WINTERSHALL DEA FIN 2BV                                                                             | Wintershall Dea Finance 2 BV                                                    | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $492109.72    | 0.05%             | 2030-05-08      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| TDC NET AS                                                                                          | TDC Net A/S                                                                     | CUSIP: 000000000<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |    500000 | PA      | $619896.33    | 0.06%             | 2032-08-09      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                                                            | Nidda Healthcare Holding GmbH                                                   | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    800000 | PA      | $977998.73    | 0.10%             | 2030-10-23      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                                                             | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $120729.04    | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                                              | Volkswagen International Finance NV                                             | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $878417.51    | 0.09%             | 2033-11-15      | Fixed         | 5.99%                 | Yes           | 2                  | On Loan: No      |
| ALBION FINANCING 1SARL /                                                                            | Albion Financing 1 SARL / Aggreko Holdings Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $244784.17    | 0.03%             | 2030-05-21      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| EDP SA                                                                                              | EDP SA                                                                          | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |    300000 | PA      | $362087.54    | 0.04%             | 2055-05-27      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| SUNRISE FINCO I BV                                                                                  | Sunrise FinCo I BV                                                              | CUSIP: 000000000<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $239540.18    | 0.02%             | 2032-05-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                                               | Trivium Packaging Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $437254.71    | 0.05%             | 2030-07-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| WORLDLINE SA/FRANCE                                                                                 | Worldline SA/France                                                             | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $720376.04    | 0.07%             | 2030-06-10      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                                | ZF Europe Finance BV                                                            | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $126575.18    | 0.01%             | 2030-06-12      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| HUNGARY                                                                                             | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1225000 | PA      | $1253199.50   | 0.13%             | 2030-09-26      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| TEAMSYSTEM SPA                                                                                      | TeamSystem SpA                                                                  | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |    160000 | PA      | $187759.37    | 0.02%             | 2031-07-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| FIBERCOP SPA                                                                                        | Fibercop SpA                                                                    | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    500000 | PA      | $606223.32    | 0.06%             | 2032-06-30      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| LUNA 2 5SARL                                                                                        | Luna 2 5SARL                                                                    | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $120830.98    | 0.01%             | 2032-07-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                                                                            | Hazine Mustesarligi Varlik Kiralama AS                                          | CUSIP: 000000000<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |   1252000 | PA      | $1307238.24   | 0.14%             | 2030-09-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                                                              | Kazakhstan Government International Bond                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    434000 | PA      | $440327.72    | 0.05%             | 2037-07-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| ARQIVA BROADC FINANCE PL                                                                            | Arqiva Broadcast Finance PLC                                                    | CUSIP: 000000000<br>LEI: 5493007PMKIGKNYH2S25 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $534291.68    | 0.06%             | 2030-07-01      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| TECHEM VERWALTUNGSGESELL                                                                            | Techem Verwaltungsgesellschaft 675 mbH                                          | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $835204.41    | 0.09%             | 2032-07-15      | Floating      | 5.03%                 | Yes           | 2                  | On Loan: No      |
| FRONERI LUX FINCO SARL                                                                              | Froneri Lux FinCo SARL                                                          | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $298628.08    | 0.03%             | 2032-08-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| INTRUM INV AND FIN                                                                                  | Intrum Investments And Financing AB                                             | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |    503092 | PA      | $587329.18    | 0.06%             | 2027-09-11      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| LUNA 1.5 SARL                                                                                       | Luna 1.5 Sarl                                                                   | CUSIP: 000000000<br>LEI: 64884UZ60Y77J5XK5C41 | Long             | DBT              | CORP              | LU        |    350000 | PA      | $434039.45    | 0.05%             | 2032-07-01      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| ILIAD SA                                                                                            | iliad SA                                                                        | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $360035.70    | 0.04%             | 2032-01-09      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| TURKIYE VARLIK FONU                                                                                 | Turkiye Varlik Fonu Yonetimi AS                                                 | CUSIP: 000000000<br>LEI: 789000MAPAG7J8DI3112 | Long             | DBT              | CORP              | TR        |    577000 | PA      | $600074.23    | 0.06%             | 2035-09-10      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                                                                  | Vodafone Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $591655.38    | 0.06%             | 2055-09-12      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                                             | Veolia Environnement SA                                                         | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $1074826.38   | 0.11%             | 2032-10-24      | Fixed         | 4.32%                 | Yes           | 2                  | On Loan: No      |
| PRA GROUP EUROPE HOLDING                                                                            | PRA Group Europe Holding II Sarl                                                | CUSIP: 000000000<br>LEI: 635400CWOMLGBIP4GA24 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $287518.39    | 0.03%             | 2032-09-30      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ABU DHABI GOVT INT'L                                                                                | Abu Dhabi Government International Bond                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    294000 | PA      | $288769.74    | 0.03%             | 2035-10-02      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                                                                    | Altice France SA                                                                | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    148460 | PA      | $169864.04    | 0.02%             | 2032-04-15      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| TURK TELEKOMUNIKASYON AS                                                                            | Turk Telekomunikasyon AS                                                        | CUSIP: 000000000<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |    851000 | PA      | $867730.66    | 0.09%             | 2032-10-07      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| ION PLATFORM FINANCE SAR                                                                            | ION Platform Finance SARL                                                       | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |    160000 | PA      | $170690.34    | 0.02%             | 2032-09-30      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| ION PLATFORM FINANCE SAR                                                                            | ION Platform Finance SARL                                                       | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |    160000 | PA      | $173309.48    | 0.02%             | 2030-09-30      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF ANGOLA                                                                                  | Angolan Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $200534.00    | 0.02%             | 2035-10-15      | Fixed         | 9.88%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF ANGOLA                                                                                  | Angolan Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    211000 | PA      | $212928.54    | 0.02%             | 2031-01-15      | Fixed         | 9.24%                 | Yes           | 2                  | On Loan: No      |
| OMAN SOVEREIGN SUKUK                                                                                | Oman Sovereign Sukuk Co                                                         | CUSIP: 000000000<br>LEI: 549300KM6RUZQLK8LU36 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $196570.00    | 0.02%             | 2033-04-17      | Fixed         | 4.53%                 | Yes           | 2                  | On Loan: No      |
| TDC NET AS                                                                                          | TDC Net A/S                                                                     | CUSIP: 000000000<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $239620.78    | 0.02%             | 2033-10-22      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                                                              | Kazakhstan Government International Bond                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    337000 | PA      | $333552.49    | 0.03%             | 2030-10-28      | Fixed         | 4.41%                 | Yes           | 2                  | On Loan: No      |
| TC ZIRAAT BANKASI AS                                                                                | TC Ziraat Bankasi AS                                                            | CUSIP: 000000000<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |    405000 | PA      | $411196.50    | 0.04%             | 2030-11-05      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| GATWICK AIRPORT FINANCE                                                                             | Gatwick Airport Finance PLC                                                     | CUSIP: 000000000<br>LEI: 213800BDRHDHRGTQ1D63 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $1103185.93   | 0.11%             | 2030-11-21      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| ENTAIN PLC                                                                                          | Entain PLC                                                                      | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | DBT              | CORP              | IM        |    500000 | PA      | $595549.25    | 0.06%             | 2031-11-30      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| UZAUTO MOTORS AJ                                                                                    | Uzauto Motors AJ                                                                | CUSIP: 000000000<br>LEI: 25490082QA3E2MKBZI88 | Long             | DBT              | CORP              | UZ        |    822000 | PA      | $843133.62    | 0.09%             | 2030-11-19      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| EDP SA                                                                                              | EDP SA                                                                          | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |    500000 | PA      | $594221.66    | 0.06%             | 2055-12-02      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                                            | Republic of South Africa Government International Bond                          | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    455000 | PA      | $441072.45    | 0.05%             | 2037-12-11      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                                                                                  | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     61000 | PA      | $48589.55     | 0.01%             | 2032-02-01      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Q-PARK HOLDING I BV                                                                                 | Q-Park Holding I BV                                                             | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $354623.40    | 0.04%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| FRONERI LUX FINCO SARL                                                                              | Froneri Lux FinCo SARL                                                          | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    430000 | PA      | $512860.45    | 0.05%             | 2032-08-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| BETCLIC EVEREST GROUP SA                                                                            | Betclic Everest Group SAS                                                       | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $478933.38    | 0.05%             | 2031-12-10      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF ECUADOR                                                                                 | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    723000 | PA      | $742130.58    | 0.08%             | 2039-01-29      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF ECUADOR                                                                                 | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   1244000 | PA      | $1258194.04   | 0.13%             | 2034-01-29      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| VIRGIN MEDIA O2 VEND FIN                                                                            | Virgin Media O2 Vendor Financing Notes VII DAC                                  | CUSIP: 000000000<br>LEI: 984500871CCF07442C21 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $235915.38    | 0.02%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.                                                        | 10YR MINI JGB FUT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DIR              |  | SG        |        -4 | NC      | $99.12        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BOBL FUTURE MAR26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        85 | NC      | $23979.62     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BUND FUTURE MAR26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -80 | NC      | $3899.57      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US LONG BOND(CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       101 | NC      | $-24162.53    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US LONG BOND(CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -50 | NC      | $64370.73     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       108 | NC      | $-83331.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -111 | NC      | $84410.81     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US ULTRA BOND CBT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        90 | NC      | $-94412.03    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US ULTRA BOND CBT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -9 | NC      | $10542.31     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       348 | NC      | $37572.63     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -54 | NC      | $12443.36     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       357 | NC      | $-151338.02   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -161 | NC      | $39099.90     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR ULTRA FUT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        79 | NC      | $-88813.86    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR ULTRA FUT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -74 | NC      | $73455.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe                                                                                  | LONG GILT FUTURE MAR26                                                          | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        65 | NC      | $-16408.38    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ASX Clear (Futures)                                                                                 | AUST 10Y BOND FUT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       298 | NC      | $-2679.02     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Osaka Exchange                                                                                      | JPN 10Y BOND(OSE) MAR26                                                         | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |       -17 | NC      | $129152.24    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DAILY MAIL & GENL TRUST                                                                             | Daily Mail & General Trust P L C                                                | CUSIP: 000000000<br>LEI: 4OFD47D73QFJ1T1MOF29 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $617383.25    | 0.06%             | 2027-06-21      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| GAZPROM (GAZ CAPITAL SA)                                                                            | Gazprom PJSC Via Gaz Capital SA                                                 | CUSIP: 000000000<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $723030.00    | 0.08%             | 2037-08-16      | Fixed         | 7.29%                 | Yes           | 2                  | On Loan: No      |
| CEZ AS                                                                                              | CEZ AS                                                                          | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |    383000 | PA      | $355393.36    | 0.04%             | 2042-04-03      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| OJSC RUSS AGRIC BK(RSHB)                                                                            | Russian Agricultural Bank OJSC Via RSHB Capital SA                              | CUSIP: 000000000<br>LEI: 549300HJLYSVPSG9BG79 | Long             | DBT              | CORP              | LU        |    475000 | PA      | $119301.00    | 0.01%             | 2023-10-16      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                                            | Comision Federal de Electricidad                                                | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    288000 | PA      | $246824.64    | 0.03%             | 2049-07-30      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| EUTELSAT SA                                                                                         | Eutelsat SA                                                                     | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $801077.01    | 0.08%             | 2028-10-13      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| SAINSBURYS BANK PLC                                                                                 | Sainsbury's Bank PLC                                                            | CUSIP: 000000000<br>LEI: 213800VDIFGJM2DF1R46 | Long             | DBT              | CORP              | GB        |    180000 | PA      | $266953.11    | 0.03%             | 2033-03-12      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| BCP MODULAR SERVICES                                                                                | BCP V Modular Services Finance II PLC                                           | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $393920.69    | 0.04%             | 2028-11-30      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| NEW IMMO HOLDING SA                                                                                 | New Immo Holding SA                                                             | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $483172.19    | 0.05%             | 2028-12-08      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| ATOS SE                                                                                             | Atos SE                                                                         | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |    450000 | PA      | $550556.34    | 0.06%             | 2030-12-18      | Variable      | 5.20%                 | Yes           | 2                  | On Loan: No      |
| ATOS SE                                                                                             | Atos SE                                                                         | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |    319982 | PA      | $431124.36    | 0.04%             | 2029-12-18      | Variable      | 9.36%                 | Yes           | 2                  | On Loan: No      |
| TEVA PHARM FNC NL II                                                                                | Teva Pharmaceutical Finance Netherlands II BV                                   | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $937791.67    | 0.10%             | 2027-03-31      | Fixed         | 1.88%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                 | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $602489.47    | 0.06%             | 2028-02-21      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| PTTEP TREASURY CENTER CO                                                                            | PTTEP Treasury Center Co Ltd                                                    | CUSIP: 000000000<br>LEI: 2549006WFOUPZX6TZG08 | Long             | DBT              | CORP              | TH        |    370000 | PA      | $398541.63    | 0.04%             | 2042-06-12      | Fixed         | 6.35%                 | Yes           | 2                  | On Loan: No      |
| CFAMC III CO LTD                                                                                    | CFAMC III Co Ltd                                                                | CUSIP: 000000000<br>LEI: 5493006V07LYI3HE6G83 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $200732.62    | 0.02%             | 2027-04-27      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| MONTEGO BAY AIRPORT REVE                                                                            | Montego Bay Airport Revenue Finance Ltd                                         | CUSIP: 000000000<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $199281.40    | 0.02%             | 2035-06-15      | Fixed         | 6.60%                 | Yes           | 2                  | On Loan: No      |
| Saudi Electricity Global Sukuk Co. 3                                                                | Saudi Electricity Global Sukuk Co. 3                                            | CUSIP: 000000000<br>LEI: 549300BJ6IA5S2UFVN71 | Long             | DBT              | CORP              | KY        |     51000 | PA      | $50303.67     | 0.01%             | 2044-04-08      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| TIERRA MOJADA LUX II SRL                                                                            | Tierra Mojada Luxembourg II Sarl                                                | CUSIP: 000000000<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |    215916 | PA      | $211869.38    | 0.02%             | 2040-12-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| OJSC RUSS AGRIC BK(RSHB)                                                                            | Russian Agricultural Bank OJSC Via RSHB Capital SA                              | CUSIP: 000000000<br>LEI: 549300HJLYSVPSG9BG79 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $50231.64     | 0.01%             | 2023-10-16      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Egypt Government International Bonds                                                                | Egypt Government International Bonds                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   2213000 | PA      | $2135937.94   | 0.22%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| OZTEL HOLDINGS SPC LTD                                                                              | Oztel Holdings SPC Ltd                                                          | CUSIP: 000000000<br>LEI: 549300RABIG0RH4JYT64 | Long             | DBT              | CORP              | AE        |    228000 | PA      | $236356.20    | 0.02%             | 2028-04-24      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Saudi Arabian Oil Co.                                                                               | Saudi Arabian Oil Co.                                                           | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    619000 | PA      | $553164.58    | 0.06%             | 2039-04-16      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Bahrain Government International Bonds                                                              | Bahrain Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    243000 | PA      | $251030.18    | 0.03%             | 2028-10-12      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| LEBANESE REPUBLIC                                                                                   | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |   1227000 | PA      | $357925.59    | 0.04%             | 2028-11-03      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| LEBANESE REPUBLIC                                                                                   | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    488000 | PA      | $141421.56    | 0.01%             | 2026-11-27      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                                                             | Aeropuerto Internacional de Tocumen SA                                          | CUSIP: 000000000<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    686000 | PA      | $574669.74    | 0.06%             | 2041-08-11      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| El Salvador Government International Bonds                                                          | El Salvador Government International Bonds                                      | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   1095000 | PA      | $1241111.20   | 0.13%             | 2052-07-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                                                                            | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1194552 | PA      | $1244043.31   | 0.13%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| BANCO DEL ESTADO -CHILE                                                                             | Banco del Estado de Chile                                                       | CUSIP: 000000000<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |    869000 | PA      | $922215.60    | 0.10%             | 2029-05-02      | Fixed         | 7.95%                 | Yes           | 2                  | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                                                            | Banco Nacional de Panama                                                        | CUSIP: 000000000<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |    704000 | PA      | $624416.41    | 0.06%             | 2030-08-11      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                                               | Venezuela Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    711000 | PA      | $269272.07    | 0.03%             | 2049-05-07      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                                               | Venezuela Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     32000 | PA      | $14095.92     | 0.00%             | 2022-08-23      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| AXIA ENERGIA                                                                                        | Axia Energia                                                                    | CUSIP: 000000000<br>LEI: 254900I8KYDELP4B4Z08 | Long             | DBT              | CORP              | BR        |   1221000 | PA      | $1265038.97   | 0.13%             | 2035-01-11      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| COMISION EJ HI RIO LEMPA                                                                            | Comision Ejecutiva Hidroelectrica del Rio Lempa                                 | CUSIP: 000000000<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |   1219000 | PA      | $1301404.46   | 0.14%             | 2033-01-24      | Fixed         | 8.65%                 | Yes           | 2                  | On Loan: No      |
| CODELCO INC                                                                                         | Corp Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    615000 | PA      | $397104.04    | 0.04%             | 2051-01-15      | Fixed         | 3.15%                 | Yes           | 2                  | On Loan: No      |
| CODELCO INC                                                                                         | Corp Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   1000000 | PA      | $1070377.22   | 0.11%             | 2055-01-13      | Fixed         | 6.78%                 | Yes           | 2                  | On Loan: No      |
| Dominican Republic International Bonds                                                              | Dominican Republic International Bonds                                          | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    202000 | PA      | $199638.25    | 0.02%             | 2049-06-05      | Fixed         | 6.40%                 | Yes           | 2                  | On Loan: No      |
| Dominican Republic International Bonds                                                              | Dominican Republic International Bonds                                          | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   2223000 | PA      | $2373066.75   | 0.25%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| Dominican Republic International Bonds                                                              | Dominican Republic International Bonds                                          | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    175000 | PA      | $187043.00    | 0.02%             | 2055-02-24      | Fixed         | 7.15%                 | Yes           | 2                  | On Loan: No      |
| Costa Rica Government International Bonds                                                           | Costa Rica Government International Bonds                                       | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    805000 | PA      | $840287.71    | 0.09%             | 2031-02-19      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| COSTA RICA GOVERNMENT                                                                               | Costa Rica Government International Bond                                        | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    200000 | PA      | $216076.10    | 0.02%             | 2034-04-03      | Fixed         | 6.55%                 | Yes           | 2                  | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                                                            | Empresa Nacional del Petroleo                                                   | CUSIP: 000000000<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    338000 | PA      | $282957.11    | 0.03%             | 2047-09-14      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| EMPRESA DE TRANSMISION                                                                              | Empresa de Transmision Electrica SA                                             | CUSIP: 000000000<br>LEI: 254900RX1DOMC83TZ320 | Long             | DBT              | CORP              | PA        |   1216000 | PA      | $936268.00    | 0.10%             | 2049-05-02      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| EMPRESA DE TRANSPORTE ME                                                                            | Empresa de Transporte de Pasajeros Metro SA                                     | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |    568000 | PA      | $526165.10    | 0.05%             | 2047-01-25      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Bolivia Government International Bonds                                                              | Bolivia Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |    200000 | PA      | $187984.97    | 0.02%             | 2028-03-20      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| GRUPO ENERGIA BOGOTA                                                                                | Grupo Energia Bogota SA ESP                                                     | CUSIP: 000000000<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |    980000 | PA      | $963829.88    | 0.10%             | 2035-10-22      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                                               | Guatemala Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    389000 | PA      | $389391.20    | 0.04%             | 2028-02-13      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                                               | Guatemala Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $198955.89    | 0.02%             | 2027-06-05      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| INSTITUTO COSTARRICENSE                                                                             | Instituto Costarricense de Electricidad                                         | CUSIP: 000000000<br>LEI: 5493009VA6AFUB2Q0289 | Long             | DBT              | CORP              | CR        |   1236000 | PA      | $1227461.29   | 0.13%             | 2043-05-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| MEXICO CITY ARPT TRUST                                                                              | Mexico City Airport Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    225000 | PA      | $193801.31    | 0.02%             | 2047-07-31      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| OLEODUCTO CENTRAL SA                                                                                | Oleoducto Central SA                                                            | CUSIP: 000000000<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |    254000 | PA      | $250175.57    | 0.03%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Paraguay Government International Bonds                                                             | Paraguay Government International Bonds                                         | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    400000 | PA      | $403110.66    | 0.04%             | 2031-04-28      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                                                | Paraguay Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    400000 | PA      | $417967.97    | 0.04%             | 2033-08-21      | Fixed         | 5.85%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                                                | Paraguay Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $213737.74    | 0.02%             | 2055-03-04      | Fixed         | 6.65%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                                            | Petroleos de Venezuela SA                                                       | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   1075200 | PA      | $321990.14    | 0.03%             | 2027-04-12      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                                            | Petroleos de Venezuela SA                                                       | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    902700 | PA      | $347423.61    | 0.04%             | 2022-02-17      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                                            | Petroleos de Venezuela SA                                                       | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    502392 | PA      | $152251.30    | 0.02%             | 2024-05-16      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS DEL PERU SA                                                                               | Petroleos del Peru SA                                                           | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |   1073000 | PA      | $810444.15    | 0.08%             | 2032-06-19      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS DEL PERU SA                                                                               | Petroleos del Peru SA                                                           | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |   1532000 | PA      | $1030402.61   | 0.11%             | 2047-06-19      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| PORT OF SPAIN WATERFRONT                                                                            | Port Of Spain Waterfront Development                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    455300 | PA      | $458412.00    | 0.05%             | 2040-02-19      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| TRINIDAD GEN UNLTD                                                                                  | Trinidad Generation UnLtd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    522000 | PA      | $548002.43    | 0.06%             | 2033-06-16      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                                               | Venezuela Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   1381700 | PA      | $474517.00    | 0.05%             | 2019-10-13      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                                                | YPF SA                                                                          | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    250000 | PA      | $252497.78    | 0.03%             | 2027-07-21      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                                                | YPF SA                                                                          | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    387000 | PA      | $400430.70    | 0.04%             | 2029-06-27      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                                                | YPF SA                                                                          | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    297000 | PA      | $314088.66    | 0.03%             | 2031-01-17      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                                              | Resorts World Las Vegas LLC / RWLV Capital Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    463000 | PA      | $422310.09    | 0.04%             | 2029-04-16      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Republic of Kenya Government International Bonds                                                    | Republic of Kenya Government International Bonds                                | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $191936.00    | 0.02%             | 2048-02-28      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                                            | OCP SA                                                                          | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    126000 | PA      | $129820.76    | 0.01%             | 2044-04-25      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Ivory Coast Government International Bonds                                                          | Ivory Coast Government International Bonds                                      | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $197617.79    | 0.02%             | 2033-06-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| Senegal Government International Bonds                                                              | Senegal Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    262000 | PA      | $151204.66    | 0.02%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| KazMunayGas National Co. JSC                                                                        | KazMunayGas National Co. JSC                                                    | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    662000 | PA      | $663762.44    | 0.07%             | 2048-10-24      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| KazMunayGas National Co. JSC                                                                        | KazMunayGas National Co. JSC                                                    | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    319000 | PA      | $299197.05    | 0.03%             | 2047-04-19      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| MALAYSIA WAKALA SUKUK                                                                               | Malaysia Wakala Sukuk Bhd                                                       | CUSIP: 000000000<br>LEI: 254900MRLMI21YQTK511 | Long             | DBT              | NUSS              | MY        |    250000 | PA      | $177410.20    | 0.02%             | 2051-04-28      | Fixed         | 3.08%                 | Yes           | 2                  | On Loan: No      |
| NAKILAT INC                                                                                         | Nakilat Inc                                                                     | CUSIP: 000000000<br>LEI: 2549006RMTDJWLLWF072 | Long             | DBT              | CORP              | MH        |     70332 | PA      | $74238.62     | 0.01%             | 2033-12-31      | Fixed         | 6.07%                 | Yes           | 2                  | On Loan: No      |
| PETRONAS CAPITAL LTD                                                                                | Petronas Capital Ltd                                                            | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    717000 | PA      | $737943.25    | 0.08%             | 2031-01-03      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| PETRONAS CAPITAL LTD                                                                                | Petronas Capital Ltd                                                            | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    684000 | PA      | $458456.73    | 0.05%             | 2061-04-28      | Fixed         | 3.40%                 | Yes           | 2                  | On Loan: No      |
| PETRONAS CAPITAL LTD                                                                                | Petronas Capital Ltd                                                            | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    912000 | PA      | $819073.96    | 0.09%             | 2032-01-28      | Fixed         | 2.48%                 | Yes           | 2                  | On Loan: No      |
| Republic of Azerbaijan International Bonds                                                          | Republic of Azerbaijan International Bonds                                      | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |    200000 | PA      | $186334.11    | 0.02%             | 2032-09-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| STATE OIL CO OF THE AZER                                                                            | State Oil Co of the Azerbaijan Republic                                         | CUSIP: 000000000<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | CORP              | AZ        |    233000 | PA      | $252126.28    | 0.03%             | 2030-03-18      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

**Name of Applicant:** RUSSELL INVESTMENT CO

**Signature:** Ross Erickson

**Name of Signer:** Ross Erickson

**Title:** Treasurer, Principal Accounting Officer and Principal Financial Officer