# EDGAR Filing Document

**Accession Number:** 0000906013
**File Stem:** 0001410368-26-051283
**Filing Date:** 2026-5
**Character Count:** 685942
**Document Hash:** 2c30e0399773cd6291c807ca911c1d9d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-051283.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0001410368-26-051283

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ALLIANCEBERNSTEIN GLOBAL HIGH INCOME FUND INC
- **CENTRAL INDEX KEY:** 0000906013

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07732
- **FILM NUMBER:** 261017825

**BUSINESS ADDRESS:**
- **STREET 1:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001
- **BUSINESS PHONE:** 2129691000

**MAIL ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCE WORLD DOLLAR GOVERNMENT FUND II INC
- **DATE OF NAME CHANGE:** 19930714

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AllianceBernstein Global High Income Fund Inc

- **b. Investment Company Act file number:** 811-07732

- **c. CIK number of Registrant:** 0000906013

- **d. LEI of Registrant:** AE2ZT9UGMEIJ7T4R5734

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10001

  - **Telephone number:** 212-969-1000

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

- **a. Name of Series:** AllianceBernstein Global High Income Fund Inc

- **c. LEI of Series:** AE2ZT9UGMEIJ7T4R5734

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $1385836270.96

**Total Liabilities:** $422561901.99

**Net Assets:** $963274368.97

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -226.39000000 | **1-Year:** -5902.11000000 | **5-Year:** -23583.66000000 | **10-Year:** -21089.08000000 | **30-Year:** -7341.56000000

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

- **3-Month:** -2951.70000000 | **1-Year:** -72630.18000000 | **5-Year:** -200172.22000000 | **10-Year:** -43999.02000000 | **30-Year:** -6997.03000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.03%               | -1.74%               | -1.77%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-698548.41              | $2944838.90                                |
| Month 2  | $1242371.40              | $-6387387.00                               |
| Month 3  | $-239373.95              | $-19154517.29                              |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays Global High Yield Hedged in USD

- **Index Identifier:** LG30TRUU:IND

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GLOBAL AUTO HO/AAG FH UK                                                      | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                                               | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2245000 | PA      | $2060169.33   | 0.21%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                                      | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                                               | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1125000 | PA      | $961336.47    | 0.10%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                                      | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                                               | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      358000 | PA      | $356383.35    | 0.04%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                                  | ADT Security Corp/The                                                                                                                                | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      464000 | PA      | $443252.70    | 0.05%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                                                       | Acu Petroleo Luxembourg Sarl                                                                                                                         | CUSIP: 00110RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      463157 | PA      | $470104.15    | 0.05%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                                  | AES Andes SA                                                                                                                                         | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      482000 | PA      | $492543.75    | 0.05%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                                  | AES Andes SA                                                                                                                                         | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      274000 | PA      | $287799.91    | 0.03%             | 2055-06-10      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                  | AES Corp/The                                                                                                                                         | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       72000 | PA      | $71480.21     | 0.01%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                  | AES Corp/The                                                                                                                                         | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      433000 | PA      | $403830.98    | 0.04%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                              | AMC Networks Inc                                                                                                                                     | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      898000 | PA      | $886390.38    | 0.09%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                                                                | ANGI Group LLC                                                                                                                                       | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2420000 | PA      | $2161870.51   | 0.22%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                                                        | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves                                                                     | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      418000 | PA      | $377782.31    | 0.04%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                                            | APLD ComputeCo LLC                                                                                                                                   | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      524000 | PA      | $539929.28    | 0.06%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                                                      | ASP UNIFRAX HLDGS INC                                                                                                                                | CUSIP: 00218LAG6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     3042101 | PA      | $1541812.78   | 0.16%             | 2029-09-30      | Fixed         | 11.17%                | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                                                      | ASP Unifrax Holdings Inc                                                                                                                             | CUSIP: 00218LAH4<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     2692231 | PA      | $158648.08    | 0.02%             | 2029-09-30      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                      | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                                      | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      122476 | PA      | $122408.28    | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | 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        |     4006741 | PA      | $3975535.26   | 0.41%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                      | Acadia Healthcare Co Inc                                                                                                                             | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      944000 | PA      | $968125.01    | 0.10%             | 2033-03-05      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                        | Acrisure LLC / Acrisure Finance Inc                                                                                                                  | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      326000 | PA      | $306168.40    | 0.03%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                        | Acrisure LLC / Acrisure Finance Inc                                                                                                                  | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1048000 | PA      | $1036863.85   | 0.11%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                        | Acrisure LLC / Acrisure Finance Inc                                                                                                                  | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      675000 | PA      | $675193.34    | 0.07%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                        | Acrisure LLC / Acrisure Finance Inc                                                                                                                  | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      659000 | PA      | $653490.86    | 0.07%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                                        | Adient Global Holdings Ltd                                                                                                                           | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      207000 | PA      | $210058.18    | 0.02%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                                        | Adient Global Holdings Ltd                                                                                                                           | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      856000 | PA      | $860031.64    | 0.09%             | 2033-01-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                            | Advance Auto Parts Inc                                                                                                                               | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     3821000 | PA      | $3869019.58   | 0.40%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                            | Advance Auto Parts Inc                                                                                                                               | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      778000 | PA      | $786208.91    | 0.08%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                                            | Aegea Finance Sarl                                                                                                                                   | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $538673.76    | 0.06%             | 2036-01-20      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                            | Osaic Holdings Inc                                                                                                                                   | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      179000 | PA      | $176743.77    | 0.02%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AEGON LTD                                                                     | Aegon Ltd                                                                                                                                            | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | NL        |      329000 | PA      | $328318.39    | 0.03%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                                         | Ahead DB Holdings LLC                                                                                                                                | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |      525000 | PA      | $513742.16    | 0.05%             | 2028-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                                    | Air Canada                                                                                                                                           | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |      845000 | PA      | $841020.68    | 0.09%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                | Air Lease Corp                                                                                                                                       | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     1229000 | PA      | $1220249.80   | 0.13%             | 2026-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                                                    | Akbank TAS                                                                                                                                           | CUSIP: 00971YAL4<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |      263000 | PA      | $267975.96    | 0.03%             | 2030-01-20      | Fixed         | 7.50%                 | No            |                  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        |      485000 | PA      | $462521.71    | 0.05%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  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        |     1654000 | PA      | $1636006.94   | 0.17%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                                       | Alcoa Nederland Holding BV                                                                                                                           | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |      745000 | PA      | $722153.03    | 0.07%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                                       | Algonquin Power & Utilities Corp                                                                                                                     | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |      372000 | PA      | $360453.40    | 0.04%             | 2082-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                                           | Allegiant Travel Co                                                                                                                                  | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |      760000 | PA      | $762382.26    | 0.08%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                         | Bread Financial Holdings Inc                                                                                                                         | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |      767000 | PA      | $775338.39    | 0.08%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                         | Bread Financial Holdings Inc                                                                                                                         | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |      662000 | PA      | $656902.88    | 0.07%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alliance Bernstein                                                            | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                                                     | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |    11789505 | NS      | $11789504.99  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                      | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                                       | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2822000 | PA      | $2836820.72   | 0.29%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                      | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                                       | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      139000 | PA      | $140184.09    | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                              | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                                          | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      327000 | PA      | $316232.82    | 0.03%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                       | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                                         | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1930000 | PA      | $1885413.00   | 0.20%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                      | Allison Transmission Inc                                                                                                                             | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      537000 | PA      | $541310.22    | 0.06%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                      | Allison Transmission Inc                                                                                                                             | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      845000 | PA      | $786547.61    | 0.08%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED GBP / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | GB        |           1 | NC      | $-46.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | Ally Financial Inc                                                                                                                                   | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     2950000 | PA      | $2921207.03   | 0.30%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | Ally Financial Inc                                                                                                                                   | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      256000 | PA      | $236573.34    | 0.02%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | Ally Financial Inc                                                                                                                                   | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      500000 | PA      | $503805.72    | 0.05%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | Ally Financial Inc                                                                                                                                   | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      380000 | PA      | $396253.27    | 0.04%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                                      | Allwyn Entertainment Financing UK PLC                                                                                                                | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $203250.00    | 0.02%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                              | Altice France SA                                                                                                                                     | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     1061737 | PA      | $1071437.92   | 0.11%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                              | Altice France SA                                                                                                                                     | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     1262195 | PA      | $1207756.29   | 0.13%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                              | Altice France SA                                                                                                                                     | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      298018 | PA      | $283181.45    | 0.03%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                              | Altice France SA                                                                                                                                     | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      250678 | PA      | $237022.54    | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                              | Altice France SA                                                                                                                                     | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     1391767 | PA      | $1319029.92   | 0.14%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRAN LUX 3/HOLD 1                                                      | Altice France Lux 3 / Altice Holdings 1                                                                                                              | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      691302 | PA      | $627355.18    | 0.07%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ALTA EQUIPMENT GROUP                                                          | Alta Equipment Group Inc                                                                                                                             | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |      415000 | PA      | $370160.94    | 0.04%             | 2029-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                                                   | AltaGas Ltd                                                                                                                                          | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |      405000 | PA      | $409551.98    | 0.04%             | 2054-10-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-HY12                                                                                                                     | CUSIP: 02146PAF2<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      339483 | PA      | $320483.52    | 0.03%             | 2036-08-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-24CB                                                                                                                     | CUSIP: 02146TAQ0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      447280 | PA      | $215858.30    | 0.02%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2007-7T2                                                                                                                      | CUSIP: 02147BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1889452 | PA      | $566049.11    | 0.06%             | 2037-04-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-42                                                                                                                       | CUSIP: 02148YAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      425913 | PA      | $221974.15    | 0.02%             | 2047-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                           | Altice Financing SA                                                                                                                                  | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     1249000 | PA      | $875690.70    | 0.09%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                               | Alumina Pty Ltd                                                                                                                                      | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |      912000 | PA      | $928856.34    | 0.10%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                               | Alumina Pty Ltd                                                                                                                                      | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |     1153000 | PA      | $1178759.36   | 0.12%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                                              | Ambipar Lux Sarl                                                                                                                                     | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |     1082000 | PA      | $147130.36    | 0.02%             | 2033-02-05      | Fixed         | 10.87%                | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                          | Amentum Holdings Inc                                                                                                                                 | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     1545000 | PA      | $1599719.59   | 0.17%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                                       | American Axle & Manufacturing Inc                                                                                                                    | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      269000 | PA      | $256442.45    | 0.03%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                                             | American Builders & Contractors Supply Co Inc                                                                                                        | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |      203000 | PA      | $199135.90    | 0.02%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                                             | American Builders & Contractors Supply Co Inc                                                                                                        | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |       32000 | PA      | $30338.90     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                       | American Electric Power Co Inc                                                                                                                       | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      488000 | PA      | $515948.19    | 0.05%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                       | American Electric Power Co Inc                                                                                                                       | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      297000 | PA      | $294467.55    | 0.03%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                                                      | AmeriTex HoldCo Intermediate LLC                                                                                                                     | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2231000 | PA      | $2301013.62   | 0.24%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                        | AmeriGas Partners LP / AmeriGas Finance Corp                                                                                                         | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      430000 | PA      | $441303.49    | 0.05%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                        | AmeriGas Partners LP / AmeriGas Finance Corp                                                                                                         | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       28000 | PA      | $29672.26     | 0.00%             | 2030-05-20      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                                          | Amkor Technology Inc                                                                                                                                 | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      531000 | PA      | $528838.13    | 0.05%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                              | AmWINS Group Inc                                                                                                                                     | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      897000 | PA      | $904179.35    | 0.09%             | 2029-02-12      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                                             | Amsted Industries Inc                                                                                                                                | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |      149000 | PA      | $149895.49    | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  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        |      542000 | PA      | $541730.07    | 0.06%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                      | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                                                         | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1733000 | PA      | $1727481.52   | 0.18%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                      | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                                                         | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      183000 | PA      | $181112.37    | 0.02%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                      | APA Corp                                                                                                                                             | CUSIP: 03743QBD9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |        2000 | PA      | $1600.87      | 0.00%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO 2 LLC                                                          | APLD ComputeCo 2 LLC                                                                                                                                 | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1943000 | PA      | $1931980.78   | 0.20%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                      | Aptiv Swiss Holdings Ltd                                                                                                                             | CUSIP: 03837AAD2<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |      387000 | PA      | $389292.84    | 0.04%             | 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        |      134000 | PA      | $133027.58    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                                    | Arcosa Inc                                                                                                                                           | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     1237000 | PA      | $1268755.30   | 0.13%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                                        | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                                                          | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      415000 | PA      | $411252.55    | 0.04%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                                            | Ardonagh Finco Ltd                                                                                                                                   | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     1575000 | PA      | $1590401.61   | 0.17%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE                                                        | Ardonagh Group Finance Ltd                                                                                                                           | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |     2338000 | PA      | $2284924.90   | 0.24%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                             | Argentina Republic Government International Bonds                                                                                                    | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     2186013 | PA      | $1831878.79   | 0.19%             | 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        |     1412695 | PA      | $1021378.49   | 0.11%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                              | Aretec Group Inc                                                                                                                                     | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |      641000 | PA      | $634755.89    | 0.07%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                              | Aretec Group Inc                                                                                                                                     | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     1697000 | PA      | $1802693.88   | 0.19%             | 2030-08-23      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                      | Western Midstream Operating LP                                                                                                                       | CUSIP: 04041NAA0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      780000 | PA      | $820681.19    | 0.09%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ARKO CORP                                                                     | Arko Corp                                                                                                                                            | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1035000 | PA      | $915436.98    | 0.10%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                           | Artera Services LLC                                                                                                                                  | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |       36000 | PA      | $31120.00     | 0.00%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                       | Asbury Automotive Group Inc                                                                                                                          | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     1373000 | PA      | $1326426.84   | 0.14%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                       | Asbury Automotive Group Inc                                                                                                                          | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      827000 | PA      | $783789.20    | 0.08%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                                      | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                                                                               | CUSIP: 04364VAU7<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | CORP              | US        |      214000 | PA      | $213852.89    | 0.02%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                                        | Asurion LLC/ Asurion Co-Issuer Inc                                                                                                                   | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |      350000 | PA      | $340908.93    | 0.04%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                                      | Aston Martin Capital Holdings Ltd                                                                                                                    | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |     3245000 | PA      | $2505279.83   | 0.26%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ARMOR HOLDCO INC                                                              | Armor Holdco Inc                                                                                                                                     | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |     1967000 | PA      | $1807851.11   | 0.19%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                                       | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                                         | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1844000 | PA      | $1805887.56   | 0.19%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                              | PURCHASED PEN / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PE        |           1 | NC      | $-179.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                                           | Avianca Midco 2 PLC                                                                                                                                  | CUSIP: 05369YAA7<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |      449000 | PA      | $417670.98    | 0.04%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                       | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                                 | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      197000 | PA      | $196782.09    | 0.02%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                       | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                                 | CUSIP: 053773BE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       99000 | PA      | $98804.07     | 0.01%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                       | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                                 | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      609000 | PA      | $581924.35    | 0.06%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                       | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                                 | CUSIP: 053773BG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3162000 | PA      | $3077787.78   | 0.32%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                       | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                                 | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      453000 | PA      | $451184.15    | 0.05%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS                                                        | Axalta Coating Systems LLC                                                                                                                           | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |      255000 | PA      | $241033.77    | 0.03%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                           | Axon Enterprise Inc                                                                                                                                  | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     1931000 | PA      | $1970623.46   | 0.20%             | 2030-03-05      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                           | Axon Enterprise Inc                                                                                                                                  | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     1211000 | PA      | $1236025.32   | 0.13%             | 2033-03-05      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                 | BGC Group Inc                                                                                                                                        | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |       83000 | PA      | $85551.00     | 0.01%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                   | BNP Paribas SA                                                                                                                                       | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1574000 | PA      | $1398537.25   | 0.15%             | 2031-02-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                       | BPCE SA                                                                                                                                              | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1232000 | PA      | $1271863.84   | 0.13%             | 2035-01-18      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| BKV UPSTREAM MIDSTREAM L                                                      | BKV Upstream Midstream LLC                                                                                                                           | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |      388000 | PA      | $392450.19    | 0.04%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                                                   | Balboa Bay Loan Funding 2021-2 Ltd                                                                                                                   | CUSIP: 05766LAA4<br>LEI: 549300N3EVICXRV85R74 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $925011.00    | 0.10%             | 2035-01-20      | Floating      | 10.53%                | No            |                  2 | On Loan: No      |
| BALL CORP                                                                     | Ball Corp                                                                                                                                            | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      640000 | PA      | $582499.52    | 0.06%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | Banco Santander SA                                                                                                                                   | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2600000 | PA      | $2800846.88   | 0.29%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | Banco Santander SA                                                                                                                                   | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $179481.94    | 0.02%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                                                      | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                                                                                     | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      218902 | PA      | $218902.13    | 0.02%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                                         | Banijay Entertainment SAS                                                                                                                            | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |      805000 | PA      | $829914.25    | 0.09%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | Barclays PLC                                                                                                                                         | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      361000 | PA      | $391840.59    | 0.04%             | 2034-06-27      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                            | Bausch + Lomb Corp                                                                                                                                   | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     3238000 | PA      | $3350681.40   | 0.35%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                         | Bausch Health Cos Inc                                                                                                                                | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $321231.95    | 0.03%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                         | Bausch Health Cos Inc                                                                                                                                | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     2030000 | PA      | $2076566.60   | 0.22%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                                          | Beacon Mobility Corp                                                                                                                                 | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |     1315000 | PA      | $1357451.80   | 0.14%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                   | Bear Stearns ARM Trust 2007-3                                                                                                                        | CUSIP: 073881AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       56463 | PA      | $51155.03     | 0.01%             | 2047-05-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                   | Bear Stearns ARM Trust 2007-4                                                                                                                        | CUSIP: 07401CAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      260615 | PA      | $235669.86    | 0.02%             | 2047-06-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                   | Bell Telephone Co of Canada or Bell Canada                                                                                                           | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      475000 | PA      | $479759.84    | 0.05%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                                         | Belron UK Finance PLC                                                                                                                                | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     1013000 | PA      | $1016989.13   | 0.11%             | 2029-10-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BIDVEST GROUP UK PLC                                                          | Bidvest Group UK PLC/The                                                                                                                             | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $199661.00    | 0.02%             | 2032-09-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                                                       | BioMarin Pharmaceutical Inc                                                                                                                          | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |      500000 | PA      | $491412.74    | 0.05%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                                       | Black Pearl Compute LLC                                                                                                                              | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      661000 | PA      | $673101.49    | 0.07%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                        | Blackstone Private Credit Fund                                                                                                                       | CUSIP: 09261HBS5<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |       88000 | PA      | $83994.18     | 0.01%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLOCK COMMUNICATIONS INC                                                      | Block Communications Inc                                                                                                                             | CUSIP: 093645AK5<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |      700000 | PA      | $638472.35    | 0.07%             | 2031-03-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                                      | Blue Racer Midstream LLC / Blue Racer Finance Corp                                                                                                   | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       17000 | PA      | $17542.45     | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                | Bombardier Inc                                                                                                                                       | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     1518000 | PA      | $1639710.20   | 0.17%             | 2034-05-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                | Bombardier Inc                                                                                                                                       | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     1295000 | PA      | $1378634.76   | 0.14%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                | Bombardier Inc                                                                                                                                       | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      862000 | PA      | $903413.45    | 0.09%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                | Bombardier Inc                                                                                                                                       | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      175000 | PA      | $180870.24    | 0.02%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                | PURCHASED BRL / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $131.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED ZAR / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | ZA        |           1 | NC      | $-1343.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED ZAR / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | ZA        |           1 | NC      | $-173.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED NZD / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | NZ        |           1 | NC      | $-950.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                                                      | Brand Industrial Services Inc                                                                                                                        | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |      436000 | PA      | $398564.39    | 0.04%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                      | Brandywine Operating Partnership LP                                                                                                                  | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |      588000 | PA      | $597231.44    | 0.06%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOT/BRIGHSTAR                                                      | Brightstar Lottery PLC/ Brightstar Global Solutions Corp                                                                                             | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1185000 | PA      | $1147803.26   | 0.12%             | 2033-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                      | British Telecommunications PLC                                                                                                                       | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      412000 | PA      | $407440.09    | 0.04%             | 2081-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                      | Brookfield Residential Properties Inc / Brookfield Residential US LLC                                                                                | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      405000 | PA      | $404750.12    | 0.04%             | 2027-09-15      | Fixed         | 6.25%                 | 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        |     1738000 | PA      | $1601672.04   | 0.17%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                                      | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL                                                                     | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |      119000 | PA      | $118582.33    | 0.01%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                                      | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL                                                                     | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |      373000 | PA      | $365356.67    | 0.04%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                           | Buckeye Partners LP                                                                                                                                  | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     1493000 | PA      | $1535456.78   | 0.16%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                      | Builders FirstSource Inc                                                                                                                             | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      619000 | PA      | $570862.36    | 0.06%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                      | Builders FirstSource Inc                                                                                                                             | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     1142000 | PA      | $1131842.15   | 0.12%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                      | Builders FirstSource Inc                                                                                                                             | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     1272000 | PA      | $1272745.15   | 0.13%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                                      | Burford Capital Global Finance LLC                                                                                                                   | CUSIP: 12116LAJ8<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |      700000 | PA      | $598509.19    | 0.06%             | 2034-01-15      | Fixed         | 8.50%                 | 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        |      321000 | PA      | $318044.31    | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                        | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                         | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3359000 | PA      | $3134962.96   | 0.33%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                        | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                         | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2762000 | PA      | $2512782.48   | 0.26%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                        | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                         | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1268000 | PA      | $1273051.34   | 0.13%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD GBP                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $16.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                           | Churchill Downs Inc                                                                                                                                  | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      540000 | PA      | $535074.92    | 0.06%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY / RADIO SYS                                                       | CD&R Smokey Buyer Inc / Radio Systems Corp                                                                                                           | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      449000 | PA      | $380773.83    | 0.04%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                      | CHS/Community Health Systems Inc                                                                                                                     | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     1466000 | PA      | $1451422.04   | 0.15%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                      | CHS/Community Health Systems Inc                                                                                                                     | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     1328000 | PA      | $1275680.35   | 0.13%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                      | CHS/Community Health Systems Inc                                                                                                                     | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      493000 | PA      | $454609.03    | 0.05%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                      | CHS/Community Health Systems Inc                                                                                                                     | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     3640000 | PA      | $3160455.19   | 0.33%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                      | CHS/Community Health Systems Inc                                                                                                                     | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      700000 | PA      | $725544.86    | 0.08%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CHC Group LLC                                                                 | CHC Group LLC                                                                                                                                        | CUSIP: 12550E405<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       21009 | NS      | $2.10         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                                           | CitiMortgage Alternative Loan Trust Series 2007-A3                                                                                                   | CUSIP: 12567AAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      321234 | PA      | $282797.29    | 0.03%             | 2037-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                                            | CP Atlas Buyer Inc                                                                                                                                   | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |      400000 | PA      | $376644.08    | 0.04%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CNG HOLDINGS INC                                                              | CNG Holdings Inc                                                                                                                                     | CUSIP: 12612DAP1<br>LEI: 5493007UWN8DW8ZWF476 | Long             | DBT              | CORP              | US        |      835280 | PA      | $676576.80    | 0.07%             | 2031-06-30      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| COMM Mortgage Trust                                                           | COMM 2012-CCRE3 Mortgage Trust                                                                                                                       | CUSIP: 12624PAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       43926 | PA      | $2191.90      | 0.00%             | 2045-10-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1803000 | PA      | $1564673.60   | 0.16%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      829000 | PA      | $613681.87    | 0.06%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      623000 | PA      | $343071.28    | 0.04%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1480000 | PA      | $556053.18    | 0.06%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      667000 | PA      | $236668.82    | 0.02%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      824000 | PA      | $675173.06    | 0.07%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      581000 | PA      | $420154.89    | 0.04%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                            | CNX Resources Corp                                                                                                                                   | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      551000 | PA      | $566071.93    | 0.06%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                            | CNX Resources Corp                                                                                                                                   | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     1182000 | PA      | $1214588.37   | 0.13%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                            | CNX Resources Corp                                                                                                                                   | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      700000 | PA      | $681362.10    | 0.07%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  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        |      764000 | PA      | $745482.08    | 0.08%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                | CVR Energy Inc                                                                                                                                       | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      474000 | PA      | $475408.94    | 0.05%             | 2034-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE                                                      | CVR Partners LP / CVR Nitrogen Finance Corp                                                                                                          | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      360000 | PA      | $358309.58    | 0.04%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                               | CVS Health Corp                                                                                                                                      | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      152000 | PA      | $153427.82    | 0.02%             | 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        |     2238000 | PA      | $2303259.72   | 0.24%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-J1                                                                                                                       | CUSIP: 12668BKG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      456936 | PA      | $300535.77    | 0.03%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-J5                                                                                                                       | CUSIP: 12668EAA5<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      445168 | PA      | $214938.96    | 0.02%             | 2036-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                  | CaixaBank SA                                                                                                                                         | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      975000 | PA      | $1060594.98   | 0.11%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                  | CaixaBank SA                                                                                                                                         | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      575000 | PA      | $576987.37    | 0.06%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CAIXA ECONOMICA FEDERAL                                                       | Caixa Economica Federal                                                                                                                              | CUSIP: 12803Y2A6<br>LEI: 254900EX2KZ57WQ1PL07 | Long             | DBT              | CORP              | BR        |      455000 | PA      | $458367.00    | 0.05%             | 2030-05-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING LLC                                                        | Calderys Financing LLC                                                                                                                               | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |     1689000 | PA      | $1746107.07   | 0.18%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                                      | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                                                                                      | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      463000 | PA      | $451170.55    | 0.05%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                                      | California Resources Corp                                                                                                                            | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      243000 | PA      | $254272.15    | 0.03%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                                      | California Resources Corp                                                                                                                            | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      751000 | PA      | $755546.10    | 0.08%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                           | CALIFORNIA ST                                                                                                                                        | CUSIP: 13063BJC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      750000 | PA      | $899627.55    | 0.09%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                                                      | Camelot Return Merger Sub Inc                                                                                                                        | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      446000 | PA      | $260910.72    | 0.03%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                 | Carnival Corp                                                                                                                                        | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1623000 | PA      | $1584647.23   | 0.16%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                 | Carnival Corp                                                                                                                                        | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      592000 | PA      | $595173.12    | 0.06%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                 | Carnival Corp                                                                                                                                        | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     2227000 | PA      | $2202257.36   | 0.23%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                    | Carvana Co                                                                                                                                           | CUSIP: 146869AF9<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      415000 | PA      | $403811.08    | 0.04%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                    | Carvana Co                                                                                                                                           | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     2138208 | PA      | $2312842.40   | 0.24%             | 2031-06-01      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                    | Carvana Co                                                                                                                                           | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     2001475 | PA      | $2083967.91   | 0.22%             | 2030-06-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                                          | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp                                                                       | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |       85000 | PA      | $81289.11     | 0.01%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                      | Celanese US Holdings LLC                                                                                                                             | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      184000 | PA      | $187552.58    | 0.02%             | 2030-03-14      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                      | Celanese US Holdings LLC                                                                                                                             | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      555000 | PA      | $569264.34    | 0.06%             | 2033-03-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                      | Celanese US Holdings LLC                                                                                                                             | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      580000 | PA      | $595136.09    | 0.06%             | 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        |     1205000 | PA      | $1236128.26   | 0.13%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                  | Centene Corp                                                                                                                                         | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1129000 | PA      | $989217.04    | 0.10%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                  | Centene Corp                                                                                                                                         | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      837000 | PA      | $701715.00    | 0.07%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                  | Centene Corp                                                                                                                                         | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      581000 | PA      | $486133.95    | 0.05%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                                                        | Champ Acquisition Corp                                                                                                                               | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      375000 | PA      | $392891.28    | 0.04%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                                                      | Champion Iron Canada Inc                                                                                                                             | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      239000 | PA      | $248218.68    | 0.03%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHAMPIONS FINANCING INC                                                       | Champions Financing Inc                                                                                                                              | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |      404000 | PA      | $362479.47    | 0.04%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                                      | Charles River Laboratories International Inc                                                                                                         | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      494000 | PA      | $482461.16    | 0.05%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                                      | Charles River Laboratories International Inc                                                                                                         | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     1335000 | PA      | $1265948.97   | 0.13%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                      | Charter Communications Operating LLC / Charter Communications Operating Capital                                                                      | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      531000 | PA      | $489110.32    | 0.05%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                      | Charter Communications Operating LLC / Charter Communications Operating Capital                                                                      | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      111000 | PA      | $89289.76     | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                      | Charter Communications Operating LLC / Charter Communications Operating Capital                                                                      | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      173000 | PA      | $128309.56    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                      | Charter Communications Operating LLC / Charter Communications Operating Capital                                                                      | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      112000 | PA      | $86444.69     | 0.01%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ChaseFlex Trust                                                               | ChaseFlex Trust Series 2007-1                                                                                                                        | CUSIP: 16165VAC2<br>LEI: 549300U1F9IQTDPULK34 | Long             | ABS-MBS          | CORP              | US        |      387697 | PA      | $126910.98    | 0.01%             | 2037-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                   | Chemours Co/The                                                                                                                                      | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      700000 | PA      | $699763.52    | 0.07%             | 2034-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                | PURCHASED USD / SOLD PEN                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $608.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                        | CHL Mortgage Pass-Through Trust 2007-13                                                                                                              | CUSIP: 17025JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      280862 | PA      | $93738.16     | 0.01%             | 2037-08-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                        | CHL Mortgage Pass-Through Trust 2007-HY4                                                                                                             | CUSIP: 17025RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       69501 | PA      | $63079.99     | 0.01%             | 2047-09-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                           | Churchill Downs Inc                                                                                                                                  | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      491000 | PA      | $484678.77    | 0.05%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                            | Cipher Compute LLC                                                                                                                                   | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1618000 | PA      | $1676821.65   | 0.17%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | Citigroup Inc                                                                                                                                        | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      339000 | PA      | $350411.54    | 0.04%             | 2028-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | Citigroup Inc                                                                                                                                        | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1196000 | PA      | $1195889.76   | 0.12%             | 2031-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                          | CITGO Petroleum Corp                                                                                                                                 | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |      844000 | PA      | $871270.64    | 0.09%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                             | Citigroup Mortgage Loan Trust 2007-AR4                                                                                                               | CUSIP: 17311WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       36859 | PA      | $32062.70     | 0.00%             | 2037-03-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                  | SM Energy Co                                                                                                                                         | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      729000 | PA      | $762583.20    | 0.08%             | 2031-06-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                      | Clarios Global LP / Clarios US Finance Co                                                                                                            | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1410000 | PA      | $1420546.80   | 0.15%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                                           | Clarivate Science Holdings Corp                                                                                                                      | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1776000 | PA      | $1676696.54   | 0.17%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                                           | Clarivate Science Holdings Corp                                                                                                                      | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1614235.44   | 0.17%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                      | Clear Channel Outdoor Holdings Inc                                                                                                                   | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      982000 | PA      | $1029240.98   | 0.11%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                          | Cleveland-Cliffs Inc                                                                                                                                 | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      700000 | PA      | $683600.69    | 0.07%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                        | Cloud Software Group Inc                                                                                                                             | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     2535000 | PA      | $2409154.87   | 0.25%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                        | Cloud Software Group Inc                                                                                                                             | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     1978000 | PA      | $1760797.20   | 0.18%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                        | Clydesdale Acquisition Holdings Inc                                                                                                                  | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      530000 | PA      | $495775.88    | 0.05%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                        | Clydesdale Acquisition Holdings Inc                                                                                                                  | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |       85000 | PA      | $82811.61     | 0.01%             | 2030-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                       | Colombia Government International Bonds                                                                                                              | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      502000 | PA      | $428708.00    | 0.04%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                       | Colombia Government International Bonds                                                                                                              | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      480000 | PA      | $502584.00    | 0.05%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                       | Colombia Government International Bonds                                                                                                              | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      756000 | PA      | $784728.00    | 0.08%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                          | Colombia Government International Bond                                                                                                               | CUSIP: 195325EV3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      401000 | PA      | $391977.50    | 0.04%             | 2033-01-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                                                        | Columbus McKinnon Corp/NY                                                                                                                            | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |     2242000 | PA      | $2237385.76   | 0.23%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                | PURCHASED USD / SOLD BRL                                                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-558.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                | PURCHASED USD / SOLD COP                                                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-543.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                        | PURCHASED BRL / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $114.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED SEK / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | SE        |           1 | NC      | $-662.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                        | PURCHASED USD / SOLD BRL                                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-27381.29    | -0.00%            |  |  |  | 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        |      495000 | PA      | $508488.75    | 0.05%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                      | Comision Federal de Electricidad                                                                                                                     | CUSIP: 200447AR1<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      848000 | PA      | $817260.00    | 0.08%             | 2051-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                           | COMM 2013-LC6 Mortgage Trust                                                                                                                         | CUSIP: 20048EAE1<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      171673 | PA      | $166306.47    | 0.02%             | 2046-01-10      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                          | Commercial Metals Co                                                                                                                                 | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      609000 | PA      | $603816.21    | 0.06%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTUR                                                      | Cia de Minas Buenaventura SAA                                                                                                                        | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |      492000 | PA      | $499503.00    | 0.05%             | 2032-02-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                                                      | Compass Minerals International Inc                                                                                                                   | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |      424000 | PA      | $439009.24    | 0.05%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                                      | Compass Group Diversified Holdings LLC                                                                                                               | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |     2073152 | PA      | $1927878.30   | 0.20%             | 2029-04-15      | Fixed         | 5.25%                 | 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        |      490000 | PA      | $514250.10    | 0.05%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                      | Constellation Energy Generation LLC                                                                                                                  | CUSIP: 210385AG5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      206000 | PA      | $203511.26    | 0.02%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                                | Constellium SE                                                                                                                                       | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |      886000 | PA      | $881940.54    | 0.09%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                                | Constellium SE                                                                                                                                       | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |      295000 | PA      | $281693.33    | 0.03%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COOPER-STANDARD AUTOMOTI                                                      | Cooper-Standard Automotive Inc                                                                                                                       | CUSIP: 216762AK0<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |      449000 | PA      | $424381.38    | 0.04%             | 2031-03-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                 | CoreWeave Inc                                                                                                                                        | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     2071000 | PA      | $2014218.09   | 0.21%             | 2030-05-19      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                                      | Cougar JV Subsidiary LLC                                                                                                                             | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2172000 | PA      | $2249614.81   | 0.23%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS Group AG                                                                                                                                         | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      544000 | PA      | $531797.04    | 0.06%             | 2034-08-10      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CURO GROUP HLDGS LLC                                                          | CURO GROUP HLDGS LLC                                                                                                                                 | CUSIP: 23132H105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      161756 | NS      | $1617560.00   | 0.17%             |  |  |  | No            |                  3 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                                                      | Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                                                                                      | CUSIP: 23292NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      700000 | PA      | $679728.00    | 0.07%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                                | Dcli Bidco LLC                                                                                                                                       | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |      910000 | PA      | $919460.92    | 0.10%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DANAOS CORP                                                                   | Danaos Corp                                                                                                                                          | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |      439000 | PA      | $445585.00    | 0.05%             | 2032-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                    | DaVita Inc                                                                                                                                           | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     4729000 | PA      | $4546772.52   | 0.47%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                    | DaVita Inc                                                                                                                                           | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      512000 | PA      | $469701.55    | 0.05%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                                                       | Dealer Tire LLC / DT Issuer LLC                                                                                                                      | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2026000 | PA      | $1972874.63   | 0.20%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                                        | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                                                           | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      398000 | PA      | $411932.40    | 0.04%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                                        | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                                                           | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1699000 | PA      | $1712004.40   | 0.18%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                                                   | Deluxe Corp                                                                                                                                          | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |       67000 | PA      | $67506.32     | 0.01%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                              | Deutsche Bank AG/New York NY                                                                                                                         | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1435000 | PA      | $1329762.67   | 0.14%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                              | Deutsche Bank AG/New York NY                                                                                                                         | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      799000 | PA      | $854301.28    | 0.09%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                           | Diebold Nixdorf Inc                                                                                                                                  | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |      748000 | PA      | $779066.62    | 0.08%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                                                        | Digicel Group Holdings Ltd                                                                                                                           | CUSIP: 25381HAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       96417 | PA      | $964.17       | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  3 | 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        |      751000 | PA      | $748736.95    | 0.08%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  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        |     1307000 | PA      | $1334392.90   | 0.14%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                      | Capital One Financial Corp                                                                                                                           | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      275000 | PA      | $315172.03    | 0.03%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                      | Discovery Communications LLC                                                                                                                         | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     1011000 | PA      | $737139.31    | 0.08%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                 | DISH DBS Corp                                                                                                                                        | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1088000 | PA      | $1055242.22   | 0.11%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                 | DISH DBS Corp                                                                                                                                        | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2836000 | PA      | $2810216.39   | 0.29%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                 | DISH DBS Corp                                                                                                                                        | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1330000 | PA      | $1287955.35   | 0.13%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                         | Directv Financing LLC                                                                                                                                | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1571000 | PA      | $1567791.06   | 0.16%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                           | Dow Chemical Co/The                                                                                                                                  | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      355000 | PA      | $362183.77    | 0.04%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                                                          | Dycom Industries Inc                                                                                                                                 | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |      415000 | PA      | $402677.67    | 0.04%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                 | EchoStar Corp                                                                                                                                        | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     2790903 | PA      | $2821455.07   | 0.29%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                 | EchoStar Corp                                                                                                                                        | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     2049606 | PA      | $2213575.26   | 0.23%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                  | Ecopetrol SA                                                                                                                                         | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      507000 | PA      | $372138.00    | 0.04%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                  | Ecopetrol SA                                                                                                                                         | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      782000 | PA      | $782469.20    | 0.08%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                  | Ecopetrol SA                                                                                                                                         | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1443000 | PA      | $1522870.05   | 0.16%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                  | Ecopetrol SA                                                                                                                                         | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      333000 | PA      | $337112.55    | 0.03%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                           | Ecuador Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | EC        |      569000 | PA      | $558615.75    | 0.06%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                          | Edison International                                                                                                                                 | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      439000 | PA      | $446350.36    | 0.05%             | 2053-06-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| EFESTO BIDCO SPA/US LLC                                                       | Efesto Bidco SpA Efesto US LLC                                                                                                                       | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     2102000 | PA      | $2088255.06   | 0.22%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                      | Elanco Animal Health Inc                                                                                                                             | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |     1760000 | PA      | $1804700.15   | 0.19%             | 2028-08-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                      | Electricite de France SA                                                                                                                             | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      427000 | PA      | $493133.76    | 0.05%             | 2033-03-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                         | Element Solutions Inc                                                                                                                                | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |     2215000 | PA      | $2155800.63   | 0.22%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                         | Ellucian Holdings Inc                                                                                                                                | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |      864000 | PA      | $843148.18    | 0.09%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                                  | Embecta Corp                                                                                                                                         | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     2067000 | PA      | $1913376.94   | 0.20%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS                                                         | Emergent BioSolutions Inc                                                                                                                            | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |     1516000 | PA      | $1290251.74   | 0.13%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                      | Encore Capital Group Inc                                                                                                                             | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     1289000 | PA      | $1353179.76   | 0.14%             | 2029-03-21      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                      | Encore Capital Group Inc                                                                                                                             | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |      982000 | PA      | $1038485.53   | 0.11%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                      | Encore Capital Group Inc                                                                                                                             | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |      400000 | PA      | $399707.38    | 0.04%             | 2031-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                         | Encompass Health Corp                                                                                                                                | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |       58000 | PA      | $57516.49     | 0.01%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                                                                                                   | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1494000 | PA      | $1565359.01   | 0.16%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                                                                                                   | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      147000 | PA      | $149006.38    | 0.02%             | 2054-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                                                       | EnerSys                                                                                                                                              | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |      146000 | PA      | $149318.83    | 0.02%             | 2032-01-03      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST 2 0                                                           | Energuate Trust 2 0                                                                                                                                  | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |      229000 | PA      | $225165.26    | 0.02%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                                        | Engie Energia Chile SA                                                                                                                               | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |      920000 | PA      | $954960.00    | 0.10%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                                       | Enova International Inc                                                                                                                              | CUSIP: 29357KAH6<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |      651000 | PA      | $688122.23    | 0.07%             | 2028-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                                       | Enova International Inc                                                                                                                              | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |     1916000 | PA      | $1967546.09   | 0.20%             | 2029-08-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                                     | Esab Corp                                                                                                                                            | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |      404000 | PA      | $409252.39    | 0.04%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                                     | Esab Corp                                                                                                                                            | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     1535000 | PA      | $1545680.04   | 0.16%             | 2031-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                                             | EUSHI Finance Inc                                                                                                                                    | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      361000 | PA      | $370922.59    | 0.04%             | 2054-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED CLP / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CL        |           1 | NC      | $-377.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                | PURCHASED COP / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |           1 | NC      | $17781.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD EUR                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $21713.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                             | Eversource Energy                                                                                                                                    | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      223000 | PA      | $220134.21    | 0.02%             | 2056-08-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                             | Eversource Energy                                                                                                                                    | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      181000 | PA      | $178538.84    | 0.02%             | 2056-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                                          | Excelerate Energy LP                                                                                                                                 | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |     1449000 | PA      | $1517257.71   | 0.16%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                                      | Fortescue Treasury Pty Ltd                                                                                                                           | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      190000 | PA      | $188148.06    | 0.02%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                                      | Fortescue Treasury Pty Ltd                                                                                                                           | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     1170000 | PA      | $1107220.06   | 0.11%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                                      | Fortescue Treasury Pty Ltd                                                                                                                           | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |       43000 | PA      | $43518.69     | 0.00%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                                      | Fortescue Treasury Pty Ltd                                                                                                                           | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     2651000 | PA      | $2708728.87   | 0.28%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                           | FS KKR Capital Corp                                                                                                                                  | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |      480000 | PA      | $438700.05    | 0.05%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                                            | EXIDE TECHNOLOGIES                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300KITCGPNNNXQP63 | Long             | DBT              | CORP              | US        |     1206673 | PA      | $0.01         | 0.00%             | 2049-01-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| EXIDE TECHNOLOGIES                                                            | EXIDE TECHNOLOGIES                                                                                                                                   | CUSIP: 302ESCAD0<br>LEI: 549300KITCGPNNNXQP63 | Long             | DBT              | CORP              | US        |     2940060 | PA      | $0.03         | 0.00%             | 2026-12-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| META PLATFORMS INC                                                            | Meta Platforms Inc                                                                                                                                   | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1354166.91   | 0.14%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                            | Meta Platforms Inc                                                                                                                                   | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     1476000 | PA      | $1368897.41   | 0.14%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                               | Fair Isaac Corp                                                                                                                                      | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      700000 | PA      | $687895.38    | 0.07%             | 2034-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FALABELLA SA                                                                  | Falabella SA                                                                                                                                         | CUSIP: 30607FAA8<br>LEI: 5493004CKJQ7H391LM41 | Long             | DBT              | CORP              | CL        |      290000 | PA      | $252723.40    | 0.03%             | 2032-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                                             | CUSIP: 30711XCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      443992 | PA      | $443991.77    | 0.05%             | 2028-09-25      | Floating      | 16.03%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                                             | CUSIP: 30711XCR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      368354 | PA      | $370950.72    | 0.04%             | 2028-10-25      | Floating      | 15.53%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                                             | CUSIP: 30711XCY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      627334 | PA      | $632386.86    | 0.07%             | 2028-10-25      | Floating      | 16.53%                | No            |                  2 | On Loan: No      |
| FORVIA SE                                                                     | Forvia SE                                                                                                                                            | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      202000 | PA      | $208161.84    | 0.02%             | 2030-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP                                                              | Freddie Mac Strips                                                                                                                                   | CUSIP: 3128HUGR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2668696 | PA      | $450267.50    | 0.05%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac REMICS                                                                                                                                   | CUSIP: 3137FERY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5936905 | PA      | $1076880.42   | 0.11%             | 2048-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                       | Macy's Retail Holdings LLC                                                                                                                           | CUSIP: 314275AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      199000 | PA      | $175717.57    | 0.02%             | 2037-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                      | Ferrellgas LP / Ferrellgas Finance Corp                                                                                                              | CUSIP: 315292AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      473000 | PA      | $492716.84    | 0.05%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                                        | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                                                                   | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      441000 | PA      | $421979.84    | 0.04%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EF HOLD/EF KY/ELL KY/TRS                                                      | EF Holdco / EF Cayman Hold / Ellington Fin REIT Cayman/TRS / EF Cayman Non-MTM                                                                       | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              |  | XX        |      406000 | PA      | $391846.48    | 0.04%             | 2030-09-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO PA PACIFICO                                                       | Fideicomiso PA Pacifico Tres                                                                                                                         | CUSIP: 31574EAB6<br>LEI: 549300HPHEJ3B6YD5H05 | Long             | DBT              | CORP              | CO        | 11562907873 | PA      | $2785560.27   | 0.29%             | 2035-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                                 | FirstCash Inc                                                                                                                                        | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      257000 | PA      | $255407.97    | 0.03%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED ZAR / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | ZA        |           1 | NC      | $-2076.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                                 | First Horizon Alternative Mortgage Securities Trust 2007-FA2                                                                                         | CUSIP: 32053LAF9<br>LEI: 549300PO80CHJL6XUB79 | Long             | ABS-MBS          | CORP              | US        |       70374 | PA      | $5066.68      | 0.00%             | 2037-04-25      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                                 | First Horizon Alternative Mortgage Securities Trust 2007-FA2                                                                                         | CUSIP: 32053LAK8<br>LEI: 549300PO80CHJL6XUB79 | Long             | ABS-MBS          | CORP              | US        |      208073 | PA      | $45261.52     | 0.00%             | 2037-04-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED CHF / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CH        |           1 | NC      | $-1286.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Cotai Participation Corp                                                  | New Cotai Participation Corp CLASS B RESTRICTED                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           3 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                      | First Quantum Minerals Ltd                                                                                                                           | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     1055000 | PA      | $1098194.63   | 0.11%             | 2033-02-19      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                                 | FirstCash Inc                                                                                                                                        | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      551000 | PA      | $541310.21    | 0.06%             | 2028-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                              | FirstEnergy Corp                                                                                                                                     | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |        7000 | PA      | $5973.33      | 0.00%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO                                                       | Five Point Operating Co LP                                                                                                                           | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              |  | US        |      852000 | PA      | $850521.36    | 0.09%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CWT TRAVEL GROUP INC                                                          | CWT TRAVEL GROUP INC                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3766 | NS      | $15064.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CIRSA FINANCE INTER                                                           | CIRSA FINANCE INTER /EUR/ REGD 144A P/P                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      559000 | PA      | $657542.55    | 0.07%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PACHELBEL BIDCO SPA                                                           | PACHELBEL BIDCO SPA /EUR/ REGD 144A P/P                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      734000 | PA      | $849067.27    | 0.09%             | 2031-05-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Q-PARK HOLDING I BV                                                           | Q-PARK HOLDING I BV /EUR/ REGD 144A P/P                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      556000 | PA      | $647106.45    | 0.07%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP                                                                    | Fluor Corp                                                                                                                                           | CUSIP: 343412AF9<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |      424000 | PA      | $417403.26    | 0.04%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                          | Flutter Treasury DAC                                                                                                                                 | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      571000 | PA      | $562956.20    | 0.06%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                                      | Focus Financial Partners LLC                                                                                                                         | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |      850000 | PA      | $845551.26    | 0.09%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                            | Ford Motor Co                                                                                                                                        | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      449000 | PA      | $351542.82    | 0.04%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                            | Ford Motor Co                                                                                                                                        | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     4123000 | PA      | $3581683.17   | 0.37%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                      | Ford Motor Credit Co LLC                                                                                                                             | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      764000 | PA      | $783542.81    | 0.08%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| APCOA GROUP GMBH                                                              | APCOA GROUP GMBH /EUR/ REGD 144A P/P                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      990000 | PA      | $1122372.53   | 0.12%             | 2031-03-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                          | IHO VERWALTUNGS GMBH /EUR/ REGD 144A P/P                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      511000 | PA      | $613197.66    | 0.06%             | 2029-10-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EDGE FINCO PLC                                                                | EDGE FINCO PLC /GBP/ REGD 144A P/P                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      479000 | PA      | $657089.64    | 0.07%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| COHESITY GLOBAL                                                               | SERIES G PREFERRED STOCK OF COHESITY GLOBAL /PREFERRED                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        4445 | NS      | $84455.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| COHESITY GLOBAL                                                               | SERIES G-1 PREFERRED STOCK OF COHESITY GLOBAL /PREFERRED                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        3071 | NS      | $58349.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| KAPLA HOLDING SAS                                                             | KAPLA HOLDING SAS /EUR/ REGD 144A P/P                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1406000 | PA      | $1597906.11   | 0.17%             | 2031-04-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MILLER HOMES GROUP FIN                                                        | MILLER HOMES GROUP FIN /EUR/ REGD V/R 144A P/P                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      306000 | PA      | $348325.71    | 0.04%             | 2030-10-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                             | CLARIOS GLOBAL LP/US FIN /EUR/ REGD 144A P/P                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      711000 | PA      | $808016.35    | 0.08%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                                          | Fortrea Holdings Inc                                                                                                                                 | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |      344000 | PA      | $326076.87    | 0.03%             | 2030-06-19      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                                                         | Fortress Intermediate 3 Inc                                                                                                                          | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |     1147000 | PA      | $1142308.64   | 0.12%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                          | FLUTTER TREASURY DAC /GBP/ REGD 144A P/P                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      463000 | PA      | $593364.88    | 0.06%             | 2031-06-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AG TRACKER                                                                    | AG TRACKER                                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       57354 | NS      | $0.06         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PAYSAFE LTD                                                                   | PAYSAFE LTD /RESTRICTED                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       10709 | NS      | $72928.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                                         | Freedom Mortgage Corp                                                                                                                                | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |       71000 | PA      | $76630.50     | 0.01%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                         | Freedom Mortgage Holdings LLC                                                                                                                        | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      243000 | PA      | $246401.13    | 0.03%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                         | Freedom Mortgage Holdings LLC                                                                                                                        | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7111.33      | 0.00%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                         | Freedom Mortgage Holdings LLC                                                                                                                        | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     1231000 | PA      | $1211921.73   | 0.13%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                              | ALTICE FRANCE SA 144A                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |        2566 | PA      | $37073.89     | 0.00%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ALTICE FRANCE SA                                                              | ALTICE FRANCE SA /EUR/ REGD 144A P/P                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      674543 | PA      | $736916.67    | 0.08%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SAMMAAN CAPITAL LTD                                                           | SAMMAAN CAPITAL LTD REGD 144A P/P                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      488000 | PA      | $473482.00    | 0.05%             | 2030-10-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                                                      | BIFFA GROUP HOLDINGS LTD /EUR/ REGD 144A P/P                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      741000 | PA      | $827207.73    | 0.09%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                        | FUTURE CONTRACT ON US 2YR NOTE (CBT) JUN26                                                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -11 | NC      | $16070.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDAGH METAL PACKAGING                                                        | ARDAGH METAL PACKAGING /EUR/ REGD 144A P/P                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      437000 | PA      | $490109.83    | 0.05%             | 2031-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Bank Of New York Mellon                                                   | REV RC BNYMEL 2.250% 02/07/28                                                                                                                        | CUSIP: 000000000<br>LEI: WFLLPEPC7FZXENRZV188 | Short            | RA               | CORP              | US        |     -205500 | PA      | $-205500.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                             | REV RC THE BA 2.750% 03/20/28                                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |     -652605 | PA      | $-652605.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                             | REV RC THE BA 2.250% 03/20/28                                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |    -1457310 | PA      | $-1457310.00  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                        | FUTURE CONTRACT ON US 5YR NOTE (CBT) JUN26                                                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         412 | NC      | $-560062.29   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| The Bank Of New York Mellon                                                   | REV RC BNYMEL 2.250% 02/14/28                                                                                                                        | CUSIP: 000000000<br>LEI: WFLLPEPC7FZXENRZV188 | Short            | RA               | CORP              | US        |     -282194 | PA      | $-282193.75   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                        | FUTURE CONTRACT ON US LONG BOND(CBT) JUN26                                                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -67 | NC      | $249687.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                        | FUTURE CONTRACT ON US 10YR NOTE (CBT)JUN26                                                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -207 | NC      | $470601.57    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                        | FUTURE CONTRACT ON US ULTRA BOND CBT JUN26                                                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -4 | NC      | $15687.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                        | FUTURE CONTRACT ON US 10YR ULTRA FUT JUN26                                                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          88 | NC      | $-228250.01   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                             | REVERSE THE BA 2.250% 03/02/28                                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |     -529925 | PA      | $-529925.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                             | REV RC THE BA 1.500% 03/02/28                                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |    -1695240 | PA      | $-1695240.00  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                             | REV RC THE BA 0.250% 03/02/28                                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |     -579975 | PA      | $-579975.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                             | REV RC THE BA 0.500% 03/02/28                                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |     -137500 | PA      | $-137500.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon                                                       | REVERSE REPO CONTRACT U S THE BANK OF NEW YORK MELLON/BA                                                                                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | Short            | RA               | CORP              | US        |    -2336385 | PA      | $-2336385.00  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD AUD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $899.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                         | GFL Environmental Inc                                                                                                                                | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |      207000 | PA      | $201395.04    | 0.02%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                              | GGAM Finance Ltd                                                                                                                                     | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     1189000 | PA      | $1233524.48   | 0.13%             | 2028-05-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                              | GGAM Finance Ltd                                                                                                                                     | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      263000 | PA      | $269138.93    | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                       | GLP Capital LP / GLP Financing II Inc                                                                                                                | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              |  | US        |      663000 | PA      | $641150.38    | 0.07%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | Ally Financial Inc                                                                                                                                   | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      266000 | PA      | $294934.93    | 0.03%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                                   | Gap Inc/The                                                                                                                                          | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     1146000 | PA      | $1071055.38   | 0.11%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                                   | Gap Inc/The                                                                                                                                          | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |      303000 | PA      | $275020.52    | 0.03%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                          | Garda World Security Corp                                                                                                                            | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     1187000 | PA      | $1132169.40   | 0.12%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                          | Garda World Security Corp                                                                                                                            | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      650000 | PA      | $662025.23    | 0.07%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                          | Garda World Security Corp                                                                                                                            | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      838000 | PA      | $830947.27    | 0.09%             | 2032-07-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                          | Garda World Security Corp                                                                                                                            | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     1286000 | PA      | $1290365.34   | 0.13%             | 2032-10-29      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                          | Garda World Security Corp                                                                                                                            | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      536000 | PA      | $544216.69    | 0.06%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEOGEN FOOD SAFE CORP                                                         | Neogen Food Safety Corp                                                                                                                              | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      883000 | PA      | $927756.52    | 0.10%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                   | Gartner Inc                                                                                                                                          | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6573.36      | 0.00%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GEE AUTOMOTIVE HOLDINGS                                                       | Gee Automotive Holdings LLC                                                                                                                          | CUSIP: 36846VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      833000 | PA      | $831880.30    | 0.09%             | 2031-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | Ally Financial Inc                                                                                                                                   | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       15000 | PA      | $16582.38     | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                        | General Motors Financial Co Inc                                                                                                                      | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      287000 | PA      | $282714.57    | 0.03%             | 2036-01-08      | Fixed         | 5.45%                 | 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        |      766000 | PA      | $788766.70    | 0.08%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                         | Genesis Energy LP / Genesis Energy Finance Corp                                                                                                      | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | PA      | $697041.62    | 0.07%             | 2034-03-15      | Fixed         | 6.75%                 | 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        |     2005000 | PA      | $2047420.93   | 0.21%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  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        |      696000 | PA      | $725579.94    | 0.08%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL MARINE INC                                                             | Global Marine Inc                                                                                                                                    | CUSIP: 379352AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $191940.84    | 0.02%             | 2028-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                       | Global Partners LP / GLP Finance Corp                                                                                                                | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1428921.04   | 0.15%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                        | Global Atlantic Fin Co                                                                                                                               | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      413000 | PA      | $396737.53    | 0.04%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                               | Goat Holdco LLC                                                                                                                                      | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      466000 | PA      | $471258.73    | 0.05%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                    | goeasy Ltd                                                                                                                                           | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     2173000 | PA      | $1912688.01   | 0.20%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                    | goeasy Ltd                                                                                                                                           | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      739000 | PA      | $610948.13    | 0.06%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                    | goeasy Ltd                                                                                                                                           | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      967000 | PA      | $800388.10    | 0.08%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                        | Goodyear Tire & Rubber Co/The                                                                                                                        | CUSIP: 382550BG5<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      501000 | PA      | $495933.42    | 0.05%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                        | Goodyear Tire & Rubber Co/The                                                                                                                        | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      239000 | PA      | $214794.98    | 0.02%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                        | Goodyear Tire & Rubber Co/The                                                                                                                        | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     1911000 | PA      | $1711735.67   | 0.18%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                        | Goodyear Tire & Rubber Co/The                                                                                                                        | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     1644000 | PA      | $1608604.75   | 0.17%             | 2030-05-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                                | GoTo Group Inc                                                                                                                                       | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      700160 | PA      | $546725.09    | 0.06%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                                | GoTo Group Inc                                                                                                                                       | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      702948 | PA      | $200396.25    | 0.02%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                                        | Gran Tierra Energy Inc                                                                                                                               | CUSIP: 38500TAD3<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |      227000 | PA      | $198341.25    | 0.02%             | 2031-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                      | Graphic Packaging International LLC                                                                                                                  | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      841000 | PA      | $808702.09    | 0.08%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                      | Graphic Packaging International LLC                                                                                                                  | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     1661000 | PA      | $1527521.79   | 0.16%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                | Gray Media Inc                                                                                                                                       | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      671000 | PA      | $496056.97    | 0.05%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                | Gray Media Inc                                                                                                                                       | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     1286000 | PA      | $1287026.92   | 0.13%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                | Gray Media Inc                                                                                                                                       | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      343000 | PA      | $345505.94    | 0.04%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                                       | Great Canadian Gaming Corp/Raptor LLC                                                                                                                | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |     1195000 | PA      | $1165310.09   | 0.12%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                                                      | Greenko Wind Projects Mauritius Ltd                                                                                                                  | CUSIP: 39531JAB0<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |      686545 | PA      | $680194.46    | 0.07%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                                           | Griffon Corp                                                                                                                                         | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |     1121000 | PA      | $1115098.55   | 0.12%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                        | Group 1 Automotive Inc                                                                                                                               | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     1680000 | PA      | $1623967.43   | 0.17%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                        | Group 1 Automotive Inc                                                                                                                               | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      650000 | PA      | $655760.74    | 0.07%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                        | PURCHASED BRL / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |           1 | NC      | $72.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD PLN                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $383.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD NZD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $1389.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                            | Grupo Televisa SAB                                                                                                                                   | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |      327000 | PA      | $343765.29    | 0.04%             | 2032-03-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                            | Grupo Televisa SAB                                                                                                                                   | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |      481000 | PA      | $386002.50    | 0.04%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC Holdings PLC                                                                                                                                    | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      225000 | PA      | $257168.80    | 0.03%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                                      | HPS Corporate Lending Fund                                                                                                                           | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |       84000 | PA      | $83892.92     | 0.01%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                            | Harbour Energy PLC                                                                                                                                   | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |     1749000 | PA      | $1788931.49   | 0.19%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| ENVIRI CORP                                                                   | Enviri Corp                                                                                                                                          | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |      327000 | PA      | $326606.30    | 0.03%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                        | Harvest Midstream I LP                                                                                                                               | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      393000 | PA      | $400874.87    | 0.04%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                                                      | Hazine Mustesarligi Varlik Kiralama AS                                                                                                               | CUSIP: 421790AN6<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |      906000 | PA      | $906711.03    | 0.09%             | 2030-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                                | Hertz Corp/The                                                                                                                                       | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |      288000 | PA      | $257117.32    | 0.03%             | 2026-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                                | Hertz Corp/The                                                                                                                                       | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |      232000 | PA      | $98027.62     | 0.01%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                                | Hertz Corp/The                                                                                                                                       | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |      202000 | PA      | $177205.98    | 0.02%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                      | Hess Midstream Operations LP                                                                                                                         | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      550000 | PA      | $546077.20    | 0.06%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                      | Hess Midstream Operations LP                                                                                                                         | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1335000 | PA      | $1345462.61   | 0.14%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                         | Hightower Holding LLC                                                                                                                                | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     2936000 | PA      | $2875504.22   | 0.30%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                           | Highwoods Realty LP                                                                                                                                  | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |      524000 | PA      | $512054.26    | 0.05%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                      | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                             | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      366000 | PA      | $360517.61    | 0.04%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                      | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                             | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      412000 | PA      | $398801.34    | 0.04%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                      | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                             | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      173000 | PA      | $167338.27    | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                      | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                             | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1817000 | PA      | $1893017.17   | 0.20%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                      | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                             | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      161000 | PA      | $157077.63    | 0.02%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                      | Hilton Domestic Operating Co Inc                                                                                                                     | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      958000 | PA      | $918813.81    | 0.10%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                      | Hilton Domestic Operating Co Inc                                                                                                                     | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      448000 | PA      | $420189.47    | 0.04%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                      | Hilton Domestic Operating Co Inc                                                                                                                     | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     1538000 | PA      | $1397353.91   | 0.15%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                      | Hilton Domestic Operating Co Inc                                                                                                                     | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     1286000 | PA      | $1298472.54   | 0.13%             | 2029-03-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                      | Hilton Domestic Operating Co Inc                                                                                                                     | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      738000 | PA      | $749480.52    | 0.08%             | 2032-03-22      | Fixed         | 6.12%                 | No            |                  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        |      595000 | PA      | $588821.53    | 0.06%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  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        |     3193000 | PA      | $3034968.85   | 0.32%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  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        |      465000 | PA      | $420137.55    | 0.04%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                                       | Howard Midstream Energy Partners LLC                                                                                                                 | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       51000 | PA      | $52753.93     | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                                      | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC                                                                        | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1010000 | PA      | $940278.78    | 0.10%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                      | Hudson Pacific Properties LP                                                                                                                         | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |       19000 | PA      | $17934.77     | 0.00%             | 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        |       38000 | PA      | $32591.41     | 0.00%             | 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        |      515000 | PA      | $417707.68    | 0.04%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                          | IHO Verwaltungs GmbH                                                                                                                                 | CUSIP: 44963BAD0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $199754.00    | 0.02%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                          | IHO Verwaltungs GmbH                                                                                                                                 | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      695000 | PA      | $712449.88    | 0.07%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                          | IHO Verwaltungs GmbH                                                                                                                                 | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      310000 | PA      | $319129.93    | 0.03%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                               | IHS Holding Ltd                                                                                                                                      | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      383000 | PA      | $379231.28    | 0.04%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                               | IHS Holding Ltd                                                                                                                                      | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      306000 | PA      | $309770.63    | 0.03%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST II                                                       | ILFC E-Capital Trust II                                                                                                                              | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | SN               | CORP              | US        |     2000000 | PA      | $1741028.56   | 0.18%             | 2065-12-21      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                              | ITT Holdings LLC                                                                                                                                     | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |     1315000 | PA      | $1281743.45   | 0.13%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                      | iHeartCommunications Inc                                                                                                                             | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      205556 | PA      | $186583.46    | 0.02%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                             | ILLINOIS ST                                                                                                                                          | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     1367857 | PA      | $1470656.24   | 0.15%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                       | Crescent Energy Finance LLC                                                                                                                          | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      291000 | PA      | $295094.25    | 0.03%             | 2032-03-19      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                       | Crescent Energy Finance LLC                                                                                                                          | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      160000 | PA      | $160040.19    | 0.02%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INDIA CLEAN ENERGY HLDG                                                       | India Clean Energy Holdings                                                                                                                          | CUSIP: 45409MAA1<br>LEI: 254900XQFJ9593DCY022 | Long             | DBT              | CORP              | MU        |      311000 | PA      | $301156.85    | 0.03%             | 2027-04-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL F&B INV                                                            | Industrial F&B Investments III Inc                                                                                                                   | CUSIP: 456142AA6<br>LEI: 254900VSX7CEW7CNTO51 | Long             | DBT              | CORP              | US        |      434000 | PA      | $438413.15    | 0.05%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                                 | Ingevity Corp                                                                                                                                        | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |      495000 | PA      | $474703.24    | 0.05%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                                                      | Installed Building Products Inc                                                                                                                      | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |      301000 | PA      | $295505.03    | 0.03%             | 2034-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INRETAIL SHOPPING MALLS                                                       | InRetail Shopping Malls                                                                                                                              | CUSIP: 45780UAC8<br>LEI: 254900340JT2D5SHMA49 | Long             | DBT              |  | PE        |      355000 | PA      | $345592.50    | 0.04%             | 2032-10-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                                                           | Insulet Corp                                                                                                                                         | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |      172000 | PA      | $175501.78    | 0.02%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                           | Intesa Sanpaolo SpA                                                                                                                                  | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      845000 | PA      | $793069.87    | 0.08%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INVEST ENERGY RES LTD                                                         | Investment Energy Resources Ltd                                                                                                                      | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |      403000 | PA      | $398164.00    | 0.04%             | 2029-04-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                      | Olympus Water US Holding Corp                                                                                                                        | CUSIP: 46150DAA0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     1296000 | PA      | $1234859.84   | 0.13%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                                          | ION Platform Finance US Inc / ION Platform Finance SARL                                                                                              | CUSIP: 46206AAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      403000 | PA      | $373004.00    | 0.04%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                     | IQVIA Inc                                                                                                                                            | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      606000 | PA      | $604370.14    | 0.06%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                     | IQVIA Inc                                                                                                                                            | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      203000 | PA      | $207416.31    | 0.02%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                      | JH North America Holdings Inc                                                                                                                        | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      219000 | PA      | $218269.77    | 0.02%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                      | JH North America Holdings Inc                                                                                                                        | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     1001000 | PA      | $999622.93    | 0.10%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JSW INFRASTRUCTURE                                                            | JSW Infrastructure Ltd                                                                                                                               | CUSIP: 46654XAA7<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |      204000 | PA      | $199130.52    | 0.02%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                                      | Jaguar Land Rover Automotive PLC                                                                                                                     | CUSIP: 47010BAF1<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |      780000 | PA      | $765779.41    | 0.08%             | 2027-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                       | Jane Street Group / JSG Finance Inc                                                                                                                  | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      764000 | PA      | $785993.77    | 0.08%             | 2031-04-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                       | Jane Street Group / JSG Finance Inc                                                                                                                  | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1367000 | PA      | $1387525.55   | 0.14%             | 2033-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                                           | Jazz Securities DAC                                                                                                                                  | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |     2280000 | PA      | $2214796.51   | 0.23%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                                      | Jefferies Finance LLC / JFIN Co-Issuer Corp                                                                                                          | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1987000 | PA      | $1854169.86   | 0.19%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                                      | Jefferies Finance LLC / JFIN Co-Issuer Corp                                                                                                          | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      395000 | PA      | $375932.48    | 0.04%             | 2031-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                                       | JetBlue Airways Corp / JetBlue Loyalty LP                                                                                                            | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      514000 | PA      | $485730.00    | 0.05%             | 2031-08-12      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD GBP                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $1109.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KFC HLD/PIZZA HUT/TACO                                                        | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC                                                                                       | CUSIP: 48250NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      733000 | PA      | $730387.46    | 0.08%             | 2027-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                                       | K Hovnanian Enterprises Inc                                                                                                                          | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |      790000 | PA      | $783359.71    | 0.08%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                                   | Rad CLO 10 Ltd                                                                                                                                       | CUSIP: 48662MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750050 | PA      | $669879.41    | 0.07%             | 2034-04-23      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                                   | Rad CLO 11 Ltd                                                                                                                                       | CUSIP: 48662PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      354788 | PA      | $330512.70    | 0.03%             | 2034-04-15      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                                             | Republic of Kenya Government International Bond                                                                                                      | CUSIP: 491798AR5<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1041000 | PA      | $945852.60    | 0.10%             | 2034-02-26      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                       | KeyCorp                                                                                                                                              | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |       19000 | PA      | $20150.10     | 0.00%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                                                            | Caturus Energy LLC                                                                                                                                   | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |      220000 | PA      | $227977.09    | 0.02%             | 2030-01-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KINGPIN INTERMEDIATE HO                                                       | Kingpin Intermediate Holdings LLC                                                                                                                    | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |      432000 | PA      | $381609.55    | 0.04%             | 2032-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KINGSTON AIRPORT REV FIN                                                      | Kingston Airport Revenue Finance Ltd                                                                                                                 | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |      495000 | PA      | $491708.25    | 0.05%             | 2036-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED CNH / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CN        |           1 | NC      | $23.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | PURCHASED PEN / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              |  | PE        |           1 | NC      | $138.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                       | Kodiak Gas Services LLC                                                                                                                              | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |       66000 | PA      | $68391.67     | 0.01%             | 2029-02-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                       | Kodiak Gas Services LLC                                                                                                                              | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      700000 | PA      | $702957.49    | 0.07%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                                            | Kontoor Brands Inc                                                                                                                                   | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |      901000 | PA      | $853314.14    | 0.09%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                         | Bath & Body Works Inc                                                                                                                                | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      519000 | PA      | $510577.22    | 0.05%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                         | Bath & Body Works Inc                                                                                                                                | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |       98000 | PA      | $94180.08     | 0.01%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                         | Bath & Body Works Inc                                                                                                                                | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      845000 | PA      | $843668.82    | 0.09%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                 | LGI Homes Inc                                                                                                                                        | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      703000 | PA      | $654644.67    | 0.07%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                      | LCM Investments Holdings II LLC                                                                                                                      | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     1990000 | PA      | $1939107.90   | 0.20%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                                                       | LCPR Senior Secured Financing DAC                                                                                                                    | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     1366000 | PA      | $922166.07    | 0.10%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                                                       | LCPR Senior Secured Financing DAC                                                                                                                    | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     3059000 | PA      | $1995947.52   | 0.21%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                                                                | LSB Industries Inc                                                                                                                                   | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |     1348000 | PA      | $1342301.40   | 0.14%             | 2028-10-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                                                           | LYB International Finance BV                                                                                                                         | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |      327000 | PA      | $281045.29    | 0.03%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                           | LYB International Finance III LLC                                                                                                                    | CUSIP: 50249AAA1<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      137000 | PA      | $96673.34     | 0.01%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                                      | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                                                   | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |      284000 | PA      | $275324.69    | 0.03%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                       | Crescent Energy Finance LLC                                                                                                                          | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      282000 | PA      | $288482.05    | 0.03%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                          | Las Vegas Sands Corp                                                                                                                                 | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     1381000 | PA      | $1398752.22   | 0.15%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                          | Las Vegas Sands Corp                                                                                                                                 | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      702000 | PA      | $722109.32    | 0.07%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                           | LBM Acquisition LLC                                                                                                                                  | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |      210000 | PA      | $182710.34    | 0.02%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                               | Lehman XS Trust 2007-10H                                                                                                                             | CUSIP: 525237AV5<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | ABS-MBS          | CORP              | US        |       84145 | PA      | $10983.69     | 0.00%             | 2037-07-25      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                         | Level 3 Financing Inc                                                                                                                                | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      404000 | PA      | $421439.90    | 0.04%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                      | Liberty Mutual Group Inc                                                                                                                             | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     2187000 | PA      | $2435275.96   | 0.25%             | 2037-03-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                          | LifePoint Health Inc                                                                                                                                 | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      861000 | PA      | $927056.33    | 0.10%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                          | LifePoint Health Inc                                                                                                                                 | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     1889000 | PA      | $2012190.51   | 0.21%             | 2032-01-14      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                                           | Lightning Power LLC                                                                                                                                  | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |      225000 | PA      | $234398.26    | 0.02%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                         | Bath & Body Works Inc                                                                                                                                | CUSIP: 532716AN7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      367000 | PA      | $357133.43    | 0.04%             | 2037-07-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                             | Lithia Motors Inc                                                                                                                                    | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      145000 | PA      | $138162.84    | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                      | Live Nation Entertainment Inc                                                                                                                        | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      483000 | PA      | $480414.39    | 0.05%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                      | Live Nation Entertainment Inc                                                                                                                        | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       38000 | PA      | $38065.08     | 0.00%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | Lloyds Banking Group PLC                                                                                                                             | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      207000 | PA      | $210350.84    | 0.02%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| LSF12 HELIX PARENT LLC                                                        | Lsf12 Helix Parent LLC                                                                                                                               | CUSIP: 548916AA3<br>LEI: 254900H70V4IL22BHL88 | Long             | DBT              | CORP              | US        |      175000 | PA      | $169118.40    | 0.02%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                          | M&T Bank Corp                                                                                                                                        | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      165000 | PA      | $162773.79    | 0.02%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US                                                              | Sekisui House US Inc                                                                                                                                 | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     1881000 | PA      | $1716209.45   | 0.18%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                              | MGM Resorts International                                                                                                                            | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4990.86      | 0.00%             | 2026-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                                        | MGM China Holdings Ltd                                                                                                                               | CUSIP: 55300RAB7<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |      414000 | PA      | $413354.16    | 0.04%             | 2026-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                                        | MGM China Holdings Ltd                                                                                                                               | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     1122000 | PA      | $1110073.14   | 0.12%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                      | MPH Acquisition Holdings LLC                                                                                                                         | CUSIP: 553283AE2<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |      216558 | PA      | $145086.84    | 0.02%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                      | MPH Acquisition Holdings LLC                                                                                                                         | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |      975465 | PA      | $883851.75    | 0.09%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                      | MPH Acquisition Holdings LLC                                                                                                                         | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     1289399 | PA      | $1002126.98   | 0.10%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                                        | MIWD Holdco II LLC / MIWD Finance Corp                                                                                                               | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3073000 | PA      | $2659242.58   | 0.28%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                       | MPT Operating Partnership LP / MPT Finance Corp                                                                                                      | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              |  | US        |      519000 | PA      | $404301.50    | 0.04%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                               | MV24 Capital BV                                                                                                                                      | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      385187 | PA      | $384705.17    | 0.04%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                       | Macy's Retail Holdings LLC                                                                                                                           | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      287000 | PA      | $293501.39    | 0.03%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                               | Madison IAQ LLC                                                                                                                                      | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     2417000 | PA      | $2374432.23   | 0.25%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                                        | Discovery Global Holdings Inc                                                                                                                        | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     1006000 | PA      | $890653.22    | 0.09%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                                        | Discovery Global Holdings Inc                                                                                                                        | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      460000 | PA      | $278748.56    | 0.03%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                                        | Discovery Global Holdings Inc                                                                                                                        | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     3716000 | PA      | $2479084.44   | 0.26%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MAGNETATION LLC/FIN CORP                                                      | Magnetation LLC / Mag Finance Corp                                                                                                                   | CUSIP: 559417AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2857000 | PA      | $0.03         | 0.00%             | 2018-05-15      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                      | Main Street Capital Corp                                                                                                                             | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |       58000 | PA      | $58545.90     | 0.01%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                                      | Marriott Ownership Resorts Inc                                                                                                                       | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |      293000 | PA      | $277507.56    | 0.03%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                                      | Marriott Ownership Resorts Inc                                                                                                                       | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     2488000 | PA      | $2365699.03   | 0.25%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                               | Masterbrand Inc                                                                                                                                      | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |     1031000 | PA      | $1009213.68   | 0.10%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                          | Matador Resources Co                                                                                                                                 | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      700000 | PA      | $695169.86    | 0.07%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                        | Match Group Holdings II LLC                                                                                                                          | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      207000 | PA      | $202457.60    | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                         | McGraw-Hill Education Inc                                                                                                                            | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      639000 | PA      | $632119.47    | 0.07%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                         | McGraw-Hill Education Inc                                                                                                                            | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      247000 | PA      | $246633.55    | 0.03%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                                              | Maxam Prill Sarl                                                                                                                                     | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |     1253000 | PA      | $1276994.31   | 0.13%             | 2030-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                                   | McAfee Corp                                                                                                                                          | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |      551000 | PA      | $454526.53    | 0.05%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                     | PURCHASED USD / SOLD TWD                                                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-142.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEDCO CYPRESS TREE PTE                                                        | Medco Cypress Tree Pte Ltd                                                                                                                           | CUSIP: 58406VAA7<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | SG        |      411000 | PA      | $422302.50    | 0.04%             | 2030-05-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL CANADA ULC                                                           | MEGlobal Canada ULC                                                                                                                                  | CUSIP: 58518N2A9<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | CA        |      343000 | PA      | $345737.14    | 0.04%             | 2030-05-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                         | Melco Resorts Finance Ltd                                                                                                                            | CUSIP: 58547DAC3<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      965000 | PA      | $955977.25    | 0.10%             | 2027-07-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                         | Melco Resorts Finance Ltd                                                                                                                            | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     1356000 | PA      | $1300065.00   | 0.13%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                         | Melco Resorts Finance Ltd                                                                                                                            | CUSIP: 58547DAE9<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     1255000 | PA      | $1232322.15   | 0.13%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                         | Melco Resorts Finance Ltd                                                                                                                            | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      253000 | PA      | $243040.97    | 0.03%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THE MEN'S WEARHOUSE LLC                                                       | Men's Wearhouse LLC/The                                                                                                                              | CUSIP: 587118AF7<br>LEI: NKFP7BJ6WYEV4I24P532 | Long             | DBT              | CORP              | US        |      406000 | PA      | $412968.81    | 0.04%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                 | Methanex Corp                                                                                                                                        | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |      151000 | PA      | $150036.75    | 0.02%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                   | MetLife Inc                                                                                                                                          | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      589000 | PA      | $761619.85    | 0.08%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                   | MetLife Inc                                                                                                                                          | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      105000 | PA      | $122804.95    | 0.01%             | 2038-04-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                          | Michaels Cos Inc/The                                                                                                                                 | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      700000 | PA      | $681653.22    | 0.07%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                                      | Midcap Financial Issuer Trust                                                                                                                        | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      431000 | PA      | $418543.38    | 0.04%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORP                                                        | Millennium Escrow Corp                                                                                                                               | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3920000 | PA      | $3684800.00   | 0.38%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                                        | Millicom International Cellular SA                                                                                                                   | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      343000 | PA      | $347145.32    | 0.04%             | 2032-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                        | AthenaHealth Group Inc                                                                                                                               | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     1181000 | PA      | $1103188.86   | 0.11%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                                                       | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                                                                                              | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      361000 | PA      | $345748.91    | 0.04%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  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              |  | XX        |      496000 | PA      | $491660.00    | 0.05%             | 2032-11-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                                       | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC                                                                              | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      760000 | PA      | $776360.60    | 0.08%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                                       | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC                                                                              | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1546000 | PA      | $1609736.32   | 0.17%             | 2031-03-18      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| MONITRONICS INTERNATIONAL, INC                                                | MONITRONICS INTERNATIONAL, INC                                                                                                                       | CUSIP: 609ESCAB4<br>LEI: SCAKOG18M6QWWML8YF46 | Long             | DBT              | CORP              | US        |      958000 | PA      | $0.01         | 0.00%             | 2025-12-31      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| MOOG INC                                                                      | Moog Inc                                                                                                                                             | CUSIP: 615394AP8<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |      597000 | PA      | $599351.57    | 0.06%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED CAD / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CA        |           1 | NC      | $-470.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                                                      | Moss Creek Resources Holdings Inc                                                                                                                    | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |      513000 | PA      | $512840.65    | 0.05%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                                             | Motion Finco Sarl                                                                                                                                    | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |      268000 | PA      | $221744.02    | 0.02%             | 2032-01-27      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS                                                        | Mueller Water Products Inc                                                                                                                           | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |      435000 | PA      | $419246.70    | 0.04%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                               | Murphy Oil Corp                                                                                                                                      | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |      540000 | PA      | $536386.12    | 0.06%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                               | Murphy Oil Corp                                                                                                                                      | CUSIP: 626717AQ5<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |      487000 | PA      | $480690.92    | 0.05%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                                          | Utah Acquisition Sub Inc                                                                                                                             | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |      446000 | PA      | $358344.49    | 0.04%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                           | NCL Corp Ltd                                                                                                                                         | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      693000 | PA      | $687712.31    | 0.07%             | 2032-01-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                           | NCL Corp Ltd                                                                                                                                         | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     1428000 | PA      | $1387155.69   | 0.14%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                           | NCL Corp Ltd                                                                                                                                         | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      470000 | PA      | $456443.64    | 0.05%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                                             | NFE Financing LLC                                                                                                                                    | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5606511 | PA      | $2531026.20   | 0.26%             | 2029-11-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                         | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                                                   | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1623665.39   | 0.17%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                         | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                                                   | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     1204000 | PA      | $1244277.18   | 0.13%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                | NRG Energy Inc                                                                                                                                       | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79296.57     | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                | NRG Energy Inc                                                                                                                                       | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1109000 | PA      | $1053952.05   | 0.11%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                | NRG Energy Inc                                                                                                                                       | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      445000 | PA      | $410973.68    | 0.04%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                | NRG Energy Inc                                                                                                                                       | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      842000 | PA      | $909352.84    | 0.09%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                | NRG Energy Inc                                                                                                                                       | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1744000 | PA      | $1741310.94   | 0.18%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                         | Nabors Industries Inc                                                                                                                                | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      128000 | PA      | $134343.82    | 0.01%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| NASSAU COMPANIES OF NY                                                        | Nassau Cos of New York/The                                                                                                                           | CUSIP: 63155AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      433000 | PA      | $394166.33    | 0.04%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL MENTOR HOLDINGS                                                      | National Mentor Holdings Inc                                                                                                                         | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |      469000 | PA      | $484265.21    | 0.05%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                       | Nationwide Building Society                                                                                                                          | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      430000 | PA      | $430827.01    | 0.04%             | 2036-07-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                  | Navient Corp                                                                                                                                         | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      835000 | PA      | $836855.05    | 0.09%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                  | Navient Corp                                                                                                                                         | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      422000 | PA      | $412051.27    | 0.04%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                  | Navient Corp                                                                                                                                         | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     1706000 | PA      | $1610067.15   | 0.17%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                  | Navient Corp                                                                                                                                         | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      326000 | PA      | $300410.83    | 0.03%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                  | Navient Corp                                                                                                                                         | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      353000 | PA      | $344455.23    | 0.04%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                  | Navient Corp                                                                                                                                         | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      845000 | PA      | $857855.21    | 0.09%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| UBS AG                                                                        | PURCHASED USD / SOLD BRL                                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-17409.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED CAD / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CA        |           1 | NC      | $-575.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc                                                       | New Fortress Energy Inc                                                                                                                              | CUSIP: 644393100<br>LEI: 254900EICTYTCHA5X705 | Long             | EC               | CORP              | US        |       49250 | NS      | $29057.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARK GROUP INC                                                             | Newmark Group Inc                                                                                                                                    | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              |  | US        |     2329000 | PA      | $2442409.19   | 0.25%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                                             | Nexa Resources SA                                                                                                                                    | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |      961000 | PA      | $1002606.42   | 0.10%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                                        | XPLR Infrastructure Operating Partners LP                                                                                                            | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      251000 | PA      | $248529.56    | 0.03%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                                        | XPLR Infrastructure Operating Partners LP                                                                                                            | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      391000 | PA      | $403837.59    | 0.04%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                                            | Niagara Energy SAC                                                                                                                                   | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |      492000 | PA      | $492319.80    | 0.05%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                             | Nexstar Media Inc                                                                                                                                    | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      700000 | PA      | $701525.48    | 0.07%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                             | Nexstar Media Inc                                                                                                                                    | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     2227000 | PA      | $2244227.34   | 0.23%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NICKEL INDUSTRIES LTD                                                         | Nickel Industries Ltd                                                                                                                                | CUSIP: 653890AB9<br>LEI: 54930007K0WX53TSIK16 | Long             | DBT              | CORP              | AU        |      269000 | PA      | $268404.11    | 0.03%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                       | Nissan Motor Acceptance Co LLC                                                                                                                       | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     1112000 | PA      | $1038895.82   | 0.11%             | 2028-03-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                               | Nissan Motor Co Ltd                                                                                                                                  | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     1000000 | PA      | $968837.37    | 0.10%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                               | Nissan Motor Co Ltd                                                                                                                                  | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      233000 | PA      | $211198.46    | 0.02%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                       | Nissan Motor Acceptance Co LLC                                                                                                                       | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      575000 | PA      | $525561.34    | 0.05%             | 2028-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                       | Nissan Motor Acceptance Co LLC                                                                                                                       | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5077.52      | 0.00%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                       | Nissan Motor Acceptance Co LLC                                                                                                                       | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     1466000 | PA      | $1410012.48   | 0.15%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                               | Nissan Motor Co Ltd                                                                                                                                  | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     3203000 | PA      | $3298116.61   | 0.34%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                 | Nordstrom Inc                                                                                                                                        | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      737000 | PA      | $494059.64    | 0.05%             | 2044-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                  | Novelis Corp                                                                                                                                         | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      594000 | PA      | $599225.36    | 0.06%             | 2030-01-08      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                           | NuStar Logistics LP                                                                                                                                  | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      925000 | PA      | $926779.01    | 0.10%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                           | NuStar Logistics LP                                                                                                                                  | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |       97000 | PA      | $100304.71    | 0.01%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                      | OCP SA                                                                                                                                               | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      412000 | PA      | $429048.56    | 0.04%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                       | OAK-Eagle Acquireco Inc                                                                                                                              | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     1308000 | PA      | $1354653.36   | 0.14%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                       | OAK-Eagle Acquireco Inc                                                                                                                              | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     1794000 | PA      | $1876103.97   | 0.19%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                        | Oaktree Specialty Lending Corp                                                                                                                       | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |       90000 | PA      | $87726.33     | 0.01%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                             | Chord Energy Corp                                                                                                                                    | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      683000 | PA      | $690250.07    | 0.07%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                      | Occidental Petroleum Corp                                                                                                                            | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |        4000 | PA      | $4452.70      | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                     | Olin Corp                                                                                                                                            | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     1084000 | PA      | $1070129.95   | 0.11%             | 2029-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                     | Olin Corp                                                                                                                                            | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      659000 | PA      | $644365.66    | 0.07%             | 2033-02-28      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                      | Omega Healthcare Investors Inc                                                                                                                       | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |      577000 | PA      | $579796.41    | 0.06%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                      | 1011778 BC ULC / New Red Finance Inc                                                                                                                 | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1492000 | PA      | $1460184.47   | 0.15%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                      | 1011778 BC ULC / New Red Finance Inc                                                                                                                 | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      963000 | PA      | $950045.95    | 0.10%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  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        |     1168000 | PA      | $1097324.60   | 0.11%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                      | 1011778 BC ULC / New Red Finance Inc                                                                                                                 | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       90000 | PA      | $86100.23     | 0.01%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                      | 1011778 BC ULC / New Red Finance Inc                                                                                                                 | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2051000 | PA      | $2086347.39   | 0.22%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                | 1261229 BC Ltd                                                                                                                                       | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     5478000 | PA      | $5575665.95   | 0.58%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD EUR                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $4290.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                  | Fibercop SpA                                                                                                                                         | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      259000 | PA      | $257083.05    | 0.03%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                  | Fibercop SpA                                                                                                                                         | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     1559000 | PA      | $1558239.02   | 0.16%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                   | Oracle Corp                                                                                                                                          | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      123000 | PA      | $81301.61     | 0.01%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                   | Oracle Corp                                                                                                                                          | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      186000 | PA      | $143878.61    | 0.01%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                   | Oracle Corp                                                                                                                                          | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      355000 | PA      | $298475.59    | 0.03%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                                        | Orbia Advance Corp SAB de CV                                                                                                                         | CUSIP: 68560EAD0<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     1379000 | PA      | $1305778.00   | 0.14%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ORAZUL ENERGY PERU SA                                                         | Orazul Energy Peru SA                                                                                                                                | CUSIP: 685948AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |      249000 | PA      | $247769.94    | 0.03%             | 2032-09-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                                      | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                                     | CUSIP: 68622FAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |      716000 | PA      | $589178.82    | 0.06%             | 2034-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                                      | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                                     | CUSIP: 68622TAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |     2247000 | PA      | $2178526.02   | 0.23%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                                      | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                                     | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |      922000 | PA      | $752582.21    | 0.08%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ACCENDRA HEALTH INC                                                           | Accendra Health Inc                                                                                                                                  | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |        3000 | PA      | $1787.48      | 0.00%             | 2029-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACCENDRA HEALTH INC                                                           | Accendra Health Inc                                                                                                                                  | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |      275000 | PA      | $131280.12    | 0.01%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                                                | Owens-Brockway Glass Container Inc                                                                                                                   | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      482000 | PA      | $462246.20    | 0.05%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                                            | PBF Holding Co LLC / PBF Finance Corp                                                                                                                | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      682000 | PA      | $680160.69    | 0.07%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                                            | PBF Holding Co LLC / PBF Finance Corp                                                                                                                | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      849000 | PA      | $870739.94    | 0.09%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                                      | PM General Purchaser LLC                                                                                                                             | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2079000 | PA      | $1969149.26   | 0.20%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                         | Freeport Indonesia PT                                                                                                                                | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      281000 | PA      | $280404.28    | 0.03%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Grantor Trust                                                  | Pagaya AI Debt Grantor Trust 2024-S1                                                                                                                 | CUSIP: 694963AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      811950 | PA      | $813980.34    | 0.08%             | 2031-09-15      | Variable      | 7.29%                 | No            |                  3 | On Loan: No      |
| PACIFICORP                                                                    | PacifiCorp                                                                                                                                           | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      375000 | PA      | $356940.51    | 0.04%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PacifiCorp                                                                                                                                           | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     1022000 | PA      | $967003.99    | 0.10%             | 2056-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PacifiCorp                                                                                                                                           | CUSIP: 695114DQ8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     1521000 | PA      | $1532768.69   | 0.16%             | 2036-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                                         | Panther Escrow Issuer LLC                                                                                                                            | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1312000 | PA      | $1314090.82   | 0.14%             | 2031-04-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                                           | PURCHASED KRW / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | KR        |           1 | NC      | $-1033.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARADIGM PRNT/CO-ISSUER                                                       | Paradigm Parent LLC and Paradigm Parent CO-Issuer Inc                                                                                                | CUSIP: 69902PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      344000 | PA      | $305471.72    | 0.03%             | 2032-04-17      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                | PURCHASED USD / SOLD BRL                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-223.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED GBP / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | GB        |           1 | NC      | $-459.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                        | PURCHASED USD / SOLD COP                                                                                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-86811.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED AUD / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | AU        |           1 | NC      | $-337.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED CAD / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CA        |           1 | NC      | $-770.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                                        | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer                                                                     | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              |  | US        |       65000 | PA      | $64635.43     | 0.01%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                                       | Park River Holdings Inc                                                                                                                              | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |      368000 | PA      | $366406.95    | 0.04%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DOMTAR CORP                                                                   | Domtar Corp                                                                                                                                          | CUSIP: 70478JAA2<br>LEI: XYSIJOU3HNVROZWNA008 | Long             | DBT              | CORP              | US        |      423000 | PA      | $278270.33    | 0.03%             | 2028-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                        | Penn Entertainment Inc                                                                                                                               | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | PA      | $680085.54    | 0.07%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                                                       | Penske Automotive Group Inc                                                                                                                          | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |      139000 | PA      | $132254.04    | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                      | Performance Food Group Inc                                                                                                                           | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       75000 | PA      | $72106.93     | 0.01%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                      | Permian Resources Operating LLC                                                                                                                      | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      949000 | PA      | $966375.03    | 0.10%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                                      | Perrigo Finance Unlimited Co                                                                                                                         | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     1308000 | PA      | $1180467.89   | 0.12%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                                                       | Petco Health & Wellness Co Inc                                                                                                                       | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |      350000 | PA      | $349528.66    | 0.04%             | 2031-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                           | Petroleos Mexicanos                                                                                                                                  | CUSIP: 71654QBE1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1511000 | PA      | $1120482.05   | 0.12%             | 2044-06-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                           | Petroleos Mexicanos                                                                                                                                  | CUSIP: 71654QBX9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |      930000 | PA      | $681225.00    | 0.07%             | 2046-01-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                                      | PetSmart LLC / PetSmart Finance Corp                                                                                                                 | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      726000 | PA      | $731943.88    | 0.08%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                                      | PetSmart LLC / PetSmart Finance Corp                                                                                                                 | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      939000 | PA      | $936579.08    | 0.10%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PHINIA INC                                                                    | Phinia Inc                                                                                                                                           | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |      990000 | PA      | $1010541.62   | 0.10%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                                                      | Phoenix Aviation Capital Ltd                                                                                                                         | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |     1004000 | PA      | $1009317.74   | 0.10%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED SEK / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | SE        |           1 | NC      | $-1133.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PLANET FINANCIAL GROUP                                                        | Planet Financial Group LLC                                                                                                                           | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      265000 | PA      | $254269.36    | 0.03%             | 2029-12-03      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                         | Playtika Holding Corp                                                                                                                                | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     2274000 | PA      | $1775808.81   | 0.18%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                                                      | Prime Healthcare Services Inc                                                                                                                        | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      448000 | PA      | $464380.07    | 0.05%             | 2029-08-13      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                      | Prime Security Services Borrower LLC / Prime Finance Inc                                                                                             | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      938000 | PA      | $913876.44    | 0.09%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                                  | ADT Security Corp/The                                                                                                                                | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     1012000 | PA      | $948745.96    | 0.10%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  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        |     1227000 | PA      | $1191760.56   | 0.12%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                                      | Primo Water Holdings Inc / Triton Water Holdings Inc                                                                                                 | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      421000 | PA      | $421357.85    | 0.04%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROG HOLDINGS INC                                                             | PROG Holdings Inc                                                                                                                                    | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |     1572000 | PA      | $1499030.68   | 0.16%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROSPECT CAPITAL CORP                                                         | Prospect Capital Corp                                                                                                                                | CUSIP: 74348TAW2<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |       22000 | PA      | $19354.91     | 0.00%             | 2028-10-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                     | Prosus NV                                                                                                                                            | CUSIP: 74365PAD0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      331000 | PA      | $220859.75    | 0.02%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| PT SORIK MAR GEO POW                                                          | Sorik Marapi Geothermal Power PT                                                                                                                     | CUSIP: 74390TAA7<br>LEI: 254900OW9VKG09S8C597 | Long             | DBT              | CORP              | ID        |      391986 | PA      | $388144.54    | 0.04%             | 2031-08-05      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                      | Prudential Financial Inc                                                                                                                             | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      355000 | PA      | $346066.96    | 0.04%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                      | PUBLIC FIN AUTH WI REVENUE                                                                                                                           | CUSIP: 74442PSF3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |     1435000 | PA      | $1320228.56   | 0.14%             | 2041-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                         | Qnity Electronics Inc                                                                                                                                | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      519000 | PA      | $519647.00    | 0.05%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                         | Qnity Electronics Inc                                                                                                                                | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      580000 | PA      | $588437.79    | 0.06%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                                         | QXO Building Products Inc                                                                                                                            | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     2409000 | PA      | $2457537.33   | 0.26%             | 2032-04-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                              | RALI Series 2006-QS18 Trust                                                                                                                          | CUSIP: 74922RAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1295241 | PA      | $149200.36    | 0.02%             | 2036-12-25      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                          | RLJ Lodging Trust LP                                                                                                                                 | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |      406000 | PA      | $381538.25    | 0.04%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RXO INC                                                                       | RXO Inc                                                                                                                                              | CUSIP: 74982TAA1<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |      700000 | PA      | $673106.69    | 0.07%             | 2031-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                                                       | Rfna LP                                                                                                                                              | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |     1118000 | PA      | $1068315.97   | 0.11%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RACKSPACE FINANCE LLC                                                         | Rackspace Finance LLC                                                                                                                                | CUSIP: 75008WAA1<br>LEI: 25490078N5MHLAGLZ689 | Long             | DBT              | CORP              | US        |     3030300 | PA      | $1480791.28   | 0.15%             | 2028-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                             | Rakuten Group Inc                                                                                                                                    | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      658000 | PA      | $680967.20    | 0.07%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                          | Raizen Fuels Finance SA                                                                                                                              | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      464000 | PA      | $257976.36    | 0.03%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                          | Raizen Fuels Finance SA                                                                                                                              | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     1010000 | PA      | $554443.34    | 0.06%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                          | Raizen Fuels Finance SA                                                                                                                              | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      314000 | PA      | $174973.69    | 0.02%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                               | Rand Parent LLC                                                                                                                                      | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      372000 | PA      | $382738.22    | 0.04%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                                      | Raven Acquisition Holdings LLC                                                                                                                       | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2590000 | PA      | $2510374.23   | 0.26%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  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              |  | US        |      410000 | PA      | $434625.83    | 0.05%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| RENEW TREAS IFSC PVT LTD                                                      | Renew Treasury Ifsc Pvt Ltd                                                                                                                          | CUSIP: 759963AA9<br>LEI: 335800IK4XWJ5637BW61 | Long             | DBT              | CORP              | IN        |      289000 | PA      | $280239.69    | 0.03%             | 2031-02-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD CHF                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $1745.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                              | RALI Series 2005-QS14 Trust                                                                                                                          | CUSIP: 761118JJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      132901 | PA      | $118003.72    | 0.01%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                        | Residential Asset Securitization Trust 2006-A8                                                                                                       | CUSIP: 761119AS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      126286 | PA      | $51553.71     | 0.01%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                           | Resideo Funding Inc                                                                                                                                  | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      139000 | PA      | $137154.57    | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                                        | Ritchie Bros Holdings Inc                                                                                                                            | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |      452000 | PA      | $459081.26    | 0.05%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                                           | Rocket Software Inc                                                                                                                                  | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |     1954000 | PA      | $1951078.73   | 0.20%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                      | Rockies Express Pipeline LLC                                                                                                                         | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      298000 | PA      | $291333.34    | 0.03%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                      | Rogers Communications Inc                                                                                                                            | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      584000 | PA      | $576572.92    | 0.06%             | 2082-03-15      | Fixed         | 5.25%                 | 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        |      143000 | PA      | $138824.45    | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                       | Romanian Government International Bond                                                                                                               | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      336000 | PA      | $333984.00    | 0.03%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                       | Romanian Government International Bond                                                                                                               | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1492000 | PA      | $1405386.86   | 0.15%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                       | Romanian Government International Bond                                                                                                               | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1434000 | PA      | $1427905.50   | 0.15%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                       | SBA Communications Corp                                                                                                                              | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |      341000 | PA      | $323165.65    | 0.03%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SESI LLC                                                                      | SESI LLC                                                                                                                                             | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |      334000 | PA      | $340576.52    | 0.04%             | 2030-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                      | SLM Corp                                                                                                                                             | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      188000 | PA      | $186291.75    | 0.02%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                  | SM Energy Co                                                                                                                                         | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      668000 | PA      | $678537.55    | 0.07%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                  | SM Energy Co                                                                                                                                         | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      700000 | PA      | $699621.85    | 0.07%             | 2034-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                                                | SNF Group SACA                                                                                                                                       | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |      655000 | PA      | $655000.00    | 0.07%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                                                | SNF Group SACA                                                                                                                                       | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     1151000 | PA      | $1066531.91   | 0.11%             | 2030-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                                                | SNF Group SACA                                                                                                                                       | CUSIP: 784944AA8<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |      593000 | PA      | $599695.93    | 0.06%             | 2031-03-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                                            | Saavi Energia Sarl                                                                                                                                   | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |      490000 | PA      | $513327.37    | 0.05%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                                        | Sable International Finance Ltd                                                                                                                      | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |      688000 | PA      | $679647.69    | 0.07%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                | Sabre GLBL Inc                                                                                                                                       | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     2240000 | PA      | $1898347.81   | 0.20%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                       | PURCHASED USD / SOLD KRW                                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $1911.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                | PURCHASED USD / SOLD COP                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $10096.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                       | PURCHASED USD / SOLD PEN                                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $623.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                               | Sands China Ltd                                                                                                                                      | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      550000 | PA      | $530172.68    | 0.06%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                               | Sands China Ltd                                                                                                                                      | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      285000 | PA      | $257383.50    | 0.03%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                       | Sasol Financing USA LLC                                                                                                                              | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      287000 | PA      | $299400.54    | 0.03%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                       | Sasol Financing USA LLC                                                                                                                              | CUSIP: 80386WAG0<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      622000 | PA      | $618330.77    | 0.06%             | 2033-04-10      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                                                          | Saturn Oil & Gas Inc                                                                                                                                 | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |      417000 | PA      | $438520.62    | 0.05%             | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                           | Charles Schwab Corp/The                                                                                                                              | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     1251000 | PA      | $1242638.19   | 0.13%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                                                            | Mativ Holdings Inc                                                                                                                                   | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |      336000 | PA      | $314143.56    | 0.03%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                                 | EW Scripps Co/The                                                                                                                                    | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |      840000 | PA      | $816534.62    | 0.08%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                                       | SEAGATE DATA STOR                                                                                                                                    | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      537000 | PA      | $561165.00    | 0.06%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  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        |      556000 | PA      | $585827.00    | 0.06%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                                      | SeaWorld Parks & Entertainment Inc                                                                                                                   | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |     1327000 | PA      | $1271711.45   | 0.13%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD AUD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $809.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                                           | Select Medical Corp                                                                                                                                  | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     1343000 | PA      | $1276521.03   | 0.13%             | 2032-11-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                       | Sensata Technologies BV                                                                                                                              | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |      584000 | PA      | $583477.09    | 0.06%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                                             | Service Corp International/US                                                                                                                        | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      598000 | PA      | $593986.03    | 0.06%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LP/FNDG CP                                                         | Shea Homes LP / Shea Homes Funding Corp                                                                                                              | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      911000 | PA      | $880787.89    | 0.09%             | 2029-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED CHF / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CH        |           1 | NC      | $-111.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SHORT TERM CONSUMER RECEIVABLE                                                | SHORT TERM CONSUMER RECEIVABLE                                                                                                                       | CUSIP: 82525B109<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1977387 | PA      | $2087646.22   | 0.22%             | 2035-11-20      | Variable      | 12.86%                | No            |                  3 | On Loan: No      |
| SHORT TERM CONSUMER                                                           | SHORT TERM CONSUMER                                                                                                                                  | CUSIP: 82525U107<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      992600 | PA      | $1038753.78   | 0.11%             | 2036-03-20      | Fixed         | 0.01%                 | No            |                  3 | On Loan: No      |
| SHUTTERFLY FINANCE LLC                                                        | Shutterfly Finance LLC                                                                                                                               | CUSIP: 82568NAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        6983 | PA      | $7003.33      | 0.00%             | 2027-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SIERRACOL EN AND/ARA/DEV                                                      | SierraCol Energy Andina LLC/SierraCol Energy Arauca/Colombia Energy Development                                                                      | CUSIP: 82653NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      496000 | PA      | $494405.28    | 0.05%             | 2030-11-14      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                      | Sinclair Television Group Inc                                                                                                                        | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |      320000 | PA      | $276775.76    | 0.03%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                      | Sinclair Television Group Inc                                                                                                                        | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     1049000 | PA      | $1069108.66   | 0.11%             | 2033-01-27      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                           | Sirius XM Radio LLC                                                                                                                                  | CUSIP: 82966BAA3<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      700000 | PA      | $694811.77    | 0.07%             | 2032-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                           | Sirius XM Radio LLC                                                                                                                                  | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      396000 | PA      | $371874.82    | 0.04%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                                         | Six Flags Entertainment Corp                                                                                                                         | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     2378000 | PA      | $2295539.31   | 0.24%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                      | Snap Inc                                                                                                                                             | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     1521000 | PA      | $1439680.33   | 0.15%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                                      | Sociedad Quimica y Minera de Chile SA                                                                                                                | CUSIP: 833636AQ6<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |      516000 | PA      | $502906.50    | 0.05%             | 2056-04-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                              | Societe Generale SA                                                                                                                                  | CUSIP: 83368RBT8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      403000 | PA      | $420240.93    | 0.04%             | 2053-01-10      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                              | Societe Generale SA                                                                                                                                  | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      957000 | PA      | $975374.56    | 0.10%             | 2031-05-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                              | Societe Generale SA                                                                                                                                  | CUSIP: 83368RCN0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     2481000 | PA      | $2395737.46   | 0.25%             | 2037-04-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                                                      | Solstice Advanced Materials Inc                                                                                                                      | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |      591000 | PA      | $582750.36    | 0.06%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                          | Sonic Automotive Inc                                                                                                                                 | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |     2738000 | PA      | $2653787.58   | 0.28%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                          | Sonic Automotive Inc                                                                                                                                 | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |      255000 | PA      | $241661.10    | 0.03%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                                                     | Sotheby's                                                                                                                                            | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |      369000 | PA      | $367393.32    | 0.04%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                      | Republic of South Africa Government International Bond                                                                                               | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      203000 | PA      | $185643.50    | 0.02%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                                      | South Bow Canadian Infrastructure Holdings Ltd                                                                                                       | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |       19000 | PA      | $19478.84     | 0.00%             | 2055-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ESC SOUTHEASTERN GROCE                                                        | ESC SOUTHEASTERN GROCE                                                                                                                               | CUSIP: 841ESC015<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      105865 | NS      | $0.11         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SPECIALTY BUILDING PRODU                                                      | Specialty Building Products Holdings LLC / SBP Finance Corp                                                                                          | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1004142.97   | 0.10%             | 2029-10-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Spirit Aviation Holdings Inc                                                  | Spirit Aviation Holdings Inc                                                                                                                         | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       49562 | NS      | $12390.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                                      | Standard Building Solutions Inc                                                                                                                      | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      312000 | PA      | $313551.22    | 0.03%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                                      | Standard Building Solutions Inc                                                                                                                      | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     1068000 | PA      | $1057216.95   | 0.11%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                                      | Standard Building Solutions Inc                                                                                                                      | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1378354.25   | 0.14%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                      | Standard Industries Inc/NY                                                                                                                           | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      545000 | PA      | $539451.72    | 0.06%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                      | Standard Industries Inc/NY                                                                                                                           | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     2605000 | PA      | $2459506.35   | 0.26%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                      | Standard Industries Inc/NY                                                                                                                           | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       17000 | PA      | $15274.35     | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                                                           | Star Leasing Co LLC                                                                                                                                  | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |      442000 | PA      | $411176.36    | 0.04%             | 2030-02-05      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                   | Staples Inc                                                                                                                                          | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     2506000 | PA      | $2327471.51   | 0.24%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                   | Staples Inc                                                                                                                                          | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     1060514 | PA      | $715497.08    | 0.07%             | 2030-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                               | Long: IS2VFD7   CDS US428040DB25 05.000 NA 06/20/2029 MORGAN STANL FIXED / Short: IS2VFD7   CDS US428040DB25 05.000 NA 06/20/2029 MORGAN STANL FLOAT | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      140000 | OU      | $-68620.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                                          | Stillwater Mining Co                                                                                                                                 | CUSIP: 86074QAP7<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |      319000 | PA      | $316409.72    | 0.03%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STONEBRIAR ABF LLC                                                            | Stonebriar ABF Issuer LLC                                                                                                                            | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1360000 | PA      | $1413927.69   | 0.15%             | 2030-12-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY CO LTD                                                            | Studio City Co Ltd                                                                                                                                   | CUSIP: 86400GAC3<br>LEI: 984500V5401EFT095A58 | Long             | DBT              | CORP              | VG        |      289000 | PA      | $288422.00    | 0.03%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                                            | SunCoke Energy Inc                                                                                                                                   | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |      414000 | PA      | $373958.21    | 0.04%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                        | Sunoco LP / Sunoco Finance Corp                                                                                                                      | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      837000 | PA      | $853952.81    | 0.09%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                     | Sunoco LP                                                                                                                                            | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      654000 | PA      | $657913.19    | 0.07%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                     | Sunoco LP                                                                                                                                            | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     1877000 | PA      | $1912800.92   | 0.20%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                     | Sunoco LP                                                                                                                                            | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     1745000 | PA      | $1736362.77   | 0.18%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                     | Sunoco LP                                                                                                                                            | CUSIP: 86765KAH2<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      424000 | PA      | $424063.87    | 0.04%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                     | Sunoco LP                                                                                                                                            | CUSIP: 86765KAJ8<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      362000 | PA      | $351086.08    | 0.04%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                     | Sunoco LP                                                                                                                                            | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     1242000 | PA      | $1231958.49   | 0.13%             | 2031-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                        | Sunoco LP / Sunoco Finance Corp                                                                                                                      | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      773000 | PA      | $753529.65    | 0.08%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                        | Sunoco LP / Sunoco Finance Corp                                                                                                                      | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      422000 | PA      | $408111.50    | 0.04%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                                       | Surgery Center Holdings Inc                                                                                                                          | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     2043000 | PA      | $2003589.12   | 0.21%             | 2032-03-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                           | Synchrony Financial                                                                                                                                  | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     2561000 | PA      | $2612165.55   | 0.27%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                           | Synchrony Financial                                                                                                                                  | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      808000 | PA      | $821579.71    | 0.09%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE H                                                      | Synergy Infrastructure Holdings LLC                                                                                                                  | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      403000 | PA      | $410991.61    | 0.04%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                                       | TGS ASA                                                                                                                                              | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $209221.10    | 0.02%             | 2030-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                              | TKC Holdings Inc                                                                                                                                     | CUSIP: 87256YAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | PA      | $704824.50    | 0.07%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                       | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                                         | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      184000 | PA      | $182405.70    | 0.02%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                       | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                                         | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      298000 | PA      | $306290.62    | 0.03%             | 2029-01-16      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                          | Talos Production Inc                                                                                                                                 | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |      655000 | PA      | $681654.39    | 0.07%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                          | Talos Production Inc                                                                                                                                 | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     1127000 | PA      | $1196257.11   | 0.12%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                          | Taylor Morrison Communities Inc                                                                                                                      | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      582000 | PA      | $582979.63    | 0.06%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                          | Taylor Morrison Communities Inc                                                                                                                      | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |       54000 | PA      | $53410.36     | 0.01%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TEAM SERVICES HLDG INC                                                        | TEAM Services Holding Inc                                                                                                                            | CUSIP: 87821TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      440000 | PA      | $432776.26    | 0.04%             | 2033-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                        | Telecom Italia Capital SA                                                                                                                            | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      509000 | PA      | $565589.92    | 0.06%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| TELECOMMUNICATIONS CO TE                                                      | Telecommunications co Telekom Srbija AD Belgrade                                                                                                     | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |      275000 | PA      | $270600.00    | 0.03%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                    | TELUS Corp                                                                                                                                           | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      106000 | PA      | $105700.54    | 0.01%             | 2055-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                    | TELUS Corp                                                                                                                                           | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     1087000 | PA      | $1103430.94   | 0.11%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                    | TELUS Corp                                                                                                                                           | CUSIP: 87971MCR2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      646000 | PA      | $628050.13    | 0.07%             | 2056-06-09      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                         | Tenet Healthcare Corp                                                                                                                                | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1018000 | PA      | $1020466.53   | 0.11%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                         | Tenet Healthcare Corp                                                                                                                                | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      307000 | PA      | $297228.89    | 0.03%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                         | Tenet Healthcare Corp                                                                                                                                | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     3846000 | PA      | $3811023.25   | 0.40%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                                   | Tenneco Inc                                                                                                                                          | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |     2457000 | PA      | $2453281.85   | 0.25%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                                  | Terawulf Inc                                                                                                                                         | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |       53000 | PA      | $54632.28     | 0.01%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                                                      | Teva Pharmaceutical Finance Netherlands III BV                                                                                                       | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      313000 | PA      | $311435.00    | 0.03%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                       | Teva Pharmaceutical Finance Netherlands III BV                                                                                                       | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      517000 | PA      | $514847.57    | 0.05%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                       | Teva Pharmaceutical Finance Netherlands III BV                                                                                                       | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      506000 | PA      | $564431.13    | 0.06%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES                                                               | Thor Industries Inc                                                                                                                                  | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |     1713000 | PA      | $1615721.80   | 0.17%             | 2029-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THREELANDS LTD SA RL                                                          | Threelands Energy Ltd Sarl                                                                                                                           | CUSIP: 88580LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      270000 | PA      | $271361.81    | 0.03%             | 2035-10-20      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                        | Cloud Software Group Inc                                                                                                                             | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     1651000 | PA      | $1606552.70   | 0.17%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TITAN INTERNATIONAL INC                                                       | Titan International Inc                                                                                                                              | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |     1422000 | PA      | $1418478.86   | 0.15%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      290000 | PA      | $284877.06    | 0.03%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1954000 | PA      | $1925749.62   | 0.20%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     2448000 | PA      | $2475947.30   | 0.26%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1667000 | PA      | $1709424.00   | 0.18%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1632526.90   | 0.17%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     3691000 | PA      | $3693686.20   | 0.38%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      713000 | PA      | $710963.57    | 0.07%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      544000 | PA      | $551284.95    | 0.06%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      608000 | PA      | $598959.22    | 0.06%             | 2034-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                                                       | TransMontaigne Partners LLC                                                                                                                          | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      606000 | PA      | $614377.45    | 0.06%             | 2030-05-05      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSNET/SOUTH AFRICA                                                         | Transnet/South Africa                                                                                                                                | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |      822000 | PA      | $849948.00    | 0.09%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                                         | Transocean Aquila Ltd                                                                                                                                | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      778754 | PA      | $796423.24    | 0.08%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                      | Transocean International Ltd                                                                                                                         | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      187000 | PA      | $198735.08    | 0.02%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                      | Transocean International Ltd                                                                                                                         | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      583100 | PA      | $607559.08    | 0.06%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                      | Transocean International Ltd                                                                                                                         | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      681000 | PA      | $703358.56    | 0.07%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRANSPORT DE GAS DEL SUR                                                      | Transportadora de Gas del Sur SA                                                                                                                     | CUSIP: 893870AZ8<br>LEI: 5299002TRC7IFQYSW596 | Long             | DBT              | CORP              | AR        |      370000 | PA      | $373537.20    | 0.04%             | 2035-11-20      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                           | Travel + Leisure Co                                                                                                                                  | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     1784000 | PA      | $1707357.61   | 0.18%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                           | Travel + Leisure Co                                                                                                                                  | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      128000 | PA      | $126179.49    | 0.01%             | 2033-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRIDENT ENERGY FINANCE                                                        | Trident Energy Finance PLC                                                                                                                           | CUSIP: 89616MAB6<br>LEI: 9845004ECK3FYO64I382 | Long             | DBT              | CORP              | GB        |      371000 | PA      | $393618.07    | 0.04%             | 2029-11-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                                              | TriNet Group Inc                                                                                                                                     | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |      192000 | PA      | $186272.54    | 0.02%             | 2031-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                                             | Trinidad & Tobago Government International Bond                                                                                                      | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |      495000 | PA      | $490050.00    | 0.05%             | 2036-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONTINUUM GRN SPV CO-ISS                                                      | Continuum Green Energy India Pvt / Co-Issuers                                                                                                        | CUSIP: 89629LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      259647 | PA      | $256479.31    | 0.03%             | 2033-06-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRINIDAD GEN UNLTD                                                            | Trinidad Generation UnLtd                                                                                                                            | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |      373000 | PA      | $387453.75    | 0.04%             | 2033-06-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRINITY INDUSTRIES INC                                                        | Trinity Industries Inc                                                                                                                               | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |     1388000 | PA      | $1421168.44   | 0.15%             | 2028-07-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRUENOORD CAPITAL DAC                                                         | TrueNoord Capital DAC                                                                                                                                | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      265000 | PA      | $270007.98    | 0.03%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                                                    | Trust 2401                                                                                                                                           | CUSIP: 89834MAA4<br>LEI: N/A                  | Long             | DBT              |  | MX        |     1298000 | PA      | $1244123.27   | 0.13%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                | PURCHASED COP / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $1687.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                        | Turkiye Government International Bonds                                                                                                               | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      467000 | PA      | $464739.72    | 0.05%             | 2032-07-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                                           | Turkiye Government International Bond                                                                                                                | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      580000 | PA      | $556075.00    | 0.06%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                                                          | TC Ziraat Bankasi AS                                                                                                                                 | CUSIP: 90014TAK7<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |      354000 | PA      | $365229.12    | 0.04%             | 2029-01-16      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                                                          | TC Ziraat Bankasi AS                                                                                                                                 | CUSIP: 90014TAM3<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |      812000 | PA      | $813786.40    | 0.08%             | 2030-02-04      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR BK                                                            | Turkiye Ihracat Kredi Bankasi AS                                                                                                                     | CUSIP: 90015LAH0<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |      208000 | PA      | $213235.36    | 0.02%             | 2027-01-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR BK                                                            | Turkiye Ihracat Kredi Bankasi AS                                                                                                                     | CUSIP: 90015LAK3<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |      502000 | PA      | $507652.52    | 0.05%             | 2028-07-03      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI                                                      | Turkiye Vakiflar Bankasi TAO                                                                                                                         | CUSIP: 90015WAM5<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |      465000 | PA      | $493862.55    | 0.05%             | 2028-10-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS Group AG                                                                                                                                         | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      248000 | PA      | $263462.86    | 0.03%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS Group AG                                                                                                                                         | CUSIP: 902613BV9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      724000 | PA      | $701538.35    | 0.07%             | 2031-01-08      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                  | US Foods Inc                                                                                                                                         | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      676000 | PA      | $667626.26    | 0.07%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                       | US Acute Care Solutions LLC                                                                                                                          | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      443000 | PA      | $430318.23    | 0.04%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                            | Ukraine Government International Bond                                                                                                                | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       84798 | PA      | $44179.76     | 0.00%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                            | Ukraine Government International Bond                                                                                                                | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      158992 | PA      | $81244.91     | 0.01%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                           | United Airlines Inc                                                                                                                                  | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      223000 | PA      | $218607.31    | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                | PURCHASED INR / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $-2724.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                         | Mexico Government International Bond                                                                                                                 | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      555000 | PA      | $542235.00    | 0.06%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                       | United Rentals North America Inc                                                                                                                     | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      287000 | PA      | $285822.15    | 0.03%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                               | Long: IS37288   CDX 2I65BRAD5 05.000 SP 12/20/2030 MSNYUS33XXX FIXED / Short: IS37288   CDX 2I65BRAD5 05.000 SP 12/20/2030 MSNYUS33XXX FLOAT         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    25396470 | OU      | $2202998.28   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                                                                                                  | CUSIP: 912810FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $1033828.13   | 0.11%             | 2027-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                                                                                                  | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      320000 | PA      | $332125.00    | 0.03%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                                                                                                  | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1824000 | PA      | $1929450.00   | 0.20%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                                                                                                  | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2154000 | PA      | $1637713.13   | 0.17%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                                                                                                  | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      606200 | PA      | $593365.61    | 0.06%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                                                                                                  | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10810700 | PA      | $10671343.37  | 1.11%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  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        |      626000 | PA      | $647931.29    | 0.07%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                                      | USA Compression Partners LP / USA Compression Finance Corp                                                                                           | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1246000 | PA      | $1275108.57   | 0.13%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                                       | VF Corp                                                                                                                                              | CUSIP: 918204BB3<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      512000 | PA      | $498361.34    | 0.05%             | 2027-04-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                                          | Republic of Uzbekistan International Bond                                                                                                            | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      990000 | PA      | $1032203.70   | 0.11%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                                                         | VFH Parent LLC / Valor Co-Issuer Inc                                                                                                                 | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1089000 | PA      | $1119789.41   | 0.12%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                                                | VOC Escrow Ltd                                                                                                                                       | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1898000 | PA      | $1890882.50   | 0.20%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                       | VZ Secured Financing BV                                                                                                                              | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      320000 | PA      | $274161.55    | 0.03%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                                                   | Valaris Ltd                                                                                                                                          | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |       88000 | PA      | $91147.92     | 0.01%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                                                        | Bausch Health Americas Inc                                                                                                                           | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |      543000 | PA      | $538032.23    | 0.06%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                | Var Energi ASA                                                                                                                                       | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     1300000 | PA      | $1478632.58   | 0.15%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                | Var Energi ASA                                                                                                                                       | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     1027000 | PA      | $1060095.39   | 0.11%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                | Var Energi ASA                                                                                                                                       | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      581000 | PA      | $613292.64    | 0.06%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                             | Vedanta Resources Finance II PLC                                                                                                                     | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      584000 | PA      | $611118.73    | 0.06%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                             | Vedanta Resources Finance II PLC                                                                                                                     | CUSIP: 92243XAJ0<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      940000 | PA      | $958605.73    | 0.10%             | 2028-06-03      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| VELOCITY COM CAP LLC                                                          | Velocity Commercial Capital LLC                                                                                                                      | CUSIP: 92259RAE5<br>LEI: 549300TA4MQM8WN2XG31 | Long             | DBT              | CORP              | US        |      413000 | PA      | $412679.57    | 0.04%             | 2031-02-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| VELOCITY VEHICLE GROUP                                                        | Velocity Vehicle Group LLC                                                                                                                           | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3060000 | PA      | $2853600.89   | 0.30%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                         | Venture Global Plaquemines LNG LLC                                                                                                                   | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      879000 | PA      | $904207.88    | 0.09%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                         | Venture Global Plaquemines LNG LLC                                                                                                                   | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     1460000 | PA      | $1519146.29   | 0.16%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                      | Venture Global Calcasieu Pass LLC                                                                                                                    | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       93000 | PA      | $88419.29     | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                      | Venture Global Calcasieu Pass LLC                                                                                                                    | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     1115000 | PA      | $1140337.30   | 0.12%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                        | Venture Global LNG Inc                                                                                                                               | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1166000 | PA      | $1261243.74   | 0.13%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                        | Venture Global LNG Inc                                                                                                                               | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1876000 | PA      | $2015164.85   | 0.21%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                        | Venture Global LNG Inc                                                                                                                               | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      836000 | PA      | $832211.25    | 0.09%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                                          | Vermilion Energy Inc                                                                                                                                 | CUSIP: 923725AD7<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |      178000 | PA      | $179912.61    | 0.02%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                                          | Vermilion Energy Inc                                                                                                                                 | CUSIP: 923725AE5<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |      456000 | PA      | $459720.42    | 0.05%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                       | Versant Media Group Inc                                                                                                                              | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |     2524000 | PA      | $2581734.38   | 0.27%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                    | Viasat Inc                                                                                                                                           | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      465000 | PA      | $463004.44    | 0.05%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                    | Viasat Inc                                                                                                                                           | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59232.59     | 0.01%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                    | Viasat Inc                                                                                                                                           | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      341000 | PA      | $337003.63    | 0.03%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                              | Paramount Global                                                                                                                                     | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1640000 | PA      | $1200107.10   | 0.12%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                   | Viatris Inc                                                                                                                                          | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      744000 | PA      | $673997.46    | 0.07%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VIBRANTZ TECH INC                                                             | Vibrantz Technologies Inc                                                                                                                            | CUSIP: 92559VAA1<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |       10678 | PA      | $6433.50      | 0.00%             | 2031-02-28      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| VIBRANTZ TECH INC                                                             | Vibrantz Technologies Inc                                                                                                                            | CUSIP: 92559VAB9<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |      348677 | PA      | $73222.17     | 0.01%             | 2031-02-28      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| VIKING CRUISES LTD                                                            | Viking Cruises Ltd                                                                                                                                   | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      468000 | PA      | $493321.63    | 0.05%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                            | Viking Cruises Ltd                                                                                                                                   | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     1235000 | PA      | $1221558.99   | 0.13%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                   | Long: IS39PG3   IRS R12.716PBRL-CDI 01/02/29 MORGAN STANL FIXED / Short: IS39PG3   IRS PBRL-CDIR12.716 01/02/29 MORGAN STANL FLOAT                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |   120143000 | OU      | $-451412.82   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                   | Long: IS39QK4   IRS R12.618PBRL-CDI 01/02/29 MORGAN STANL FIXED / Short: IS39QK4   IRS PBRL-CDIR12.618 01/02/29 MORGAN STANL FLOAT                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |    38107000 | OU      | $-156661.38   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                   | Long: IS39RO5   IRS R12.6817PBRL-CDI 01/02/29 MORGAN STANL FIXED / Short: IS39RO5   IRS PBRL-CDIPR12.6817 01/02/29 MORGAN STANL FLOAT                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |    16525000 | OU      | $-64014.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDI O2 VI DAC                                                         | Virgin Media O2 Vendor Financing Notes VI DAC                                                                                                        | CUSIP: 92769UAA9<br>LEI: 9845001E591J5060A412 | Long             | DBT              | CORP              | IE        |      700000 | PA      | $610790.42    | 0.06%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                                      | Virgin Media Finance PLC                                                                                                                             | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |      279000 | PA      | $228814.18    | 0.02%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                                      | Virgin Media Secured Finance PLC                                                                                                                     | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      508000 | PA      | $450115.64    | 0.05%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                                                  | Virtusa Corp                                                                                                                                         | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |     1362000 | PA      | $1064506.61   | 0.11%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VISTRA ENERGY CORP                                                            | Vistra Energy Corp Exp 31Dec46                                                                                                                       | CUSIP: 92840M110<br>LEI: 549300KP43CPCUJOOG15 | N/A              | DE               |  | US        |       10721 | NS      | $12865.20     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VISTRA CORP                                                                   | Vistra Corp                                                                                                                                          | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     1003000 | PA      | $1011260.67   | 0.10%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                   | Vistra Corp                                                                                                                                          | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      835000 | PA      | $835423.25    | 0.09%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                      | Vistra Operations Co LLC                                                                                                                             | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79994.92     | 0.01%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                      | Vistra Operations Co LLC                                                                                                                             | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      680000 | PA      | $712418.39    | 0.07%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                            | Vodafone Group PLC                                                                                                                                   | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      623000 | PA      | $568494.59    | 0.06%             | 2081-06-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                              | Vmed O2 UK Financing I PLC                                                                                                                           | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      980000 | PA      | $830561.70    | 0.09%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                              | Vmed O2 UK Financing I PLC                                                                                                                           | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     3639000 | PA      | $3130595.53   | 0.32%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                                        | Vmed O2 UK Financing I PLC                                                                                                                           | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     1155000 | PA      | $1109158.15   | 0.12%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                                      | Volcan Cia Minera SAA                                                                                                                                | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |      583000 | PA      | $593144.20    | 0.06%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                            | Voyager Parent LLC                                                                                                                                   | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     2208000 | PA      | $2299028.00   | 0.24%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                              | WFRBS Commercial Mortgage Trust 2011-C4                                                                                                              | CUSIP: 92936CAW9<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |      611307 | PA      | $600975.98    | 0.06%             | 2044-06-15      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                              | WFRBS Commercial Mortgage Trust 2014-C25                                                                                                             | CUSIP: 92939LAU0<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |      802053 | PA      | $785570.46    | 0.08%             | 2047-11-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                          | WR Grace Holdings LLC                                                                                                                                | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       82000 | PA      | $82168.38     | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                          | WR Grace Holdings LLC                                                                                                                                | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      722000 | PA      | $703573.64    | 0.07%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                          | WR Grace Holdings LLC                                                                                                                                | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      637000 | PA      | $620648.66    | 0.06%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wachovia Mortgage Loan Trust, LLC                                             | Wachovia Mortgage Loan Trust Series 2006-ALT1                                                                                                        | CUSIP: 92978GAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4527584 | PA      | $1522468.56   | 0.16%             | 2037-01-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                   | Long: IS3AL24   IRS R12.49PBRL-CDI 01/02/29 MORGAN STAN FIXED / Short: IS3AL24   IRS PBRL-CDIR12.49 01/02/29 MORGAN STAN FLOAT                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    14021000 | OU      | $-61259.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                   | Long: IS3ALI0   IRS R12.555PBRL-CDI 01/02/29 MORGAN STANL FIXED / Short: IS3ALI0   IRS PBRL-CDIR12.555 01/02/29 MORGAN STANL FLOAT                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |    14021000 | OU      | $-57772.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                   | Long: IS3AQ07   IRS R13.02PBRL-CDI 01/02/29 MORGAN STANL FIXED / Short: IS3AQ07   IRS PBRL-CDIR13.02 01/02/29 MORGAN STANL FLOAT                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |    14722000 | OU      | $-35700.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                   | Long: IS3AUI3   IRS R13.22PBRL-CDI 01/02/29 MORGAN STANL FIXED / Short: IS3AUI3   IRS PBRL-CDIR13.22 01/02/29 MORGAN STANL FLOAT                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |    16006306 | OU      | $-27034.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                               | Long: IS3BEG2   CDX 2I667KNC8 05.000 SP 06/20/2031 MSNYUS33XXX FIXED / Short: IS3BEG2   CDX 2I667KNC8 05.000 SP 06/20/2031 MSNYUS33XXX FLOAT         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | XX        |    46230000 | OU      | $3442306.95   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                   | Long: IS3BNW1   IRS R13.993PBRL-CDI 01/02/29 MORGAN STANL FIXED / Short: IS3BNW1   IRS PBRL-CDIR13.993 01/02/29 MORGAN STANL FLOAT                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |    39172000 | OU      | $41450.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                               | Long: IS3BOM8   CDX 2I65BRAE1 05.000 SP 06/20/2031 MSNYUS33XXX FIXED / Short: IS3BOM8   CDX 2I65BRAE1 05.000 SP 06/20/2031 MSNYUS33XXX FLOAT         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    57721000 | OU      | $2860166.55   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                               | Long: IS3BR41   CDX 2I65BRAE1 05.000 SP 06/20/2031 MSNYUS33XXX FIXED / Short: IS3BR41   CDX 2I65BRAE1 05.000 SP 06/20/2031 MSNYUS33XXX FLOAT         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    11666000 | OU      | $578068.69    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-9 Trust                                                                       | CUSIP: 93935WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1156433 | PA      | $294675.01    | 0.03%             | 2036-10-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                   | Wayfair LLC                                                                                                                                          | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      455000 | PA      | $473435.40    | 0.05%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                  | Wells Fargo Mortgage Backed Securities 2007-AR7 Trust                                                                                                | CUSIP: 94986KAA4<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |      173306 | PA      | $157648.79    | 0.02%             | 2037-12-28      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                        | WESCO Distribution Inc                                                                                                                               | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      382000 | PA      | $388830.25    | 0.04%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                        | WESCO Distribution Inc                                                                                                                               | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      579000 | PA      | $592213.29    | 0.06%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                        | WESCO Distribution Inc                                                                                                                               | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     1033000 | PA      | $1026477.99   | 0.11%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                | Whirlpool Corp                                                                                                                                       | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      303000 | PA      | $263982.28    | 0.03%             | 2032-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                | Whirlpool Corp                                                                                                                                       | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      189000 | PA      | $184456.24    | 0.02%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                | Whirlpool Corp                                                                                                                                       | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      178000 | PA      | $169190.86    | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                                                                | William Carter Co/The                                                                                                                                | CUSIP: 96926JAG2<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1092402.34   | 0.11%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                                      | Windstream Services LLC / Windstream Escrow Finance Corp                                                                                             | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1376000 | PA      | $1441273.37   | 0.15%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                          | Woodside Finance Ltd                                                                                                                                 | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     1608000 | PA      | $1671074.41   | 0.17%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                              | WULF Compute LLC                                                                                                                                     | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      946000 | PA      | $999658.31    | 0.10%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                           | Travel + Leisure Co                                                                                                                                  | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     2415000 | PA      | $2299597.39   | 0.24%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                                      | Wyndham Hotels & Resorts Inc                                                                                                                         | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |      544000 | PA      | $531649.99    | 0.06%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                                                       | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                                                                                     | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      781000 | PA      | $778717.20    | 0.08%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                                | Wynn Macau Ltd                                                                                                                                       | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      747000 | PA      | $739238.67    | 0.08%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                                | Wynn Macau Ltd                                                                                                                                       | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      717000 | PA      | $704784.11    | 0.07%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                                | Wynn Macau Ltd                                                                                                                                       | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      625000 | PA      | $608208.68    | 0.06%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                          | YPF SA                                                                                                                                               | CUSIP: 984245AY6<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      426563 | PA      | $444265.36    | 0.05%             | 2031-09-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                                      | Yapi ve Kredi Bankasi AS                                                                                                                             | CUSIP: 984848AU5<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |      990000 | PA      | $992079.00    | 0.10%             | 2030-03-03      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                               | Yum! Brands Inc                                                                                                                                      | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      174000 | PA      | $160691.48    | 0.02%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                 | ZF North America Capital Inc                                                                                                                         | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      281000 | PA      | $275694.45    | 0.03%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                                      | Ziggo BV                                                                                                                                             | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |     1501000 | PA      | $1394156.33   | 0.14%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK                                                         | Zorlu Enerji Elektrik Uretim AS                                                                                                                      | CUSIP: 98977LAA4<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |      490000 | PA      | $431200.00    | 0.04%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD NZD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $1546.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| K201640219 SOUTH AFRICA B      SHARES                                         | K201640219 SOUTH AFRICA B      SHARES                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     2009762 | NS      | $2.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| K201640219 SOUTH AFRICA A      SHARES                                         | K201640219 SOUTH AFRICA A      SHARES                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    12695187 | NS      | $12.70        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Industries Holdings Ltd                                                       | Industries Holdings Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300L6O0HBD3F72080 | Long             | EC               | CORP              | US        |      838296 | NS      | $0.84         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED USD / SOLD INR                                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1152.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXIDE COMMON STOCK                                                            | EXIDE COMMON STOCK                                                                                                                                   | CUSIP: 000000000<br>LEI: 335800X6SNGIZCBA9V34 | Long             | EC               | CORP              | US        |         643 | NS      | $257200.00    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| DOMINICAN REPUBLIC                                                            | Dominican Republic International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     3812667 | PA      | $3862231.53   | 0.40%             | 2027-04-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED SEK / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | SE        |           1 | NC      | $-33.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                | PURCHASED USD / SOLD BRL                                                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-99.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD CNH                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $-110.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED USD / SOLD TWD                                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $61.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| K2016470219 SA LTD                                                            | K2016470219 South Africa Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 378900DECAC8CFA88345 | Long             | DBT              | CORP              | ZA        |     1100178 | PA      | $0.00         | 0.00%             | 2025-12-31      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| CFAMC II CO LTD                                                               | CFAMC II Co Ltd                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $199932.00    | 0.02%             | 2026-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                 | UniCredit SpA                                                                                                                                        | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      845000 | PA      | $850861.97    | 0.09%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                           | Nigeria Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      721000 | PA      | $724576.16    | 0.08%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED NOK / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | NO        |           1 | NC      | $-1312.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED MXN / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | MX        |           1 | NC      | $-75.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                        | Egypt Government International Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2472000 | PA      | $2157413.28   | 0.22%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| PANAMA NOTAS DEL TESORO                                                       | Panama Notas del Tesoro                                                                                                                              | CUSIP: 000000000<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      468000 | PA      | $466455.60    | 0.05%             | 2026-04-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                                        | Republic of Uzbekistan International Bond                                                                                                            | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      260000 | PA      | $256206.60    | 0.03%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CELESTIAL DYNASTY LTD                                                         | Celestial Dynasty Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 254900A85ZVOMCLC2410 | Long             | DBT              | CORP              | VG        |      529000 | PA      | $486944.50    | 0.05%             | 2029-06-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                                      | Adani Electricity Mumbai Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |      634000 | PA      | $579159.00    | 0.06%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                                                      | Empresas Publicas de Medellin ESP                                                                                                                    | CUSIP: 000000000<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |     1640000 | PA      | $1520280.00   | 0.16%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                            | Ukraine Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1011564 | PA      | $708094.80    | 0.07%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                            | Ukraine Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      138588 | PA      | $72204.35     | 0.01%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                            | Angolan Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1231000 | PA      | $1213150.50   | 0.13%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| STYROLUTION                                                                   | INEOS Styrolution Ludwigshafen GmbH                                                                                                                  | CUSIP: 000000000<br>LEI: 5299003M4PGUGL48LS74 | Long             | DBT              | CORP              | DE        |      104000 | PA      | $117323.51    | 0.01%             | 2027-01-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                               | United Group BV                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      237000 | PA      | $268002.99    | 0.03%             | 2028-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                                      | Tengizchevroil Finance Co International Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |     1107000 | PA      | $1021761.00   | 0.11%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                        | Egypt Government International Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      310000 | PA      | $284896.20    | 0.03%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                    | Grifols SA                                                                                                                                           | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      469000 | PA      | $529456.96    | 0.05%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                     | IQVIA Inc                                                                                                                                            | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      862000 | PA      | $944255.11    | 0.10%             | 2029-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BCP V MODULAR SERVICES                                                        | BCP V Modular Services Finance PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800K8U94KVZL98H64 | Long             | DBT              | CORP              | GB        |     1214000 | PA      | $965540.71    | 0.10%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                                          | BCP V Modular Services Finance II PLC                                                                                                                | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $488159.07    | 0.05%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                             | INEOS Finance PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     1029000 | PA      | $1114466.26   | 0.12%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                    | Grifols SA                                                                                                                                           | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     1337000 | PA      | $1509347.45   | 0.16%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  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      | $1158473.76   | 0.12%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INVEST ENERGY RES LTD                                                         | Investment Energy Resources Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |      215000 | PA      | $212420.00    | 0.02%             | 2029-04-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                            | Leviathan Bond Ltd                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |      130000 | PA      | $130041.60    | 0.01%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAB                                                                           | CAB SELAS                                                                                                                                            | CUSIP: 000000000<br>LEI: 9695008EGX5O9K1MS743 | Long             | DBT              | CORP              | FR        |     1533000 | PA      | $1722640.16   | 0.18%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VZ VENDOR FINANCING                                                           | VZ Vendor Financing II BV                                                                                                                            | CUSIP: 000000000<br>LEI: 724500DRKUUR3GFOSK76 | Long             | DBT              | CORP              | NL        |      149000 | PA      | $157188.78    | 0.02%             | 2029-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                           | Ecuador Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     1438979 | PA      | $1261984.58   | 0.13%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                           | Ecuador Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      945319 | PA      | $736403.50    | 0.08%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                  | CaixaBank SA                                                                                                                                         | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $1171682.20   | 0.12%             | 2027-10-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                                       | INEOS Quattro Finance 2 Plc                                                                                                                          | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |     1188000 | PA      | $1147609.93   | 0.12%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UPL CORP LTD                                                                  | UPL Corp Ltd                                                                                                                                         | CUSIP: 000000000<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | MU        |      473000 | PA      | $417956.99    | 0.04%             | 2030-06-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                        | Egypt Government International Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      484000 | PA      | $464398.00    | 0.05%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                                              | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      885000 | PA      | $984897.69    | 0.10%             | 2028-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                                          | BCP V Modular Services Finance II PLC                                                                                                                | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      132000 | PA      | $143193.33    | 0.01%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                                      | Albion Financing 1 SARL / Aggreko Holdings Inc                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      186000 | PA      | $215453.77    | 0.02%             | 2030-05-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                       | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      255000 | PA      | $287297.20    | 0.03%             | 2028-06-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                       | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1010000 | PA      | $1295083.95   | 0.13%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                                       | INEOS Quattro Finance 2 Plc                                                                                                                          | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |      369000 | PA      | $356454.60    | 0.04%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                               | United Group BV                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      481000 | PA      | $554568.56    | 0.06%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                           | Nigeria Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1610000 | PA      | $1597120.00   | 0.17%             | 2028-09-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                           | Nigeria Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      488000 | PA      | $511180.00    | 0.05%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MILLER HOMES GROUP FIN                                                        | Miller Homes Group Finco PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 98450057058CDE2E9650 | Long             | DBT              | CORP              | GB        |      679000 | PA      | $879837.42    | 0.09%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                                           | Boels Topholding BV                                                                                                                                  | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |      432000 | PA      | $510016.61    | 0.05%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                                      | Allwyn Entertainment Financing UK PLC                                                                                                                | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |      305000 | PA      | $331674.61    | 0.03%             | 2031-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                          | Colombian TES                                                                                                                                        | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  7629500000 | PA      | $2040862.43   | 0.21%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| LUNA 2 5SARL                                                                  | Luna 2 5SARL                                                                                                                                         | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |      570000 | PA      | $649109.85    | 0.07%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LUNA 2 5SARL                                                                  | Luna 2 5SARL                                                                                                                                         | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |      249000 | PA      | $283558.52    | 0.03%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                                  | AES Andes SA                                                                                                                                         | CUSIP: 000000000<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      555000 | PA      | $567140.63    | 0.06%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                                                      | Biffa Group Holdings Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |      500000 | PA      | $558169.86    | 0.06%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                               | United Group BV                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      616000 | PA      | $715915.37    | 0.07%             | 2031-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                                          | Bank Leumi Le-Israel BM                                                                                                                              | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |      450000 | PA      | $462683.04    | 0.05%             | 2033-07-18      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                                            | Ardonagh Finco Ltd                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |      286000 | PA      | $328475.61    | 0.03%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TAV HAVALIMANLARI HOLDIN                                                      | TAV Havalimanlari Holding AS                                                                                                                         | CUSIP: 000000000<br>LEI: 789000PBM9TT5D88M597 | Long             | DBT              | CORP              | TR        |      270000 | PA      | $275315.63    | 0.03%             | 2028-12-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSNET/SOUTH AFRICA                                                         | Transnet/South Africa                                                                                                                                | CUSIP: 000000000<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |      570000 | PA      | $589380.00    | 0.06%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                                | Opal Bidco SAS                                                                                                                                       | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |      972000 | PA      | $1095490.93   | 0.11%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                                           | Senegal Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     4446000 | PA      | $2560896.00   | 0.27%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CT INVESTMENT GMBH                                                            | CT Investment GmbH                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900VYBTC7HKBCNB72 | Long             | DBT              | CORP              | DE        |      516000 | PA      | $602587.33    | 0.06%             | 2030-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                               | IHS Holding Ltd                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      229000 | PA      | $231821.81    | 0.02%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ARAMARK INTL FINANCE                                                          | Aramark International Finance Sarl                                                                                                                   | CUSIP: 000000000<br>LEI: 5493006HLPNGDDC12P30 | Long             | DBT              | CORP              | LU        |      438000 | PA      | $482391.97    | 0.05%             | 2033-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                                                      | Uzbek Industrial and Construction Bank ATB                                                                                                           | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |      202000 | PA      | $213349.88    | 0.02%             | 2029-07-24      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVE                                                       | IRB Infrastructure Developers Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |      475000 | PA      | $475000.00    | 0.05%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET FINANCE PLC                                                       | Avis Budget Finance Plc                                                                                                                              | CUSIP: 000000000<br>LEI: 549300W3BJJPGKCIOI13 | Long             | DBT              | CORP              | JE        |      952000 | PA      | $1069393.21   | 0.11%             | 2030-07-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                                            | Vivion Investments Sarl                                                                                                                              | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              |  | LU        |        2886 | PA      | $3344.06      | 0.00%             | 2029-02-28      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                                              | Gruenenthal GmbH                                                                                                                                     | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |     1067000 | PA      | $1271955.18   | 0.13%             | 2030-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                          | IHO Verwaltungs GmbH                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      305909 | PA      | $362512.69    | 0.04%             | 2028-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                                          | Boots Group Finco LP                                                                                                                                 | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |      550000 | PA      | $633457.25    | 0.07%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                      | Brazil Notas do Tesouro Nacional Serie F                                                                                                             | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    17785000 | PA      | $2792119.85   | 0.29%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                    | Grifols SA                                                                                                                                           | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     1300000 | PA      | $1553465.46   | 0.16%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                                          | Boots Group Finco LP                                                                                                                                 | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |      697000 | PA      | $802763.09    | 0.08%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                                       | Summer BC Holdco B SARL                                                                                                                              | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |      199000 | PA      | $197849.56    | 0.02%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ICELAND BONDCO PLC                                                            | Iceland Bondco PLC                                                                                                                                   | CUSIP: 000000000<br>LEI: 2138002DRBYIA8QXHO36 | Long             | DBT              | CORP              | GB        |      156000 | PA      | $213524.07    | 0.02%             | 2027-12-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| TITANIUM 2L BONDCO SARL                                                       | Titanium 2l Bondco Sarl                                                                                                                              | CUSIP: 000000000<br>LEI: 636700S4QMU2DWYOSF67 | Long             | DBT              | CORP              | LU        |      218400 | PA      | $44624.79     | 0.00%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                                                      | Almaviva-The Italian Innovation Co SpA                                                                                                               | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |     1162000 | PA      | $1271508.61   | 0.13%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                                       | Beach Acquisition Bidco LLC                                                                                                                          | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      757000 | PA      | $839732.06    | 0.09%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                          | Flutter Treasury DAC                                                                                                                                 | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     1003000 | PA      | $1120642.76   | 0.12%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                                      | IPD 3 BV                                                                                                                                             | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |      819000 | PA      | $889697.31    | 0.09%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                      | Republic of South Africa Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      970000 | PA      | $958602.50    | 0.10%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  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        |      864000 | PA      | $941231.76    | 0.10%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                                      | Yapi ve Kredi Bankasi AS                                                                                                                             | CUSIP: 000000000<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |      432000 | PA      | $434501.28    | 0.05%             | 2029-10-10      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MULTIVERSITY SPA                                                              | Multiversity SpA                                                                                                                                     | CUSIP: 000000000<br>LEI: 8945002RM8LY280ZUC12 | Long             | DBT              | CORP              | IT        |      208000 | PA      | $239609.40    | 0.02%             | 2031-05-17      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                             | Iron Mountain Inc                                                                                                                                    | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      820000 | PA      | $882951.15    | 0.09%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                                         | Costa Rica Government International Bond                                                                                                             | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     2500000 | PA      | $2954815.53   | 0.31%             | 2030-11-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                                         | Lottomatica Group Spa                                                                                                                                | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |      493000 | PA      | $574192.75    | 0.06%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BETCLIC EVEREST GROUP SA                                                      | Betclic Everest Group SAS                                                                                                                            | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | DBT              | CORP              | FR        |      607000 | PA      | $691300.55    | 0.07%             | 2031-12-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PAPREC HOLDING SA                                                             | Paprec Holding SA                                                                                                                                    | CUSIP: 000000000<br>LEI: 969500ASAFSVN9KVC873 | Long             | DBT              | CORP              | FR        |      460000 | PA      | $522069.42    | 0.05%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                             | Iron Mountain Inc                                                                                                                                    | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      800000 | PA      | $861415.76    | 0.09%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                                       | MKS Inc                                                                                                                                              | CUSIP: 000000000<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     1037000 | PA      | $1145081.67   | 0.12%             | 2034-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                                | TeamSystem SpA                                                                                                                                       | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |      956000 | PA      | $1020040.08   | 0.11%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                                      | Allwyn Entertainment Financing UK PLC                                                                                                                | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |      699000 | PA      | $774680.81    | 0.08%             | 2031-08-15      | Fixed         | 4.62%                 | No            |                  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        |      332000 | PA      | $361677.02    | 0.04%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                                                          | Mehilainen Yhtiot Oy                                                                                                                                 | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |      562000 | PA      | $645807.57    | 0.07%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AZELIS FINANCE NV                                                             | Azelis Finance NV                                                                                                                                    | CUSIP: 000000000<br>LEI: 699400J0P7A5VXKGK641 | Long             | DBT              | CORP              | BE        |      398000 | PA      | $447369.55    | 0.05%             | 2031-03-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DEEPOCEAN LTD                                                                 | Deepocean Ltd                                                                                                                                        | CUSIP: 000000000<br>LEI: 213800OYKN2J6ZFIFU40 | Long             | DBT              | CORP              | JE        |      402000 | PA      | $472325.24    | 0.05%             | 2031-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA REGS                                                         | ALTICE FRANCE SA REGS                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |         324 | PA      | $4681.19      | 0.00%             | 2174-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GRUPPO SAN DONATO SPA                                                         | Gruppo San Donato SPA                                                                                                                                | CUSIP: 000000000<br>LEI: 8156003649DB0704FC22 | Long             | DBT              | CORP              | IT        |     1029000 | PA      | $1153514.63   | 0.12%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                       | MPT Operating Partnership LP / MPT Finance Corp                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | US        |      149000 | PA      | $169211.56    | 0.02%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                       | OAK-Eagle Acquireco Inc                                                                                                                              | CUSIP: 000000000<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      758000 | PA      | $894328.42    | 0.09%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CFAMC II CO LTD                                                               | CFAMC II Co Ltd                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |      230000 | PA      | $230499.10    | 0.02%             | 2026-11-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                            | Angolan Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      200000 | PA      | $201600.00    | 0.02%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CFAMC III CO LTD                                                              | CFAMC III Co Ltd                                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006V07LYI3HE6G83 | Long             | DBT              | CORP              | VG        |      400000 | PA      | $400192.00    | 0.04%             | 2027-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC Holdings PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1595000 | PA      | $1799803.48   | 0.19%             | 2029-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD AUD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $240.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                              | PURCHASED USD / SOLD BRL                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-4213.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                           | Hudbay Minerals Inc                                                                                                                                  | CUSIP: 000000000<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |      408000 | PA      | $407447.56    | 0.04%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED SEK / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | SE        |           1 | NC      | $-1444.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                        | PURCHASED USD / SOLD BRL                                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-185.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EA5HS53 K201640219 SOUTH AFRICA LTD TRANCHE D REGD/ZAR                        | EA5HS53 K201640219 SOUTH AFRICA LTD TRANCHE D REGD/ZAR                                                                                               | CUSIP: 000000000<br>LEI: 378900DECAC8CFA88345 | Long             | DBT              | NUSS              | ZA        |       44921 | PA      | $0.00         | 0.00%             | 2026-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CURO SVP LLC REGD                                                             | CURO SVP LLC REGD                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2685922 | PA      | $2565055.15   | 0.27%             | 2027-08-02      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| ASPHALT ATD HOLDCO (AMERICAN TIRE)                                            | ASPHALT ATD HOLDCO (AMERICAN TIRE)                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4984 | NS      | $123653.04    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| MODIVCARE TOPCO LLC                                                           | MODIVCARE TOPCO LLC                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       79498 | NS      | $437239.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NFE BRAZIL FINANCING LIMIT                                                    | NFE BRAZIL FINANCING LIMIT REGD                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      268780 | PA      | $264367.55    | 0.03%             | 2029-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD NOK                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $550.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                                                 | LUXCO3 SHARES /EUR                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       86102 | NS      | $1443054.43   | 0.15%             |  |  |  | No            |                  3 | On Loan: No      |
| UBS AG                                                                        | PURCHASED IDR / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ID        |           1 | NC      | $-198.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                   | BNP Paribas SA                                                                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1350000 | PA      | $1199622.18   | 0.12%             | 2031-02-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED KRW / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |           1 | NC      | $-570.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                        | PURCHASED BRL / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |           1 | NC      | $21622.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                        | PURCHASED BRL / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $28252.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                         | PURCHASED USD / SOLD KRW                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $5.90         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED CHF / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CH        |           1 | NC      | $-1194.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                                                       | Biocon Biologics Global PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $788157.31    | 0.08%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                                        | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |      508000 | PA      | $495655.60    | 0.05%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                                           | CSN Inova Ventures                                                                                                                                   | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |     1081000 | PA      | $790481.25    | 0.08%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                                      | Lima Metro Line 2 Finance Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |      329368 | PA      | $311525.71    | 0.03%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                               | MARB BondCo PLC                                                                                                                                      | CUSIP: 000000000<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |      547000 | PA      | $481223.25    | 0.05%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ZHONGSHENG GROUP HOLDINGS LTD                                                 | ZHONGSHENG GROUP REGD REG S                                                                                                                          | CUSIP: 000000000<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | DBT              | CORP              | KY        |      490000 | PA      | $466461.44    | 0.05%             | 2028-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                             | Vedanta Resources Finance II PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      344000 | PA      | $353272.29    | 0.04%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED EUR / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |           1 | NC      | $-11024.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS Group AG                                                                                                                                         | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      352000 | PA      | $350324.77    | 0.04%             | 2026-06-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                              | PURCHASED BRL / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |           1 | NC      | $13231.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD EUR                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $12561.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                        | PURCHASED BRL / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $179.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                | PURCHASED USD / SOLD KRW                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1861.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD MXN                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $-50.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED EUR / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |           1 | NC      | $-1023.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED GBP / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | GB        |           1 | NC      | $-133.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                                           | PURCHASED USD / SOLD KRW                                                                                                                             | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $123.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED NOK / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | NO        |           1 | NC      | $255.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                       | PURCHASED CLP / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CL        |           1 | NC      | $-11.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD CHF                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $1396.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                           | PURCHASED USD / SOLD EUR                                                                                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $2578437.13   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                        | PURCHASED USD / SOLD BRL                                                                                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-3081.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                                            | Aegea Finance Sarl                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |      202000 | PA      | $195366.33    | 0.02%             | 2029-05-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                                            | Aegea Finance Sarl                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |      531000 | PA      | $476726.28    | 0.05%             | 2036-01-20      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD SEK                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $5121.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                                        | Millicom International Cellular SA                                                                                                                   | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      209000 | PA      | $211525.86    | 0.02%             | 2032-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                          | Raizen Fuels Finance SA                                                                                                                              | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      926000 | PA      | $514664.41    | 0.05%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                          | Raizen Fuels Finance SA                                                                                                                              | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     1138000 | PA      | $634140.30    | 0.07%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                              | PURCHASED INR / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $-588.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED SGD / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | SG        |           1 | NC      | $-190.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Peraton Corp.                                                                 | Peraton Corp. Term B Loan (First Lien)                                                                                                               | CUSIP: 000000000<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     1768987 | PA      | $1506593.43   | 0.16%             | 2028-02-01      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC (WebMD Health Corp.)                                            | MH Sub I, LLC (WebMD Health Corp.) 2021 Replacement Term Loan (Second Lien)                                                                          | CUSIP: 000000000<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     1120000 | PA      | $744284.80    | 0.08%             | 2029-02-23      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                                                 | Peraton Corp. Term B-1 Loan (Second Lien)                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1648684 | PA      | $1178809.02   | 0.12%             | 2029-02-01      | Floating      | 11.52%                | No            |                  2 | On Loan: No      |
| ACProducts Holdings, Inc.                                                     | ACProducts Holdings, Inc. Initial Term Loan                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1883092 | PA      | $1498244.89   | 0.16%             | 2028-05-17      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Polaris Newco, LLC                                                            | Polaris Newco, LLC Dollar Term Loan (First Lien)                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2110338 | PA      | $1851821.81   | 0.19%             | 2028-06-02      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, The                                                        | Hertz Corporation, The Initial Term B Loan                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      977548 | PA      | $720941.41    | 0.07%             | 2028-06-30      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, The                                                        | Hertz Corporation, The Initial Term C Loan                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      193654 | PA      | $142820.18    | 0.01%             | 2028-06-30      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Inizio Group Limited                                                          | Inizio Group Limited Initial Dollar Term Loan (First Lien)                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     1276000 | PA      | $1135640.00   | 0.12%             | 2028-08-19      | Floating      | 8.05%                 | No            |                  3 | On Loan: No      |
| Specialty Building Products Holdings, LLC                                     | Specialty Building Products Holdings, LLC Initial Term Loan                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      885389 | PA      | $749631.97    | 0.08%             | 2028-10-16      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Loyalty Ventures Inc.                                                         | Loyalty Ventures Inc. TLB                                                                                                                            | CUSIP: 000000000<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | LON              | CORP              | US        |     1518415 | PA      | $11388.11     | 0.00%             | 2027-11-03      | Floating      | 14.00%                | No            |                  3 | On Loan: No      |
| Gray Television, Inc.                                                         | Gray Television, Inc. Term D Loan                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1214638 | PA      | $1213800.22   | 0.13%             | 2028-12-01      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Asurion, LLC                                                                  | Asurion, LLC New B-11 Term Loan                                                                                                                      | CUSIP: 000000000<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      191103 | PA      | $190829.38    | 0.02%             | 2028-08-19      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.) | Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.) 2024 Term Loan                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1246096 | PA      | $1221847.13   | 0.13%             | 2031-07-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Ineos Quattro Holdings UK Limited                                             | Ineos Quattro Holdings UK Limited 2030 Tranche B Dollar Term Loan                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       20893 | PA      | $15032.41     | 0.00%             | 2030-03-14      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Agiliti Health, Inc.                                                          | Agiliti Health, Inc. Term Loan                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1269470 | PA      | $1231385.61   | 0.13%             | 2030-05-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC (Micro Holding Corp.)                                           | MH Sub I, LLC (Micro Holding Corp.) 2023 May Incremental Term Loan (First Lien)                                                                      | CUSIP: 000000000<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     1505580 | PA      | $1290493.16   | 0.13%             | 2028-05-03      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                         | Rocket Software, Inc. Extended Dollar Term Loan                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      324000 | PA      | $310129.56    | 0.03%             | 2028-11-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RealTruck Group, Inc.                                                         | RealTruck Group, Inc. Second Amendment Incremental Term Loan                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1017028 | PA      | $694121.41    | 0.07%             | 2028-01-31      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| Ineos Quattro Holdings UK Limited                                             | Ineos Quattro Holdings UK Limited 2029 Tranche B Dollar Term Loan                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      635383 | PA      | $494010.48    | 0.05%             | 2029-04-02      | Floating      | 8.02%                 | No            |                  3 | On Loan: No      |
| TransDigm Inc.                                                                | TransDigm Inc. New Tranche J Term Loan                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      286094 | PA      | $286062.54    | 0.03%             | 2031-02-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing, LLC                                                        | DIRECTV Financing, LLC 2024 Refinancing Term B Loan                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      910074 | PA      | $911357.09    | 0.09%             | 2029-08-02      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Darktrace Finco US LLC                                                        | Darktrace Finco US LLC Initial Term Loan (First Lien)                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     1187003 | PA      | $1133741.72   | 0.12%             | 2031-10-09      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                                   | JetBlue Airways Corporation Initial Term Loan                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1025355 | PA      | $929997.13    | 0.10%             | 2029-08-27      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Zacapa S.a r.l.                                                               | Zacapa S.a r.l. Seventh Amendment Incremental Term Loan                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     2056353 | PA      | $2048127.79   | 0.21%             | 2029-03-22      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Clover Holding 2, LLC                                                         | Clover Holding 2, LLC (Fixed) Term Loan                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2116010 | PA      | $1991694.41   | 0.21%             | 2031-12-09      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                                      | Project Alpha Intermediate Holding, Inc. Incremental 2nd Lien TL                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1240000 | PA      | $720440.00    | 0.07%             | 2033-05-09      | Floating      | 8.70%                 | No            |                  3 | On Loan: No      |
| Jane Street Group, LLC                                                        | Jane Street Group, LLC 1st Lien Term Loan                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1510130 | PA      | $1480788.03   | 0.15%             | 2031-12-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                                                 | Acrisure, LLC 2024 Repricing Term B-6 Loan (First Lien)                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1496212 | PA      | $1447211.17   | 0.15%             | 2030-11-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.)           | iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.) Initial Term Loan                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1172656 | PA      | $1024420.77   | 0.11%             | 2029-05-01      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group, LLC                                                     | Great Outdoors Group, LLC Term B-3 Loan                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      461333 | PA      | $459948.67    | 0.05%             | 2032-01-23      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Hub International Limited                                                     | Hub International Limited 2025 Incremental Term Loan                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2831612 | PA      | $2823485.14   | 0.29%             | 2030-06-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc.                                                     | Boxer Parent Company Inc. 2031 Replacement Dollar Term Loan                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1449013 | PA      | $1339888.07   | 0.14%             | 2031-07-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                  | MPH Acquisition Holdings LLC Exchange First Out Term Loan                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      340851 | PA      | $339402.42    | 0.04%             | 2030-12-31      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| HP PHRG Borrower, LLC                                                         | HP PHRG Borrower, LLC Closing Date Term Loan                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      813850 | PA      | $805711.50    | 0.08%             | 2032-02-20      | Floating      | 7.70%                 | No            |                  3 | On Loan: No      |
| Coller Credit Backed Loans & Notes II Ltd.                                    | Coller Credit Backed Loans & Notes II Ltd. Subordinated Notes                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      509773 | PA      | $624989.94    | 0.06%             | 2036-10-30      | Floating      | 7.67%                 | No            |                  3 | On Loan: No      |
| Coller Credit Backed Loans & Notes II Ltd.                                    | Coller Credit Backed Loans & Notes II Ltd. Class A Loan                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     1062551 | PA      | $1062001.24   | 0.11%             | 2036-10-30      | Floating      | 6.86%                 | No            |                  3 | On Loan: No      |
| Coller Credit Backed Loans & Notes II Ltd.                                    | Coller Credit Backed Loans & Notes II Ltd. Class B Loan                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      375019 | PA      | $373809.72    | 0.04%             | 2036-10-30      | Floating      | 9.26%                 | No            |                  3 | On Loan: No      |
| Colossus Acquireco LLC                                                        | Colossus Acquireco LLC Term Loan B                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      696500 | PA      | $693560.77    | 0.07%             | 2032-07-30      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                                          | CP Atlas Buyer, Inc. 2025 Term B Loan                                                                                                                | CUSIP: 000000000<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |      417900 | PA      | $383076.39    | 0.04%             | 2030-07-08      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco, LLC                                                           | Radiate Holdco, LLC First Out Term Loan                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1302846 | PA      | $1155728.88   | 0.12%             | 2029-09-25      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                             | Chariot Buyer LLC Refinancing Term Loan (First Lien)                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      153242 | PA      | $151654.41    | 0.02%             | 2032-09-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                            | Alliant Holdings Intermediate, LLC 2025 Replacement Term Loan                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1168004 | PA      | $1157912.93   | 0.12%             | 2031-09-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Third Coast Infrastructure, LLC                                               | Third Coast Infrastructure, LLC 2025 Refinancing Term Loan                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1647273 | PA      | $1655509.80   | 0.17%             | 2030-09-25      | Floating      | 7.42%                 | No            |                  3 | On Loan: No      |
| Nexus Buyer LLC                                                               | Nexus Buyer LLC Amendment No.3 Incremental Term Loan                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1450000 | PA      | $1398728.00   | 0.15%             | 2032-02-16      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Icon Parent I Inc.                                                            | Icon Parent I Inc. 2025 Term Loan (First Lien)                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1263468 | PA      | $1210036.34   | 0.13%             | 2031-11-13      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                                                    | Weber-Stephen Products LLC Term Loan B                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      750000 | PA      | $731625.00    | 0.08%             | 2032-10-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| MJH Healthcare Holdings, LLC                                                  | MJH Healthcare Holdings, LLC 2025-2 Incremental Term B Loan                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1450000 | PA      | $1354546.50   | 0.14%             | 2029-01-28      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Metropolis Technologies, Inc.                                                 | Metropolis Technologies, Inc. Term Loan B                                                                                                            | CUSIP: 000000000<br>LEI: 2549007G4NS5EM5X7O93 | Long             | LON              | CORP              | US        |     1733279 | PA      | $1709446.09   | 0.18%             | 2032-11-03      | Floating      | 8.98%                 | No            |                  3 | On Loan: No      |
| Opal US LLC                                                                   | Opal US LLC Facility B4                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      842765 | PA      | $841888.52    | 0.09%             | 2032-04-28      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Ping Identity Corporation                                                     | Ping Identity Corporation Term Loan                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      820000 | PA      | $808725.00    | 0.08%             | 2032-11-15      | Floating      | 6.42%                 | No            |                  3 | On Loan: No      |
| Orbit Private Holdings I Ltd                                                  | Orbit Private Holdings I Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      229911 | PA      | $228570.28    | 0.02%             | 2031-12-10      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY TIRE RECYCL HOLDCO LLC                                                | LIBERTY TIRE RECYCL HOLDCO LLC 2025 TERM LOAN                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1120000 | PA      | $1118880.00   | 0.12%             | 2032-12-17      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Modivcare Buyer, LLC                                                          | Modivcare Buyer, LLC Takeback Term Loan                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      496232 | PA      | $457153.37    | 0.05%             | 2030-12-29      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding, Inc.                                     | Crown Subsea Communications Holding, Inc. 2026 Term Loan                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1415700 | PA      | $1418177.48   | 0.15%             | 2031-01-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| RVR Dealership Holdings, LLC                                                  | RVR Dealership Holdings, LLC 2026 Refinancing Term Loan                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      810000 | PA      | $779625.00    | 0.08%             | 2033-02-26      | Floating      | 8.18%                 | No            |                  3 | On Loan: No      |
| Asurion, LLC                                                                  | Asurion, LLC New Term B-14 Term Loan (First Lien)                                                                                                    | CUSIP: 000000000<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      802379 | PA      | $774801.65    | 0.08%             | 2033-02-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ANADOLU EFES BIRACILIK VE MALT SANAYII A                                      | ANADOLU EFES BIR REGD REG S                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |      550000 | PA      | $504003.50    | 0.05%             | 2028-06-29      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                                                      | HAZINE MUSTESARLIGI VARL REGD REG S                                                                                                                  | CUSIP: 000000000<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |      519000 | PA      | $519407.31    | 0.05%             | 2030-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                            | Leviathan Bond Ltd                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     1197408 | PA      | $1197791.17   | 0.12%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                                                           | LIMAK YENILENEBILIR REGD                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |      232000 | PA      | $224460.00    | 0.02%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK REGD                                                    | ZORLU ENERJI ELEKTRIK REGD REG S                                                                                                                     | CUSIP: 000000000<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |      608000 | PA      | $535040.00    | 0.06%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD NOK                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $-7.43        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                                           | Braskem Netherlands Finance BV                                                                                                                       | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     3768000 | PA      | $1793568.00   | 0.19%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD CAD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $602.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                                           | Minejesa Capital BV                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |      739211 | PA      | $728122.84    | 0.08%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                                           | Minejesa Capital BV                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |      308000 | PA      | $294848.40    | 0.03%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                     | Prosus NV                                                                                                                                            | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     1998000 | PA      | $1785352.86   | 0.19%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD SEK                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $583.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                                           | PURCHASED USD / SOLD KRW                                                                                                                             | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $1257.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD EUR                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $1588.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD CZK                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $340.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD SGD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $618.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                     | PURCHASED BRL / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $5028.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                                  | AES Andes SA                                                                                                                                         | CUSIP: 000000000<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      622000 | PA      | $653326.81    | 0.07%             | 2055-06-10      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                       | El Salvador Government International Bond                                                                                                            | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1181000 | PA      | $1232373.50   | 0.13%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bonds                                    | El Salvador Government International Bonds                                                                                                           | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      175000 | PA      | $182262.50    | 0.02%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                            | Braskem Idesa SAPI                                                                                                                                   | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |     1393000 | PA      | $831147.38    | 0.09%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                            | Braskem Idesa SAPI                                                                                                                                   | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |      439000 | PA      | $264150.69    | 0.03%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                                       | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      443129 | PA      | $463672.26    | 0.05%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CABLE ONDA SA                                                                 | Telecomunicaciones Digitales SA                                                                                                                      | CUSIP: 000000000<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |      246000 | PA      | $230711.10    | 0.02%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMISION EJ HI RIO LEMPA                                                      | Comision Ejecutiva Hidroelectrica del Rio Lempa                                                                                                      | CUSIP: 000000000<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |      459000 | PA      | $471507.75    | 0.05%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                      | Comision Federal de Electricidad                                                                                                                     | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      439000 | PA      | $438341.50    | 0.05%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | PURCHASED EUR / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              |  | XX        |           1 | NC      | $-640.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FALABELLA SA                                                                  | Falabella SA                                                                                                                                         | CUSIP: 000000000<br>LEI: 5493004CKJQ7H391LM41 | Long             | DBT              | CORP              | CL        |      293000 | PA      | $255337.78    | 0.03%             | 2032-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                | PURCHASED CAD / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $-37392.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIAS PENOLES SAB D                                                      | Industrias Penoles SAB de CV                                                                                                                         | CUSIP: 000000000<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |      386000 | PA      | $352035.86    | 0.04%             | 2049-09-12      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                        | PURCHASED COP / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CO        |           1 | NC      | $1272.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATURA &CO LUX HLD SARL                                                       | Natura &Co Luxembourg Holdings Sarl                                                                                                                  | CUSIP: 000000000<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |      859000 | PA      | $810330.47    | 0.08%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT                                                      | Port Of Spain Waterfront Development                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |      476933 | PA      | $474343.25    | 0.05%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                                        | Orbia Advance Corp SAB de CV                                                                                                                         | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |      477000 | PA      | $451672.30    | 0.05%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                                      | Sociedad Quimica y Minera de Chile SA                                                                                                                | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |      406000 | PA      | $428468.04    | 0.04%             | 2033-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                                          | Telecom Argentina SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |      467746 | PA      | $484297.99    | 0.05%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                                                | Trust Fibra Uno                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |      670000 | PA      | $641894.84    | 0.07%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD GBP                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $-127.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                | PURCHASED TWD / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |           1 | NC      | $-543.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD NZD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $1275.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                | PURCHASED KRW / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $-1508.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                        | PURCHASED USD / SOLD BRL                                                                                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-508.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED EUR / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |           1 | NC      | $-2729.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                                           | PURCHASED KRW / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | KR        |           1 | NC      | $-1007.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                | PURCHASED BRL / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |           1 | NC      | $286.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED EUR / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |           1 | NC      | $-243.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                        | PURCHASED USD / SOLD GBP                                                                                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $83696.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED IDR / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |           1 | NC      | $-13.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                     | PURCHASED TWD / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |           1 | NC      | $-442.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                | PURCHASED BRL / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |           1 | NC      | $330.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED AUD / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | AU        |           1 | NC      | $-243.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | PURCHASED USD / SOLD IDR                                                                                                                             | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              |  | US        |           1 | NC      | $122.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| K2016470260 SA LTD                                                            | K2016470260 SA LTD 25% PIK 31/12/2022 USD1'A1'                                                                                                       | CUSIP: 000000000<br>LEI: 3789003E1C22310B3356 | Long             | ABS-O            | CORP              | ZA        |      770975 | PA      | $0.00         | 0.00%             | 2026-06-30      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED EUR / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |           1 | NC      | $-722.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED GBP / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | GB        |           1 | NC      | $-809.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                           | PURCHASED EUR / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |           1 | NC      | $-1103.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD ZAR                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $474.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED HUF / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | HU        |           1 | NC      | $7.87         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED NZD / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | NZ        |           1 | NC      | $-3179.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                        | PURCHASED GBP / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | GB        |           1 | NC      | $-36312.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD EUR                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $624.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD NOK                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $432.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                       | Sasol Financing USA LLC                                                                                                                              | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $2138575.27   | 0.22%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                                          | Stillwater Mining Co                                                                                                                                 | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     2176000 | PA      | $2158330.88   | 0.22%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                                                      | Greenko Wind Projects Mauritius Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |      282695 | PA      | $280080.07    | 0.03%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD AUD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $848.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED NOK / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | NO        |           1 | NC      | $113.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                       | Adani Ports & Special Economic Zone Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |      809000 | PA      | $772595.00    | 0.08%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                       | Adani Ports & Special Economic Zone Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |      486000 | PA      | $424278.00    | 0.04%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                       | Adani Ports & Special Economic Zone Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |      413000 | PA      | $363869.52    | 0.04%             | 2032-02-02      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                                      | ADANI ELECTRICITY MUMBAI REGD REG S                                                                                                                  | CUSIP: 000000000<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |      430000 | PA      | $377325.00    | 0.04%             | 2031-07-22      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA REGD                                                    | REPUBLIC OF SRI LANKA REGD S/UP REG S                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | LK        |     1030936 | PA      | $911089.69    | 0.09%             | 2036-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CONTINUUM ENERGY AURA                                                         | Continuum Energy Aura Pte Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 984500AB52D7C8GC2E33 | Long             | DBT              | CORP              | SG        |      483000 | PA      | $485867.81    | 0.05%             | 2027-02-24      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN                                                           | GENM Capital Labuan Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |      891000 | PA      | $793212.75    | 0.08%             | 2031-04-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                                                          | JSW Hydro Energy Ltd                                                                                                                                 | CUSIP: 000000000<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |      533065 | PA      | $488021.01    | 0.05%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LLPL CAPITAL PTE LTD                                                          | LLPL Capital Pte Ltd                                                                                                                                 | CUSIP: 000000000<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | SG        |      235830 | PA      | $237893.51    | 0.02%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                                                      | Medco Maple Tree Pte Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |      565000 | PA      | $579493.89    | 0.06%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| 10 RENEW POWER SUBSIDIAR                                                      | ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      218000 | PA      | $205396.88    | 0.02%             | 2028-07-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-29

**Name of Applicant:** AllianceBernstein Global High Income Fund Inc

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller