# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001193125-26-070964
**Filing Date:** 2026-2
**Character Count:** 1097131
**Document Hash:** 662ba4308266d0f651a4a7049348cf42
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-070964.hdr.sgml**: 20260225

**ACCESSION NUMBER**: 0001193125-26-070964

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260225

**DATE AS OF CHANGE**: 20260225

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691

**ORGANIZATION NAME:**
- **EIN:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 26677567

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** (517) 367-4336

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Series and Classes Contracts Data

### JNL/BLACKROCK GLOBAL ALLOCATION FUND (Series ID: S000029611)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000090917 | JNL/BLACKROCK GLOBAL ALLOCATION FUND (A) |  |
| C000090918 | JNL/BLACKROCK GLOBAL ALLOCATION FUND (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JNL Series Trust

- **b. Investment Company Act file number:** 811-8894

- **c. CIK number of Registrant:** 0000933691

- **d. LEI of Registrant:** 549300T5WIPN6IWM0D45

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

  - **Street Address 1:** 1 Corporate Way

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

  - **Telephone number:** 517-367-4336

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

- **a. Name of Series:** JNL/BlackRock Global Allocation Fund

- **b. EDGAR series identifier (if any):** S000029611

- **c. LEI of Series:** VW1PXUJJ3BVSRNHWUM97

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $2870604279.76

**Total Liabilities:** $262126017.23

**Net Assets:** $2608478262.53

**Cash Not Reported:** $66343687.53

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1680.398482052824 | **1-Year:** -1395.138399665762 | **5-Year:** -4412.700372024399 | **10-Year:** -32969.161005494944 | **30-Year:** -32461.309729371349

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

- **3-Month:** -286.844407616086 | **1-Year:** -18024.924415733675 | **5-Year:** -73931.241659727419 | **10-Year:** -26845.003287435027 | **30-Year:** -16873.812623855929

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000090917 | 1.50%                | 0.29%                | 1.09%                |
| Class ID C000090918 | 1.50%                | 0.32%                | 1.10%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $31703270.55             | $6277512.29                                |
| Month 2  | $36066320.76             | $-32373447.77                              |
| Month 3  | $27823342.73             | $-10075739.70                              |

**Designated Index Information**

- **Index Name:** 36% S&P 500, 24% Morningstar Developed Markets TME Index exUS, 24% Bloomberg US Treasury 3-5 Yr, 16% Bloomberg Global Agg ex US

- **Index Identifier:** SPX/MSDMXUSTMEUS/LHMN0056/LHMN3121

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC                                    | JNL Government Money Market Fund - Class SL                               | CUSIP: 46628D395<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    36686504 | NS      | $36686504.22  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| WestPac Banking Corporation                                               | JAPANESE YEN                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |    33443443 | PA      | $-1298.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International                                           | THAI BAHT                                                                 | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | N/A              | DFE              | CORP              | TH        |     9924720 | PA      | $3220.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                             | POLISH ZLOTY                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | PL        |     8071588 | PA      | $20339.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                               | EURO DOLLAR                                                               | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     4500000 | PA      | $-912.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                       | SWISS FRANC                                                               | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | CH        |      178662 | PA      | $1806.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                       | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | US        |      101506 | PA      | $-602.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                | AUSTRALIAN DOLLAR                                                         | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | AU        |      139220 | PA      | $1476.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                               | EURO DOLLAR                                                               | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |      856000 | PA      | $269.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                | MALAYSIAN RINGGIT                                                         | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | MY        |      931279 | PA      | $2579.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                               | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |      612010 | PA      | $-4124.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                       | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | US        |      114111 | PA      | $-697.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                       | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | US        |       48170 | PA      | $-290.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                       | NEW TURKISH LIRA                                                          | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | TR        |    57573533 | PA      | $16363.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                    | DANISH KRONE                                                              | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | DK        |    11865344 | PA      | $13408.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      432554 | PA      | $-6353.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale Bannon, LLC                                              | JAPANESE YEN                                                              | CUSIP: N/A<br>LEI: 254900N8T2BRBQ9GMT85       | N/A              | DFE              | CORP              | JP        |   972355345 | PA      | $-79610.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                     | BRAZILIAN REAL                                                            | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | BR        |    17427539 | PA      | $-37423.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                   | EURO DOLLAR                                                               | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | US        |      322377 | PA      | $2247.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                       | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | US        |       83471 | PA      | $-509.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                     | HUNGARIAN FORINT                                                          | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | HU        |   102011520 | PA      | $-289.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                               | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |      338659 | PA      | $-1937.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale Bannon, LLC                                              | CHINESE YUAN RENMINBI                                                     | CUSIP: N/A<br>LEI: 254900N8T2BRBQ9GMT85       | N/A              | DFE              | CORP              | CN        |   334777914 | PA      | $384037.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                               | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     1029677 | PA      | $7836.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                               | ARGENTINE PESO                                                            | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | AR        |    15573451 | PA      | $-38.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                            | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      417000 | PA      | $-13167.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                             | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | US        |    49454927 | PA      | $-347325.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                            | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |       62673 | PA      | $-2744.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                       | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | US        |      156631 | PA      | $-956.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                | SWISS FRANC                                                               | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | CH        |      248504 | PA      | $2078.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale Bannon, LLC                                              | PHILIPPINE PESO                                                           | CUSIP: N/A<br>LEI: 254900N8T2BRBQ9GMT85       | N/A              | DFE              | CORP              | PH        |    23333756 | PA      | $1473.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale Bannon, LLC                                              | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: 254900N8T2BRBQ9GMT85       | N/A              | DFE              | CORP              | US        |      312000 | PA      | $-7147.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International                                           | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | N/A              | DFE              | CORP              | US        |      491840 | PA      | $-828.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                            | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |     3234900 | PA      | $63790.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                       | NEW TURKISH LIRA                                                          | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | TR        |    56642527 | PA      | $16099.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                | MALAYSIAN RINGGIT                                                         | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | MY        |     2041561 | PA      | $6078.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                     | POLISH ZLOTY                                                              | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | PL        |     1486800 | PA      | $-878.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                            | MEXICAN PESO                                                              | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | MX        |     5651568 | PA      | $1533.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                               | JAPANESE YEN                                                              | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | JP        |   404000000 | PA      | $-23419.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                            | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |       76827 | PA      | $-3364.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                     | EURO DOLLAR                                                               | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |       49220 | PA      | $742.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                            | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      143032 | PA      | $414.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                            | COLOMBIAN PESO                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | CO        |   799690000 | PA      | $-2283.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                            | BRAZILIAN REAL                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | BR        |    25159867 | PA      | $84508.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | AUSTRALIAN DOLLAR                                                         | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | AU        |     6700000 | PA      | $18909.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                             | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | US        |    11838301 | PA      | $-72238.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                               | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     2110975 | PA      | $-60255.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                       | DANISH KRONE                                                              | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | DK        |    72293725 | PA      | $78716.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                   | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | US        |    26024735 | PA      | $15431.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                            | INDIAN RUPEE                                                              | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | IN        |   380758784 | PA      | $-57155.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                       | SOUTH AFRICAN RAND                                                        | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | ZA        |    50069873 | PA      | $117645.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                               | JAPANESE YEN                                                              | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | JP        |   409243500 | PA      | $-24187.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                     | POLISH ZLOTY                                                              | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | PL        |     1859055 | PA      | $-193.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                             | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | US        |    31623803 | PA      | $-222824.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                       | MEXICAN PESO                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | MX        |   193394151 | PA      | $80133.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                | EURO DOLLAR                                                               | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |    12734034 | PA      | $-52505.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                             | JAPANESE YEN                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | JP        |  3122273015 | PA      | $-198094.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                       | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | US        |      126241 | PA      | $-749.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | BRITISH POUND STERLING                                                    | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | GB        |     9517453 | PA      | $139746.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                            | CANADIAN DOLLAR                                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | CA        |    54106514 | PA      | $256847.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                               | JAPANESE YEN                                                              | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | JP        |   410113305 | PA      | $-18600.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                       | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | US        |      101658 | PA      | $-614.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                       | HUNGARIAN FORINT                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | HU        |  1060638826 | PA      | $24597.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                       | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | US        |      113415 | PA      | $-686.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                     | MALAYSIAN RINGGIT                                                         | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | MY        |    16726195 | PA      | $87796.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                     | NEW TURKISH LIRA                                                          | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | TR        |    22764611 | PA      | $2527.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                     | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |     3336352 | PA      | $38802.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale Bannon, LLC                                              | EURO DOLLAR                                                               | CUSIP: N/A<br>LEI: 254900N8T2BRBQ9GMT85       | N/A              | DFE              | CORP              | US        |    49291750 | PA      | $210927.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                               | CZECH KORUNA                                                              | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | CZ        |    51863098 | PA      | $35280.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                               | EURO DOLLAR                                                               | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     3356300 | PA      | $-11974.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                       | PERUVIAN NUEVO SOL                                                        | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | PE        |     1910035 | PA      | $2135.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                            | BRAZILIAN REAL                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | BR        |    19839154 | PA      | $64480.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                    | BRAZILIAN REAL                                                            | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | BR        |     1701648 | PA      | $-1466.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                | MEXICAN PESO                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | MX        |    48031000 | PA      | $54377.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                            | EGYPTIAN POUND                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | EG        |     7035744 | PA      | $123.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                               | ARGENTINE PESO                                                            | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | AR        |   151656139 | PA      | $-377.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                     | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |      313838 | PA      | $-1836.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                       | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | US        |     1019252 | PA      | $-6716.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland                                                    | EURO DOLLAR                                                               | CUSIP: N/A<br>LEI: 549300WHU4EIHRP28H10       | N/A              | DFE              | CORP              | US        |     1800780 | PA      | $2217.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                    | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |      864670 | PA      | $-1873.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                               | EURO DOLLAR                                                               | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |      255000 | PA      | $307.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                            | INDONESIAN RUPIAH                                                         | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | ID        | 64702554925 | PA      | $19292.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                       | JAPANESE YEN                                                              | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | JP        |   529204609 | PA      | $-9379.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                     | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |      912961 | PA      | $-13557.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                | NORWEGIAN KRONE                                                           | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | NO        |   148098916 | PA      | $-67592.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                                     | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DFE              | CORP              | US        |     1624008 | PA      | $2711.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                            | EGYPTIAN POUND                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | EG        |     7035744 | PA      | $191.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | BRITISH POUND STERLING                                                    | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | GB        |    15795965 | PA      | $231776.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                       | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | US        |      279480 | PA      | $-1659.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                   | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | US        |     6272538 | PA      | $-294172.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                            | EGYPTIAN POUND                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | EG        |    15018444 | PA      | $1612.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                       | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | US        |      116473 | PA      | $-711.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                            | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      839000 | PA      | $-3535.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                | MALAYSIAN RINGGIT                                                         | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | MY        |        3830 | PA      | $12.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                               | SWISS FRANC                                                               | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | CH        |     2090000 | PA      | $12839.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                       | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     6483439 | PA      | $-122496.61   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                               | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     1327066 | PA      | $33190.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                            | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |     4473899 | PA      | $-81773.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                            | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |     3527776 | PA      | $-66148.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                       | MEXICAN PESO                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | MX        |    14341954 | PA      | $764.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                | SWEDISH KRONA                                                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | SE        |    96248607 | PA      | $96624.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                            | CANADIAN DOLLAR                                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | CA        |    21536098 | PA      | $96508.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                                     | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DFE              | CORP              | US        |     2573272 | PA      | $-19057.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                       | SOUTH KOREAN WON                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | KR        |   573249201 | PA      | $6080.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                               | AUSTRALIAN DOLLAR                                                         | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | AU        |     1376000 | PA      | $9292.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                | TAIWAN NEW DOLLAR                                                         | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | TW        |   393029639 | PA      | $-96864.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                               | CHILEAN PESO                                                              | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | CL        |   283723200 | PA      | $9117.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                               | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |      338366 | PA      | $-2165.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                   | HONG KONG DOLLAR                                                          | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | HK        |    52094210 | PA      | $-3980.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                             | SOUTH AFRICAN RAND                                                        | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | ZA        |   122000271 | PA      | $151363.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                     | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |      396000 | PA      | $-4571.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                            | ARGENTINE PESO                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | AR        |   245701060 | PA      | $-2291.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                             | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | US        |     1035027 | PA      | $-15179.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |     5219722 | PA      | $241.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | AUSTRALIAN DOLLAR                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | AU        |    56910665 | PA      | $159357.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |     4950824 | PA      | $-31975.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                               | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |      304000 | PA      | $-16286.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                     | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |      519000 | PA      | $2903.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                     | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |      130102 | PA      | $472.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                     | EURO DOLLAR                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |       63383 | PA      | $312.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                       | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     6831132 | PA      | $-193110.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                            | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      140182 | PA      | $-7317.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                       | POLISH ZLOTY                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | PL        |    18190690 | PA      | $55059.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Scotland                                                    | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: 549300WHU4EIHRP28H10       | N/A              | DFE              | CORP              | US        |      628029 | PA      | $-7543.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale Bannon, LLC                                              | SOUTH KOREAN WON                                                          | CUSIP: N/A<br>LEI: 254900N8T2BRBQ9GMT85       | N/A              | DFE              | CORP              | KR        | 21349862628 | PA      | $226088.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                     | SOUTH AFRICAN RAND                                                        | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | ZA        |     5331316 | PA      | $9704.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                               | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     1533825 | PA      | $1421.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                     | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |      312000 | PA      | $-1067.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                     | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |       63527 | PA      | $-1410.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                | BRAZILIAN REAL                                                            | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | BR        |     2219462 | PA      | $-9970.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                               | MEXICAN PESO                                                              | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | MX        |    71678960 | PA      | $86674.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                       | CHILEAN PESO                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | CL        |   669499200 | PA      | $23579.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                     | NEW TURKISH LIRA                                                          | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | TR        |    17605132 | PA      | $1954.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      902537 | PA      | $-12285.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                             | JAPANESE YEN                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | JP        | 22543857775 | PA      | $-1276667.72  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                            | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |     2594340 | PA      | $-12366.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |     2025030 | PA      | $-27236.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      417000 | PA      | $2340.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                       | SINGAPORE DOLLAR                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | SG        |     7160312 | PA      | $30563.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |     1858418 | PA      | $-17076.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                       | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      220317 | PA      | $-4976.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                       | DANISH KRONE                                                              | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | DK        |     8741164 | PA      | $9568.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                             | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | US        |    38562929 | PA      | $-418230.69   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                     | POLISH ZLOTY                                                              | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | PL        |     8221054 | PA      | $40583.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                | POLISH ZLOTY                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | PL        |     1491930 | PA      | $6550.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                               | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     1261690 | PA      | $-36013.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                             | SOUTH AFRICAN RAND                                                        | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | ZA        |    54024100 | PA      | $90097.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |     2212988 | PA      | $31532.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                            | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      147308 | PA      | $-191.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                            | PERUVIAN NUEVO SOL                                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | PE        |     1414764 | PA      | $1256.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                            | BRITISH POUND STERLING                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | GB        |     6913108 | PA      | $96221.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                    | NEW ZEALAND DOLLAR                                                        | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | NZ        |     2413593 | PA      | $-7213.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                    | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |       35412 | PA      | $-54.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                     | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |      287753 | PA      | $-6390.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                       | EURO DOLLAR                                                               | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | US        |    20783907 | PA      | $164819.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |     2608524 | PA      | $-54773.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                   | THAI BAHT                                                                 | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | TH        |   134362285 | PA      | $114111.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                               | EURO DOLLAR                                                               | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |        3645 | PA      | $26.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                       | SWISS FRANC                                                               | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | CH        |    53015267 | PA      | $449395.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                            | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      189228 | PA      | $-118.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                | JAPANESE YEN                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | JP        |    47432949 | PA      | $-905.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                     | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |      521000 | PA      | $330.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                     | COLOMBIAN PESO                                                            | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | CO        |  5708496748 | PA      | $-17799.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                     | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |      415000 | PA      | $-1377.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | HUNGARIAN FORINT                                                          | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | HU        |   460662133 | PA      | $17823.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |     3144034 | PA      | $-14306.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                            | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |       90335 | PA      | $-2579.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                            | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      131667 | PA      | $-909.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                | NIGERIA NAIRA                                                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | NG        |   264719671 | PA      | $2276.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      224000 | PA      | $-2465.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                       | CHILEAN PESO                                                              | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | CL        |   381512000 | PA      | $11726.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale Bannon, LLC                                              | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: 254900N8T2BRBQ9GMT85       | N/A              | DFE              | CORP              | US        |     2698450 | PA      | $-10528.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | CHINESE YUAN RENMINBI                                                     | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CN        |    24703905 | PA      | $52242.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                               | BRITISH POUND STERLING                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | GB        |     4739220 | PA      | $23884.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                | MALAYSIAN RINGGIT                                                         | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | MY        |       81298 | PA      | $225.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                       | BRAZILIAN REAL                                                            | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | BR        |    59110121 | PA      | $-15260.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                | MALAYSIAN RINGGIT                                                         | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | MY        |      178223 | PA      | $530.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                               | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     7994035 | PA      | $22330.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                       | UNITED STATES DOLLAR                                                      | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | US        |      143710 | PA      | $-868.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -81 | NC      | $-44550.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         117 | NC      | $14157.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         438 | NC      | $19710.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         239 | NC      | $68115.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -239 | NC      | $-44215.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         399 | NC      | $331170.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         143 | NC      | $55055.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -399 | NC      | $-114114.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -143 | NC      | $-72501.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                    | OPTION                                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         -44 | NC      | $-7172.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                    | OPTION                                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        -119 | NC      | $-5355.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                    | OPTION                                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         144 | NC      | $107640.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                    | OPTION                                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         -80 | NC      | $-186600.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                    | OPTION                                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        -144 | NC      | $-208440.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          46 | NC      | $1472.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -638 | NC      | $-6380.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         638 | NC      | $88044.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -46 | NC      | $-782.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | GB        |    15924520 | PA      | $2326673.30   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED INFLATION INDEXED SWAP                                   | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | XX        |     2335000 | PA      | $99171.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                               | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | US        |      210000 | PA      | $-3213.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | GB        |    11820000 | PA      | $-197218.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |      120000 | PA      | $53445.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                              | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DCR              | CORP              | US        |       80000 | PA      | $-1.37        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                             | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |       70000 | PA      | $-1.20        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |       40000 | PA      | $-0.68        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |       60000 | PA      | $-1.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                               | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DCR              | CORP              | US        |      115000 | PA      | $-1.97        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | GB        |   134798300 | PA      | $-395592.11   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |      645000 | PA      | $-11265.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | GG        |     1120000 | PA      | $-23640.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | GB        |    10155000 | PA      | $403055.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | ZA        |    44673604 | PA      | $439308.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | ZA        |    22336802 | PA      | $221271.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | ZA        |    22336802 | PA      | $219735.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                               | INTEREST RATE SWAP                                                        | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DIR              | CORP              | BR        |    27934491 | PA      | $-408102.18   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                               | INTEREST RATE SWAP                                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | BR        |    26801769 | PA      | $-391184.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                               | INTEREST RATE SWAP                                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | BR        |      149586 | PA      | $-2185.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                               | INTEREST RATE SWAP                                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | BR        |    19706968 | PA      | $-296971.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                               | INTEREST RATE SWAP                                                        | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DIR              | CORP              | BR        |    22621005 | PA      | $-341944.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |     2536900 | PA      | $-35259.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    15436000 | PA      | $235543.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |     8126980 | PA      | $728956.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    37186300 | PA      | $16652.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | GB        |     9357515 | PA      | $195144.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | GB        |     9372000 | PA      | $196335.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |     7380899 | PA      | $270742.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                          | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DCR              | CORP              | US        |     1300000 | PA      | $-19902.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    36885895 | PA      | $494203.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    36885895 | PA      | $-104121.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    45463535 | PA      | $482652.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | XX        |    23857414 | PA      | $479016.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | JP        |   440457500 | PA      | $-793501.60   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | IN        |   304463651 | PA      | $38650.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | JP        |   440457500 | PA      | $-792795.71   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | IN        |   115151417 | PA      | $22760.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | JP        |  4330862728 | PA      | $17222.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | IN        |    94214796 | PA      | $17345.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | IN        |    38723736 | PA      | $7664.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | IN        |    38723736 | PA      | $7967.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | ZA        |    30809735 | PA      | $-4642.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                             | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |       50000 | PA      | $-970.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                              | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DE               | CORP              | US        |      -34349 | PA      | $43279.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -69 | NC      | $-2277.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS                                                             | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |       80000 | PA      | $-1552.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |   206450600 | PA      | $3448503.94   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |   172694300 | PA      | $618481.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |   265429800 | PA      | $9172477.72   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |   203665800 | PA      | $9110687.35   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |     8103300 | PA      | $-194166.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | XX        |    26622864 | PA      | $432240.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    37974000 | PA      | $760888.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    38002000 | PA      | $101514.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | ZA        |    44840727 | PA      | $-10993.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |     1300000 | PA      | $-21222.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |      112000 | PA      | $-14777.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    45463535 | PA      | $451654.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | XX        |    19265894 | PA      | $286030.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    16523522 | PA      | $64929.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | ZA        |     7160327 | PA      | $-928.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                              | INTEREST RATE SWAP                                                        | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DIR              | CORP              | CO        |   257662268 | PA      | $1495.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                             | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | IT        |      275000 | PA      | $-1729.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | ZA        |    17380141 | PA      | $-9010.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    18554287 | PA      | $177474.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    12495182 | PA      | $-69322.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    59861617 | PA      | $238894.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    74211400 | PA      | $6671951.01   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | GB        |     7500000 | PA      | $-553720.06   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | MX        |   368829139 | PA      | $349909.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | MX        |   135896940 | PA      | $328237.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                              | INTEREST RATE SWAP                                                        | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DIR              | CORP              | BR        |     2269042 | PA      | $6674.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | PL        |     7061698 | PA      | $-17063.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | MX        |     9217897 | PA      | $-21385.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    21606460 | PA      | $-125287.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    16913000 | PA      | $-62394.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | PL        |     5872424 | PA      | $-25325.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | PL        |     3523455 | PA      | $-15074.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | MX        |    43903781 | PA      | $731.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | ZA        |    32421080 | PA      | $-95997.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    55300000 | PA      | $359115.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | GB        |    20892500 | PA      | $419622.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    20892500 | PA      | $469969.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                               | CREDIT DEFAULT SWAP INDEX                                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | US        |    -1138000 | PA      | $183479.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                               | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | DE        |     -319552 | PA      | $5534.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                               | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | DE        |     -319552 | PA      | $5727.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                               | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | DE        |      639104 | PA      | $-12259.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | XX        |      345901 | PA      | $-1397.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | XX        |      695025 | PA      | $-2463.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | CZ        |    18218220 | PA      | $-10575.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | HU        |   194071842 | PA      | $2050.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | MX        |     9850497 | PA      | $-17888.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    20760603 | PA      | $-149583.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    18046898 | PA      | $339303.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | HU        |    77569592 | PA      | $4268.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | MX        |    76641501 | PA      | $6300.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | SE        |     -613358 | PA      | $6926.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | IT        |      613358 | PA      | $-9368.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |     1380000 | PA      | $-7983.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    16742000 | PA      | $-17035.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | CZ        |     7410479 | PA      | $-2258.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | CZ        |     4571691 | PA      | $-2205.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                          | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DCR              | CORP              | US        |      230000 | PA      | $-1837.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                               | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | US        |      185000 | PA      | $-4275.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                               | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |     -681542 | PA      | $21436.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                               | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | XX        |      681542 | PA      | $-23004.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | HU        |   408000000 | PA      | $-3531.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                              | INTEREST RATE SWAP                                                        | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DIR              | CORP              | BR        |     1021069 | PA      | $-372.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                              | INTEREST RATE SWAP                                                        | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DIR              | CORP              | CO        |   115948021 | PA      | $566.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | MX        |    23608152 | PA      | $3219.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | MX        |     4432724 | PA      | $-672.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | HU        |   270932329 | PA      | $-3309.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | HU        |    34906316 | PA      | $-322.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | ZA        |    37264855 | PA      | $-5288.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | ZA        |     7821063 | PA      | $-4520.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | ZA        |    14589486 | PA      | $-34896.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | PL        |     4228146 | PA      | $-6505.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | XX        |      468416 | PA      | $-8078.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | PL        |     2358249 | PA      | $8091.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | PL        |     3177764 | PA      | $-1441.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | CZ        |    13590176 | PA      | $-10945.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | XX        |     4885618 | PA      | $-76925.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | CZ        |    17667000 | PA      | $-9139.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | MX        |     8813000 | PA      | $2862.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | KR        |  2630770000 | PA      | $-28942.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                              | INTEREST RATE SWAP                                                        | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DIR              | CORP              | BR        |     4562000 | PA      | $-707.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | MX        |    46101000 | PA      | $-8295.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | MX        |     5735000 | PA      | $622.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                               | INTEREST RATE SWAP                                                        | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DIR              | CORP              | BR        |    48379068 | PA      | $-48928.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                              | INTEREST RATE SWAP                                                        | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DIR              | CORP              | BR        |    18530925 | PA      | $-27426.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                               | INTEREST RATE SWAP                                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | BR        |    12045101 | PA      | $-17827.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                               | INTEREST RATE SWAP                                                        | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DIR              | CORP              | BR        |    10349906 | PA      | $-17646.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | KR        |  3315128000 | PA      | $-36346.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | CN        |    10526000 | PA      | $-8942.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |     8525346 | PA      | $-21603.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | MX        |    32764000 | PA      | $849.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    37165722 | PA      | $156739.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | TH        |     1612706 | PA      | $-996.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | TH        |     1612706 | PA      | $-56.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | BR        |     2906000 | PA      | $-1367.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                               | CREDIT DEFAULT SWAP INDEX                                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | XX        |     -585000 | PA      | $43994.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |       90000 | PA      | $988.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | PL        |     1504140 | PA      | $-6171.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | PL        |     1526930 | PA      | $-6301.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | BR        |     5889000 | PA      | $-5187.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | PL        |     1526930 | PA      | $-6585.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                               | CREDIT DEFAULT SWAP INDEX                                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | XX        |     -585000 | PA      | $43994.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                               | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | XX        |     -292000 | PA      | $62493.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                          | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DCR              | CORP              | XX        |     -295000 | PA      | $24990.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                             | SWAPTION INTEREST RATE                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | US        |  -120519000 | PA      | $-326534.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                             | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      905000 | PA      | $-1323.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |     -120000 | PA      | $21164.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |      -65000 | PA      | $11464.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                              | SWAPTION INTEREST RATE                                                    | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DIR              | CORP              | US        |    -6716133 | PA      | $-0.07        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | XX        |     -337131 | PA      | $72152.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | CZ        |    35968649 | PA      | $6964.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | JP        |    40200000 | PA      | $-13269.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | CN        |    13721000 | PA      | $3267.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | XX        |     -161000 | PA      | $21715.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                          | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DCR              | CORP              | US        |       90000 | PA      | $6038.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                               | OPTION                                                                    | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |    -4975900 | NC      | $-61.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | SWAPTION INTEREST RATE                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              | CORP              | US        |   -20792000 | PA      | $-144861.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                          | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DCR              | CORP              | US        |      355000 | PA      | $-519.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | SWAPTION INTEREST RATE                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              | CORP              | XX        |   -22069000 | PA      | $-333994.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |      175000 | PA      | $-28727.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | OPTION STRUCTURED ONETOUCH OPTION                                         | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | CA        |       49600 | NC      | $12266.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                               | SWAPTION INTEREST RATE                                                    | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DIR              | CORP              | US        |    22686000 | PA      | $51131.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                               | SWAPTION INTEREST RATE                                                    | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DIR              | CORP              | US        |   -22686000 | PA      | $-15227.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                          | SWAPTION INTEREST RATE                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DIR              | CORP              | US        |     5908460 | PA      | $3415.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                          | SWAPTION INTEREST RATE                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DIR              | CORP              | US        |     8872770 | PA      | $10524.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | SWAPTION INTEREST RATE                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              | CORP              | US        |     6465010 | PA      | $3117.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | SWAPTION INTEREST RATE                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              | CORP              | US        |    10296000 | PA      | $5454.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | BR        |    14301924 | PA      | $772.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                             | INTEREST RATE SWAP                                                        | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | CO        |  1559456779 | PA      | $-11656.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                             | INTEREST RATE SWAP                                                        | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | CO        |   864988153 | PA      | $10853.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | KR        |  1653798000 | PA      | $-12217.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | XX        |     -719000 | PA      | $25534.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                             | INTEREST RATE SWAP                                                        | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | CO        |  1548035999 | PA      | $-11135.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                             | INTEREST RATE SWAP                                                        | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | CO        |   862451306 | PA      | $10380.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | INTEREST RATE SWAP                                                        | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              | CORP              | CO        |  3073423288 | PA      | $-19659.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | INTEREST RATE SWAP                                                        | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              | CORP              | CO        |  1691338104 | PA      | $18624.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | OPTION                                                                    | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DFE              | CORP              | CL        |     -209000 | NC      | $-132.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | OPTION                                                                    | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DFE              | CORP              | CL        |     -209000 | NC      | $-5082.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                             | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      380000 | PA      | $-62380.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |      225000 | PA      | $-34809.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | SWAPTION INTEREST RATE                                                    | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DIR              | CORP              | US        |   -17552000 | PA      | $-11037.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                             | SWAPTION CDX - INDEX                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    -5251407 | PA      | $-2597.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                             | SWAPTION CDX - INDEX                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    -5251407 | PA      | $-22507.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                               | SWAPTION INTEREST RATE                                                    | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DIR              | CORP              | US        |   -39868000 | PA      | $-7948.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |   402370000 | PA      | $-45544.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                              | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DCR              | CORP              | US        |       45000 | PA      | $9358.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                               | OPTION                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | US        |     4975900 | NC      | $62.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                               | CREDIT DEFAULT SWAP SINGLE NAME                                           | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DCR              | CORP              | US        |      115000 | PA      | $-4344.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                             | SWAPTION INTEREST RATE                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | US        |    -9225000 | PA      | $-3120.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                             | SWAPTION INTEREST RATE                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | US        |   -17174000 | PA      | $-5060.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |   200749000 | PA      | $-6098.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                             | INTEREST RATE SWAP                                                        | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | CL        |  1530952000 | PA      | $-334.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                               | OPTION                                                                    | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | MX        |    -6943100 | NC      | $-50682.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | OPTION                                                                    | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | BR        |    -6943100 | NC      | $-16258.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG (EQ & SWAP)                                                        | OPTION                                                                    | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | CO        |      618000 | NC      | $22736.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG (EQ & SWAP)                                                        | OPTION                                                                    | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | CO        |     -927000 | NC      | $-14325.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                               | OPTION                                                                    | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | ZA        |    -6928800 | NC      | $-111295.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | OPTION                                                                    | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | ID        |    -6928800 | NC      | $-6086.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                               | OPTION STRUCTURED ONETOUCH OPTION                                         | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | IN        |       51820 | NC      | $3234.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                               | SWAPTION INTEREST RATE                                                    | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DIR              | CORP              | US        |   -15877000 | PA      | $-30111.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                             | SWAPTION INTEREST RATE                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | US        |    -7021000 | PA      | $-31057.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                              | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | GB        |     3553700 | PA      | $-5510.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                             | SWAPTION INTEREST RATE                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | GB        |    -3553700 | PA      | $-22631.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                               | OPTION STRUCTURED ONETOUCH OPTION                                         | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | CZ        |       35716 | NC      | $2712.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                               | OPTION STRUCTURED ONETOUCH OPTION                                         | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | CZ        |       31271 | NC      | $2487.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                                                  | SWAPTION INTEREST RATE                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   -46997896 | PA      | $-220077.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                             | SWAPTION INTEREST RATE                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | US        |   111620002 | PA      | $116471.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                             | SWAPTION INTEREST RATE                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | US        |  -111620002 | PA      | $-36622.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                             | SWAPTION INTEREST RATE                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | US        |  -111620002 | PA      | $-71932.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                              | OPTION                                                                    | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | BR        |     -938000 | NC      | $-5745.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                              | OPTION                                                                    | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | BR        |      625000 | NC      | $9476.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    55264000 | PA      | $22632.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                          | OPTION                                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | US        |      785000 | NC      | $831.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | SWAPTION INTEREST RATE                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              | CORP              | US        |    -4557086 | PA      | $-1999.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | SWAPTION INTEREST RATE                                                    | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DIR              | CORP              | US        |   -17571000 | PA      | $-37056.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                               | OPTION                                                                    | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | ZA        |    -6906956 | NC      | $-51234.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                               | OPTION                                                                    | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | MX        |    -6891074 | NC      | $-21556.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                               | OPTION                                                                    | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | BR        |    -6891074 | NC      | $-21583.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                               | OPTION                                                                    | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | ID        |    -6891074 | NC      | $-12611.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | EXCHANGE CLEARED IRS                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | MX        |     6570237 | PA      | $2195.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                                                  | SWAPTION INTEREST RATE                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   -11678000 | PA      | $-27488.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                                                  | SWAPTION INTEREST RATE                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   -11678000 | PA      | $-26191.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | SWAPTION INTEREST RATE                                                    | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DIR              | CORP              | US        |    -8783000 | PA      | $-64932.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | SWAPTION INTEREST RATE                                                    | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DIR              | CORP              | US        |    -8783000 | PA      | $-52291.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                          | OPTION                                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | US        |      441000 | NC      | $1398.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                          | SWAPTION INTEREST RATE                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DIR              | CORP              | US        |   -70851000 | PA      | $-189450.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                              | OPTION                                                                    | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | BR        |     6943100 | NC      | $16258.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | OPTION STRUCTURED BARRIER OPTION                                          | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | JP        |     4994400 | NC      | $1443.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                          | TOTAL RETURN SWAP - INDEX                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DE               | CORP              | US        |        3240 | PA      | $1961.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | TOTAL RETURN SWAP                                                         | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |      105482 | PA      | $14240.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                             | TOTAL RETURN SWAP                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | US        |     -101774 | PA      | $-6106.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                               | TOTAL RETURN SWAP                                                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | US        |       25660 | PA      | $3464.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | TOTAL RETURN SWAP                                                         | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              | CORP              | US        |      -70250 | PA      | $-4215.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | TOTAL RETURN SWAP                                                         | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |      -55612 | PA      | $-15015.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | TOTAL RETURN SWAP - INDEX                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |        1212 | PA      | $-1518.15     | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| CITIGROUP INC.                                                            | TOTAL RETURN SWAP - INDEX                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |         950 | PA      | $646.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS                                                             | TOTAL RETURN SWAP                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |       43129 | PA      | $11644.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                             | TOTAL RETURN SWAP - INDEX                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |         995 | PA      | $-288.55      | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| MORGAN STANLEY                                                            | TOTAL RETURN SWAP                                                         | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DCR              | CORP              | US        |       37583 | PA      | $10147.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                             | TOTAL RETURN SWAP - INDEX                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |         809 | PA      | $364.05       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BNP PARIBAS                                                               | TOTAL RETURN SWAP - INDEX                                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DE               | CORP              | US        |         490 | PA      | $15.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                               | TOTAL RETURN SWAP                                                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | US        |       88200 | PA      | $23814.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | TOTAL RETURN SWAP                                                         | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |       62570 | PA      | $16893.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX EXCHANGE                                                            | FUTURE - CASH SETTLED                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |         618 | NC      | $225075.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         462 | NC      | $956.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -462 | NC      | $-14784.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -118 | NC      | $-92866.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         195 | NC      | $214500.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         399 | NC      | $139650.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -399 | NC      | $-39501.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -49 | NC      | $-9898.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | IT        |         220 | PA      | $275.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          -9 | NC      | $-3960.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -195 | NC      | $-18525.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                    | OPTION                                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         -41 | NC      | $-1968.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | GB        |     -186895 | PA      | $-28384.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -38416 | PA      | $-12438.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -2409 | PA      | $-15128.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -2754 | PA      | $23339.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |        -818 | PA      | $26388.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | GB        |      -48751 | PA      | $-8093.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |     -125922 | PA      | $-16438.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -10654 | PA      | $1065.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -20020 | PA      | $39292.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -10658 | PA      | $21742.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -11054 | PA      | $8401.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -16883 | PA      | $5027.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -5860 | PA      | $24787.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -3934 | PA      | $1455.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -1837 | PA      | $6421.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -17061 | PA      | $-42993.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | MX        |      -92044 | PA      | $2213.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -2386 | PA      | $8717.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | CA        |      -23442 | PA      | $28742.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -1817 | PA      | $9989.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |        -694 | PA      | $2220.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -6178 | PA      | $-3212.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -32075 | PA      | $-416.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -2585 | PA      | $8519.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -1718 | PA      | $40132.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -6814 | PA      | $15195.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -11045 | PA      | $-5156.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -2149 | PA      | $6124.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |        -606 | PA      | $13957.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | DE        |       -7992 | PA      | $-8484.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -91896 | PA      | $-9189.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -16914 | PA      | $66372.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -2787 | PA      | $15718.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -6364 | PA      | $19219.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | FR        |       -6749 | PA      | $42109.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | PL        |      -10059 | PA      | $-2633.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | FR        |       -4524 | PA      | $-1479.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | JP        |       -6100 | PA      | $-362.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -9788 | PA      | $-96509.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -10872 | PA      | $-1413.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | JP        |      -18800 | PA      | $-28754.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | JP        |       -4100 | PA      | $-5366.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -48862 | PA      | $10848.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | JP        |       -1200 | PA      | $-10496.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | JP        |      -41900 | PA      | $-23107.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | TW        |     -308000 | PA      | $10529.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | TW        |     -264000 | PA      | $3415.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | KR        |       -1803 | PA      | $5753.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | JP        |      -13400 | PA      | $2548.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | JP        |       -8400 | PA      | $10611.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | JP        |       -7100 | PA      | $37376.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -6747 | PA      | $19505.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | JP        |      -29581 | PA      | $-4109.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | JP        |      -16200 | PA      | $3681.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | JP        |      -12500 | PA      | $-15266.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | JP        |      -35500 | PA      | $96.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | HK        |     -364511 | PA      | $13060.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | CN        |      -94000 | PA      | $-6820.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | HK        |     -796000 | PA      | $-802.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -27938 | PA      | $-23747.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | JP        |      -25100 | PA      | $32501.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | JP        |      -16800 | PA      | $2514.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | JP        |       -9200 | PA      | $-786.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | JP        |      -39600 | PA      | $17422.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | JP        |      -13900 | PA      | $19431.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | JP        |       -9300 | PA      | $2744.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -3357 | PA      | $1074.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | JP        |      -34400 | PA      | $-8962.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | CH        |       -1540 | PA      | $-231.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -3942 | PA      | $4020.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | CH        |       -7302 | PA      | $1874.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | CH        |        -438 | PA      | $1124.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -2598 | PA      | $8131.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -4194 | PA      | $46008.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -7002 | PA      | $-18857.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -3496 | PA      | $5383.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -23918 | PA      | $1435.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -27885 | PA      | $50193.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -2940 | PA      | $33868.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -3074 | PA      | $22778.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -1620 | PA      | $5929.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |        -417 | PA      | $3089.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | BR        |      -45201 | PA      | $-2008.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | JP        |      -83900 | PA      | $-35442.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | HK        |     -249035 | PA      | $5472.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | FI        |      -14629 | PA      | $-10466.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | SG        |      -47800 | PA      | $-3363.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | TW        |    -1366000 | PA      | $-193778.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | FR        |      -19810 | PA      | $-6192.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | CN        |     -468000 | PA      | $-8580.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | CN        |      -90000 | PA      | $-19206.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | JP        |      -26700 | PA      | $2723.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | CN        |     -601000 | PA      | $-3766.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | CN        |     -335000 | PA      | $2602.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | CA        |      -15153 | PA      | $-11287.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | TW        |       -1025 | PA      | $93.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | GB        |      -33375 | PA      | $-6581.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | JP        |       -8900 | PA      | $-6063.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | DK        |      -11582 | PA      | $-11380.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -81610 | PA      | $157080.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | CH        |      -48273 | PA      | $-49417.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | CN        |    -1235000 | PA      | $-10651.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | GB        |       -2409 | PA      | $9154.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | JP        |      -19800 | PA      | $-39932.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | JP        |      -33098 | PA      | $-41945.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | NL        |       -1345 | PA      | $-3162.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | CN        |     -131700 | PA      | $-1937.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | GB        |       -4962 | PA      | $5371.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -1800 | PA      | $13296.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | GB        |      -22256 | PA      | $-191.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | GB        |     -510971 | PA      | $-7563.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | NL        |       -7687 | PA      | $128.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | IT        |      -72801 | PA      | $3217.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | CN        |     -118100 | PA      | $14864.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | CN        |      -19800 | PA      | $10017.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | DE        |       -6300 | PA      | $1054.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | SE        |     -174201 | PA      | $-11922.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | NL        |       -4926 | PA      | $-4195.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | KR        |       -1359 | PA      | $10272.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | HK        |      -43000 | PA      | $262.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | SG        |     -206300 | PA      | $-5727.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | SE        |       -3467 | PA      | $-363.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | CN        |     -120600 | PA      | $-26006.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | JP        |      -17500 | PA      | $-16176.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | CN        |     -288600 | PA      | $5047.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | CA        |      -31909 | PA      | $67811.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -21200 | PA      | $20596.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | ES        |      -10403 | PA      | $-9383.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -7649 | PA      | $1606.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | BR        |      -74161 | PA      | $-30643.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | ES        |      -40719 | PA      | $14773.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | DE        |      -23498 | PA      | $1320.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -92 | NC      | $-1840.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |      -30826 | PA      | $-6165.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | AU        |     -161279 | PA      | $-3225.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | IE        |      -53623 | PA      | $-31101.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                            | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -7869 | PA      | $5586.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         960 | NC      | $244800.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -960 | NC      | $-26880.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -463 | NC      | $-41207.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         143 | NC      | $40469.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -555 | NC      | $-12765.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -143 | NC      | $-22737.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                    | OPTION                                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |          94 | NC      | $42958.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                    | OPTION                                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         -94 | NC      | $-188.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                            | FUTURE - PHYSICALLY DELIVERED                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          63 | NC      | $-10256.26    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | FUTURE - CASH SETTLED                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         265 | NC      | $116755.49    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         134 | NC      | $4422.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -161 | NC      | $-31395.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -134 | NC      | $-804.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         770 | NC      | $50050.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -770 | NC      | $-38500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                    | FUTURE - PHYSICALLY DELIVERED                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -50 | NC      | $-18080.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                 | FUTURE - PHYSICALLY DELIVERED                                             | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DIR              | CORP              | GB        |          92 | NC      | $56152.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |        1068 | NC      | $1254900.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |         640 | NC      | $278400.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |        -317 | NC      | $-275156.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |        1270 | NC      | $2209800.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |       -2539 | NC      | $-1447230.00  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |        -745 | NC      | $-37995.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |         319 | NC      | $280720.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |        -428 | NC      | $-137816.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |        -319 | NC      | $-193952.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -45 | NC      | $-6435.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         398 | NC      | $19104.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         319 | NC      | $216920.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -430 | NC      | $-86430.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -102 | NC      | $-58140.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -319 | NC      | $-201927.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          18 | NC      | $50760.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          25 | NC      | $115062.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -25 | NC      | $-13675.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -24 | NC      | $-2808.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |        -812 | NC      | $-6496.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |        -541 | NC      | $-1623.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |        -541 | NC      | $-5410.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         145 | NC      | $1015.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                            | FUTURE - PHYSICALLY DELIVERED                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          90 | NC      | $-36389.28    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          -7 | NC      | $-11060.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         439 | NC      | $94385.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -439 | NC      | $-1756.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -75 | NC      | $-975.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          75 | NC      | $20587.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA SECURITIES EXCHANGE                                                 | FUTURE - PHYSICALLY DELIVERED                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | JP        |          20 | NC      | $-149408.34   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NSE IFSC LIMITED                                                          | FUTURE - CASH SETTLED                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IN        |         130 | NC      | $2720.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |       28632 | PA      | $5153.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | GB        |        3949 | PA      | $1744.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |        5503 | PA      | $431.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |        2308 | PA      | $-6941.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |        5166 | PA      | $3512.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | DE        |          76 | PA      | $-1043.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |       91333 | PA      | $-26486.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |        1791 | PA      | $-543.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |        5333 | PA      | $-6239.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | CN        |       13900 | PA      | $7585.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | AE        |      148124 | PA      | $17249.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | CN        |       15800 | PA      | $-6195.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | ES        |       29700 | PA      | $25457.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | GB        |        1317 | PA      | $779.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | CN        |       39200 | PA      | $-16686.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | HK        |       13400 | PA      | $-18524.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | CN        |       13100 | PA      | $-7304.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | SA        |        5225 | PA      | $1860.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | CN        |       15500 | PA      | $-9189.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | CN        |        5000 | PA      | $-3696.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | CN        |        7300 | PA      | $-953.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | CN        |       28000 | PA      | $6398.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | SA        |        9913 | PA      | $-4722.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | CN        |       18400 | PA      | $2632.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | CN        |        3300 | PA      | $-2928.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | CH        |         455 | PA      | $3108.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | CN        |       12100 | PA      | $-1537.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | AE        |      360863 | PA      | $-2355.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | ES        |       14252 | PA      | $26102.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | SA        |       14191 | PA      | $-12545.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | NL        |         943 | PA      | $59130.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         159 | NC      | $159000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -159 | NC      | $-24486.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -159 | NC      | $-17649.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |        -813 | PA      | $73.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |       -5610 | PA      | $5666.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |       -2206 | PA      | $4323.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | MX        |     -145742 | PA      | $-950.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |       -1339 | PA      | $18546.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | CA        |       -3584 | PA      | $-7468.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |       -3485 | PA      | $12999.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              | CORP              | US        |      -32765 | PA      | $14416.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | CH        |        -672 | PA      | $-76763.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | SE        |      -14444 | PA      | $-23805.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | MY        |      -75840 | PA      | $5833.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | SG        |      -46900 | PA      | $-15553.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | TW        |       -3000 | PA      | $151.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | KR        |       -2324 | PA      | $48791.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | JP        |     -158000 | PA      | $-4584.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | HK        |       -1866 | PA      | $240.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | AU        |     -112201 | PA      | $-54483.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | JP        |      -34000 | PA      | $-15986.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | ZA        |      -94604 | PA      | $-28131.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | JP        |      -45400 | PA      | $10469.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | AU        |     -113293 | PA      | $31160.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | CH        |        -667 | PA      | $-6340.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              | CORP              | US        |      -30290 | PA      | $2120.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | BR        |       -2390 | PA      | $215.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | HK        |      -39746 | PA      | $3750.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | SG        |      -36700 | PA      | $-4585.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | BR        |     -172532 | PA      | $-1212.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | GB        |      -14838 | PA      | $13218.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | AU        |      -23194 | PA      | $-44281.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | AU        |     -429978 | PA      | $-45924.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | JP        |         -34 | PA      | $-42.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | GB        |      -56619 | PA      | $-4479.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | HK        |      -18000 | PA      | $3079.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | SG        |     -153800 | PA      | $-7524.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | SE        |       -5307 | PA      | $-1179.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | AU        |      -13079 | PA      | $-2852.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | CN        |      -24600 | PA      | $-405.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                      | CONTRACT FOR DIFFERENCE                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | FR        |       -1635 | PA      | $-1337.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREA EXCHANGE                                                            | FUTURE - CASH SETTLED                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | KR        |         135 | NC      | $575537.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         714 | NC      | $7097.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -714 | NC      | $-456.96      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -396 | NC      | $-8264.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          29 | NC      | $2465.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          47 | NC      | $2350.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          65 | NC      | $5525.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -14 | NC      | $-254030.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -29 | NC      | $-2030.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          -9 | NC      | $-7380.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          -8 | NC      | $-116.16      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -69 | NC      | $-276.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          84 | NC      | $261030.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -84 | NC      | $-67830.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -84 | NC      | $-25200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                    | OPTION                                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         132 | NC      | $118140.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                    | OPTION                                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        -132 | NC      | $-16632.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                    | OPTION                                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        -132 | NC      | $-61380.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -28 | NC      | $-365120.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         141 | NC      | $15.51        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA SECURITIES EXCHANGE                                                 | FUTURE - CASH SETTLED                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |         142 | NC      | $-262631.34   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | FUTURE - CASH SETTLED                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        -289 | NC      | $-676714.60   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -320 | NC      | $-16960.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         280 | NC      | $278600.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         397 | NC      | $84958.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -128 | NC      | $-138240.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -399 | NC      | $-95760.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -397 | NC      | $-6352.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                            | FUTURE - PHYSICALLY DELIVERED                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         110 | NC      | $-64075.04    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                            | FUTURE - PHYSICALLY DELIVERED                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         585 | NC      | $-357209.22   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          -2 | NC      | $-46.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         132 | NC      | $660.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -132 | NC      | $-264.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS                                                             | FUTURE - CASH SETTLED                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | CA        |           6 | NC      | $10409.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         701 | NC      | $424806.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -701 | NC      | $-11917.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                    | OPTION                                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |          75 | NC      | $83175.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                    | OPTION                                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         -75 | NC      | $-13500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | FUTURE - CASH SETTLED                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         129 | NC      | $-362062.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                            | FUTURE - PHYSICALLY DELIVERED                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         240 | NC      | $-267842.36   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                    | OPTION                                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         279 | NC      | $33.48        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                    | OPTION                                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         106 | NC      | $69.96        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                    | OPTION                                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         237 | NC      | $3555.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | FUTURE - CASH SETTLED                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |           9 | NC      | $1225.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                               | FUTURE - CASH SETTLED                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |          58 | NC      | $17507.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                               | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         335 | NC      | $0.03         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                               | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         617 | NC      | $0.06         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                               | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -874 | NC      | $-874.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                               | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         874 | NC      | $4370.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                               | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        1748 | NC      | $146832.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                               | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -1748 | NC      | $-13984.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                               | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -716 | NC      | $-0.07        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                               | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         573 | NC      | $0.06         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -16 | NC      | $-8720.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          -9 | NC      | $-2376.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         108 | NC      | $356670.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -108 | NC      | $-79056.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         102 | NC      | $215730.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -102 | NC      | $-64668.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |           6 | NC      | $5070.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          -6 | NC      | $-1830.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -108 | NC      | $-38880.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -102 | NC      | $-45900.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          -6 | NC      | $-594.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                    | OPTION                                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         -16 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                    | FUTURE - PHYSICALLY DELIVERED                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         260 | NC      | $2748.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                    | FUTURE - PHYSICALLY DELIVERED                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -827 | NC      | $177849.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         102 | NC      | $66300.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -102 | NC      | $-13362.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                            | FUTURE - PHYSICALLY DELIVERED                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -14 | NC      | $28711.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                    | FUTURE - PHYSICALLY DELIVERED                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         165 | NC      | $-124270.81   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS                                                             | FUTURE - CASH SETTLED                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |           1 | NC      | $-1574.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS                                                             | FUTURE - CASH SETTLED                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |          -1 | NC      | $1197.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS                                                             | FUTURE - CASH SETTLED                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |           4 | NC      | $-3852.28     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                    | FUTURE - PHYSICALLY DELIVERED                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -2239 | NC      | $584166.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS                                                             | FUTURE - CASH SETTLED                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | DE        |          73 | NC      | $53819.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -15 | NC      | $-1800.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         159 | NC      | $47700.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -238 | NC      | $-48433.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                    | OPTION                                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         338 | NC      | $111540.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                    | OPTION                                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        -338 | NC      | $-18252.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                    | OPTION                                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        -338 | NC      | $-169000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         169 | NC      | $1014.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -169 | NC      | $-0.02        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                             | OPTION                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -169 | NC      | $-26533.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                    | OPTION                                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         254 | NC      | $14224.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                    | OPTION                                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        -318 | NC      | $-1272.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                    | FUTURE - PHYSICALLY DELIVERED                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         744 | NC      | $-1388719.14  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE                                            | FUTURE - CASH SETTLED                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |         153 | NC      | $-10763.49    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE                                            | FUTURE - CASH SETTLED                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |         405 | NC      | $-13117.65    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS                                                             | FUTURE - CASH SETTLED                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | GB        |           2 | NC      | $4678.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                 | EXCHANGE CLEARED CDS - SINGLE NAME                                        | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |     1885000 | PA      | $204240.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                 | EXCHANGE CLEARED CDS - SINGLE NAME                                        | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |     -211604 | PA      | $13377.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                 | EXCHANGE CLEARED CDS - SINGLE NAME                                        | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |      -21869 | PA      | $4883.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                 | EXCHANGE CLEARED CDS - INDEX                                              | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |    -2318229 | PA      | $30905.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                 | EXCHANGE CLEARED CDS - INDEX                                              | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |    -3188600 | PA      | $182142.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                 | EXCHANGE CLEARED CDS - INDEX                                              | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |    -6115923 | PA      | $230281.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                 | EXCHANGE CLEARED CDS - INDEX                                              | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |      935550 | PA      | $-63800.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                 | EXCHANGE CLEARED CDS - INDEX                                              | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |   -15227685 | PA      | $246979.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                 | EXCHANGE CLEARED CDS - INDEX                                              | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |     4191591 | PA      | $-1778.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                 | EXCHANGE CLEARED CDS - INDEX                                              | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |    -1595625 | PA      | $32424.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                 | EXCHANGE CLEARED CDS - INDEX                                              | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |     7865000 | PA      | $-73795.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                 | EXCHANGE CLEARED CDS - INDEX                                              | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |     8663630 | PA      | $1610.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                 | EXCHANGE CLEARED CDS - INDEX                                              | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |     2334000 | PA      | $-20775.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                               | OPTION                                                                    | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | XX        |         642 | NC      | $247898.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                               | OPTION                                                                    | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | XX        |        -186 | NC      | $-66674.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc.                                                   | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      300000 | PA      | $313125.24    | 0.01%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Civitas Resources, Inc.                                                   | Civitas Resources, Inc.                                                   | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      367000 | PA      | $383570.05    | 0.01%             | 2030-11-01      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Les Vetements de Sport Gildan Inc.                                        | Les Vetements de Sport Gildan Inc.                                        | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |       23805 | NS      | $1487910.06   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Alliant Holdings Intermediate, LLC                                        | Alliant Holdings Intermediate, LLC                                        | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       98000 | PA      | $100990.96    | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2021-INV5                                      | J.P. Morgan Mortgage Trust 2021-INV5                                      | CUSIP: 46653XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2278059 | PA      | $1906806.08   | 0.07%             | 2043-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| HD Korea Shipbuilding & Offshore Engineering Co., Ltd.                    | HD Korea Shipbuilding & Offshore Engineering Co., Ltd.                    | CUSIP: N/A<br>LEI: 988400DPTJ9KH5R6W540       | Long             | EC               | CORP              | KR        |        1817 | NS      | $511899.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance Public Limited Company                     | Ardagh Metal Packaging Finance Public Limited Company                     | CUSIP: 03969YAB4<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | CORP              | US        |      300000 | PA      | $281556.00    | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                  | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200375.00    | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corporation                                                        | NVIDIA Corporation                                                        | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      385618 | NS      | $71917757.00  | 2.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc.                                                        | Omnicom Group Inc.                                                        | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       17428 | NS      | $1407311.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corporation                                                       | Centene Corporation                                                       | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        9046 | NS      | $372242.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Transportation And Infrastructure Investors LLC                  | Fortress Transportation And Infrastructure Investors LLC                  | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      200000 | PA      | $212044.00    | 0.01%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                      | Urzad Rady Ministrow                                                      | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | US        |       58000 | PA      | $55232.94     | 0.00%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Unique Pub Finance Company PLC                                        | The Unique Pub Finance Company PLC                                        | CUSIP: N/A<br>LEI: 213800FOMWLKHQTI5562       | Long             | DBT              | CORP              | GB        |      447787 | PA      | $631926.68    | 0.02%             | 2032-03-30      | Fixed         | 6.46%                 | Yes           |                  2 | On Loan: No      |
| Bouygues                                                                  | Bouygues                                                                  | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |       12263 | NS      | $638728.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc.                                           | CUSIP: 538034BD0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      145000 | PA      | $142090.43    | 0.01%             | 2031-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Service Corporation International                                         | Service Corporation International                                         | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93496.00     | 0.00%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TKC Holdings, Inc.                                                        | TKC Holdings, Inc.                                                        | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $95689.70     | 0.00%             | 2028-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                               | McGraw-Hill Education, Inc.                                               | CUSIP: 58064LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       67000 | PA      | $70613.98     | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| KT&G Corporation                                                          | KT&G Corporation                                                          | CUSIP: N/A<br>LEI: 988400ZJV6ISYBLQX875       | Long             | EC               | CORP              | KR        |        6910 | NS      | $680073.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                                            | Trivium Packaging Finance B.V.                                            | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | US        |      300000 | PA      | $325500.00    | 0.01%             | 2031-01-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: —       |
| National Bank of Greece S.A.                                              | National Bank of Greece S.A.                                              | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |       10328 | NS      | $157371.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                                               | BNP Paribas                                                               | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |      214000 | PA      | $212083.07    | 0.01%             | 2500-12-31      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| CommScope, LLC.                                                           | CommScope, LLC.                                                           | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      130000 | PA      | $131300.00    | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Suzuki Motor Corporation                                                  | Suzuki Motor Corporation                                                  | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |       83900 | NS      | $1254677.25   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTO Ltd.                                                                 | TOTO Ltd.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       12600 | NS      | $348437.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Sureste, S.A.B. de C.V.                           | Grupo Aeroportuario del Sureste, S.A.B. de C.V.                           | CUSIP: N/A<br>LEI: 5299001W7JIDXCUOUC82       | Long             | EC               | CORP              | MX        |        8624 | NS      | $278346.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equipmentshare.Com Inc                                                    | Equipmentshare.Com Inc                                                    | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      135000 | PA      | $140001.75    | 0.01%             | 2028-05-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Corporation                                                  | Toyota Motor Corporation                                                  | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |      109600 | NS      | $2352987.70   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust 2024-2                                 | Regional Management Issuance Trust 2024-2                                 | CUSIP: 75908BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1489000 | PA      | $1490202.96   | 0.06%             | 2037-11-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd                                       | FMG Resources (August 2006) Pty Ltd                                       | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102782.00    | 0.00%             | 2030-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GreenSky Home Improvement Trust 2024-1                                    | GreenSky Home Improvement Trust 2024-1                                    | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      132325 | PA      | $135425.59    | 0.01%             | 2059-06-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Yanbu National Petrochemical Company                                      | Yanbu National Petrochemical Company                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |       16982 | NS      | $124300.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTA Sports Products Limited                                              | ANTA Sports Products Limited                                              | CUSIP: N/A<br>LEI: 529900291XG0CTK4LF95       | Long             | EC               | CORP              | KY        |       87000 | NS      | $899153.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Herbalife International, Inc.                                             | Herbalife International, Inc.                                             | CUSIP: 40390DAD7<br>LEI: ST81INWBFR1E54KGC135 | Long             | DBT              | CORP              | US        |      100000 | PA      | $108008.00    | 0.00%             | 2029-04-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                                                      | HCA Healthcare, Inc.                                                      | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |         276 | NS      | $128853.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Urzad Rady Ministrow                                                      | Urzad Rady Ministrow                                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     4862000 | PA      | $1420462.42   | 0.05%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wynn Macau, Limited                                                       | Wynn Macau, Limited                                                       | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | EC               | CORP              | KY        |      804504 | NS      | $613777.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Broad USD High Yield Corporate Bond ETF                           | iShares Broad USD High Yield Corporate Bond ETF                           | CUSIP: 46435U853<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |       81483 | NS      | $3047056.79   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| MSCI Inc.                                                                 | MSCI Inc.                                                                 | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        3048 | NS      | $1748729.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc.                                                       | Cenovus Energy Inc.                                                       | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |       52545 | NS      | $888925.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BizLink Holding Inc.                                                      | BizLink Holding Inc.                                                      | CUSIP: N/A<br>LEI: 213800YAKRFVU5XOX138       | Long             | EC               | CORP              | KY        |       12000 | NS      | $580719.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                | Warnermedia Holdings, Inc.                                                | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     1452000 | PA      | $1437480.00   | 0.06%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                 | Matador Resources Company                                                 | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      188000 | PA      | $187753.72    | 0.01%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Vivion Investments S.a r.l.                                               | Vivion Investments S.a r.l.                                               | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |      121412 | PA      | $142503.60    | 0.01%             | 2028-08-31      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      994000 | PA      | $1181383.92   | 0.05%             | 2032-07-08      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Henley CLO XI Designated Activity Company                                 | Henley CLO XI Designated Activity Company                                 | CUSIP: N/A<br>LEI: 6354004ZEQIYPXESRG76       | Long             | ABS-CBDO         | CORP              | IE        |      490000 | PA      | $569712.91    | 0.02%             | 2039-04-25      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| MISUMI Group Inc.                                                         | MISUMI Group Inc.                                                         | CUSIP: N/A<br>LEI: 353800SJWGE5BEK2V032       | Long             | EC               | CORP              | JP        |       28600 | NS      | $447216.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Oil and Gas Incorporated                                         | Northern Oil and Gas Incorporated                                         | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      323000 | PA      | $313484.42    | 0.01%             | 2033-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Clariane                                                                  | Clariane                                                                  | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |      546600 | PA      | $367432.39    | 0.01%             | 2027-03-06      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Bayer Aktiengesellschaft                                                  | Bayer Aktiengesellschaft                                                  | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      600000 | PA      | $721866.59    | 0.03%             | 2082-03-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Otis Worldwide Corporation                                                | Otis Worldwide Corporation                                                | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       42298 | NS      | $3694730.30   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sasol Financing USA LLC                                                   | Sasol Financing USA LLC                                                   | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      200000 | PA      | $196300.00    | 0.01%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 7 LTD                                                    | Silver Point CLO 7 LTD                                                    | CUSIP: 82808UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $250561.25    | 0.01%             | 2038-01-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete, LLC                                            | Smyrna Ready Mix Concrete, LLC                                            | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      100000 | PA      | $106908.75    | 0.00%             | 2031-11-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Preem Holding AB (publ)                                                   | Preem Holding AB (publ)                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | SE        |      230400 | PA      | $279904.43    | 0.01%             | 2027-06-30      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Thailand, Kingdom of                                                      | Thailand, Kingdom of                                                      | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    80127000 | PA      | $2665105.66   | 0.10%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares, Inc.                                            | Texas Capital Bancshares, Inc.                                            | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |     1202000 | PA      | $1186961.78   | 0.05%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc.                                                          | Uniti Group Inc.                                                          | CUSIP: 91327BAB6<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |      284000 | PA      | $282233.52    | 0.01%             | 2028-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Vistra Corp.                                                              | Vistra Corp.                                                              | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       29221 | NS      | $4714223.93   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Software Inc.                                               | Constellation Software Inc.                                               | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        1049 | NS      | $2523163.89   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Contego CLO V Designated Activity Company                                 | Contego CLO V Designated Activity Company                                 | CUSIP: N/A<br>LEI: 549300RF10WJ1D9VYK55       | Long             | ABS-CBDO         | CORP              | IE        |      340000 | PA      | $392828.08    | 0.02%             | 2037-10-15      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| DSV A/S                                                                   | DSV A/S                                                                   | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |       24388 | NS      | $6183172.28   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                                               | Pandora A/S                                                               | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |        2728 | NS      | $302019.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno De La Republica Oriental Del Uruguay                             | Gobierno De La Republica Oriental Del Uruguay                             | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     5901145 | PA      | $168784.08    | 0.01%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Summer (BC) Holdco B S.a r.l.                                             | Summer (BC) Holdco B S.a r.l.                                             | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |      353000 | PA      | $381633.06    | 0.01%             | 2030-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                                     | Banco Bilbao Vizcaya Argentaria, S.A.                                     | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      200000 | PA      | $257956.40    | 0.01%             | 2500-12-31      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Hambridge Euro CLO 1 Designated Activity Company                          | Hambridge Euro CLO 1 Designated Activity Company                          | CUSIP: N/A<br>LEI: 635400P8G4JAUUUQGV26       | Long             | ABS-CBDO         | CORP              | IE        |      310000 | PA      | $366853.07    | 0.01%             | 2038-10-20      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Rockford Tower Europe CLO 2025-3 Designated Activity Company              | Rockford Tower Europe CLO 2025-3 Designated Activity Company              | CUSIP: N/A<br>LEI: 6354009EFUWKAOBABO62       | Long             | ABS-CBDO         | CORP              | IE        |      230000 | PA      | $269412.13    | 0.01%             | 2040-01-15      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Altice Financing S.A.                                                     | Altice Financing S.A.                                                     | CUSIP: L0178UAL0<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |     1000000 | PA      | $851655.68    | 0.03%             | 2027-10-31      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Company PLC                                            | Bellis Acquisition Company PLC                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     1654231 | PA      | $1756587.29   | 0.07%             | 2031-05-10      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Tackle S.a r.l.                                                           | Tackle S.a r.l.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1839139 | PA      | $2163647.57   | 0.08%             | 2028-05-22      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                               | Beach Acquisition Bidco LLC                                               | CUSIP: 07337FAD7<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |     1821429 | PA      | $2156597.42   | 0.08%             | 2032-06-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing (UK) plc                                   | Allwyn Entertainment Financing (UK) plc                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1000000 | PA      | $1172261.99   | 0.04%             | 2049-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Clean Renewable Power (Mauritius) Pte. Ltd                                | Clean Renewable Power (Mauritius) Pte. Ltd                                | CUSIP: N/A<br>LEI: 2138003P9CSDW7P4MT75       | Long             | DBT              | CORP              | US        |      231000 | PA      | $225513.75    | 0.01%             | 2027-03-25      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Airbnb, Inc.                                                              | Airbnb, Inc.                                                              | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       18084 | NS      | $2454360.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Limited                                             | Alibaba Group Holding Limited                                             | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | US        |      697000 | PA      | $1082357.36   | 0.04%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                             | Alphabet Inc.                                                             | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      193222 | NS      | $60633063.60  | 2.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                                                            | Autodesk, Inc.                                                            | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       15785 | NS      | $4672517.85   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust 2020-A                      | Bankers Healthcare Group Securitization Trust 2020-A                      | CUSIP: 06616PAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       97238 | PA      | $97229.57     | 0.00%             | 2031-09-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Fox Corporation                                                           | Fox Corporation                                                           | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       16643 | NS      | $1216104.01   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GGAM Finance Ltd.                                                         | GGAM Finance Ltd.                                                         | CUSIP: 36170JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      151000 | PA      | $156488.85    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| Gray Media, Inc.                                                          | Gray Media, Inc.                                                          | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207544.00    | 0.01%             | 2032-07-15      | Fixed         | 9.63%                 | Yes           |                  2 | On Loan: —       |
| Honeywell International Inc.                                              | Honeywell International Inc.                                              | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       20835 | NS      | $4064700.15   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-MHC           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-MHC           | CUSIP: 466330AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1108000 | PA      | $1107998.89   | 0.04%             | 2026-04-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Hermes International                                                      | Hermes International                                                      | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |        2673 | NS      | $6654540.28   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP                                             | Lyra Music Assets Delaware LP                                             | CUSIP: 552339AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1082058 | PA      | $1094536.79   | 0.04%             | 2029-12-20      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| McKesson Corporation                                                      | McKesson Corporation                                                      | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       12336 | NS      | $10119097.44  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc.                                                            | Snowflake Inc.                                                            | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        3594 | NS      | $788379.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                                                    | Southwest Airlines Co.                                                    | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       17885 | NS      | $739187.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Airlines, LLC                                                      | Spirit Airlines, LLC                                                      | CUSIP: 84858XAA2<br>LEI: 549300DCAFIXFNFR3304 | Long             | ABS-CBDO         | CORP              | US        |      713761 | PA      | $616928.00    | 0.02%             | 2030-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TransDigm Group Incorporated                                              | TransDigm Group Incorporated                                              | CUSIP: 893641100<br>LEI: 549300EQD0ZXRSMG3549 | Long             | EC               | CORP              | US        |        6175 | NS      | $8211823.75   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2021-C59                            | Wells Fargo Commercial Mortgage Trust 2021-C59                            | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2797116 | PA      | $156323.80    | 0.01%             | 2054-04-17      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| ITC Limited                                                               | ITC Limited                                                               | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |       95214 | NS      | $426589.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                                                         | ASML Holding N.V.                                                         | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       13126 | NS      | $14210829.19  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Aeronautics Limited                                             | Hindustan Aeronautics Limited                                             | CUSIP: N/A<br>LEI: 335800AKDC7T933T3I86       | Long             | EC               | CORP              | IN        |        6587 | NS      | $321327.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                     | Schneider Electric SE                                                     | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |      800000 | PA      | $952513.69    | 0.04%             | 2033-09-23      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Accell Group N.V.                                                         | Accell Group N.V.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1000000 | PA      | $787383.99    | 0.03%             | 2031-06-30      | Floating      | 2.05%                 | No            |                  3 | On Loan: No      |
| Jubilee CLO 2024-XXIX Designated Activity Company                         | Jubilee CLO 2024-XXIX Designated Activity Company                         | CUSIP: N/A<br>LEI: 635400VFSWKTVSOVPY94       | Long             | ABS-CBDO         | CORP              | IE        |      540000 | PA      | $629706.28    | 0.02%             | 2039-01-15      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| GoTo Group Inc                                                            | GoTo Group Inc                                                            | CUSIP: 38349FAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       30092 | PA      | $26631.44     | 0.00%             | 2028-04-28      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                                            | GoTo Group Inc                                                            | CUSIP: 38349FAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       19278 | PA      | $17060.87     | 0.00%             | 2028-04-28      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                                            | GoTo Group Inc                                                            | CUSIP: 38349FAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      120085 | PA      | $46318.14     | 0.00%             | 2028-04-30      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| Arista Networks, Inc.                                                     | Arista Networks, Inc.                                                     | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        8407 | NS      | $1101569.21   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascent Resources - Utica, LLC                                             | Ascent Resources - Utica, LLC                                             | CUSIP: 04364VAX1<br>LEI: 549300XIJBVTOE7Q8Q14 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103346.00    | 0.00%             | 2032-10-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2025-ASHF                      | BAMLL Commercial Mortgage Securities Trust 2025-ASHF                      | CUSIP: 05494CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1232000 | PA      | $1236411.42   | 0.05%             | 2027-02-16      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO XXX Ltd                                                  | Bluemountain CLO XXX Ltd                                                  | CUSIP: 09629PAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      251740 | PA      | $252111.82    | 0.01%             | 2031-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corporation                                              | Costco Wholesale Corporation                                              | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       19607 | NS      | $16907900.38  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corporation                                             | Credit Acceptance Corporation                                             | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $100258.00    | 0.00%             | 2030-03-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation                                    | CUSIP: 3137F72R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     7574505 | PA      | $299620.14    | 0.01%             | 2030-10-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                         | Intel Corporation                                                         | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       67163 | NS      | $2478314.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corporation                                                        | Kohl's Corporation                                                        | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |      200000 | PA      | $175336.00    | 0.01%             | 2031-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Magnera Corporation                                                       | Magnera Corporation                                                       | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      150000 | PA      | $147187.50    | 0.01%             | 2031-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Sanofi                                                                    | Sanofi                                                                    | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       78617 | NS      | $7629726.64   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropolitan Bank & Trust Company                                         | Metropolitan Bank & Trust Company                                         | CUSIP: N/A<br>LEI: 549300SQYI82RVWFN715       | Long             | EC               | CORP              | PH        |       71950 | NS      | $83793.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                           | Principal Financial Group, Inc.                                           | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       24532 | NS      | $2163967.72   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Switch Finance B.V.                                                | Global Switch Finance B.V.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |      242000 | PA      | $266401.67    | 0.01%             | 2030-10-07      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Luna 1.5 S.a r.l.                                                         | Luna 1.5 S.a r.l.                                                         | CUSIP: N/A<br>LEI: 64884UZ60Y77J5XK5C41       | Long             | DBT              | CORP              | LU        |      234000 | PA      | $285795.92    | 0.01%             | 2032-07-01      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Lottomatica S.p.A.                                                        | Lottomatica S.p.A.                                                        | CUSIP: N/A<br>LEI: 81560046335277E43118       | Long             | DBT              | CORP              | IT        |      207000 | PA      | $244387.86    | 0.01%             | 2031-06-01      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France                                                     | Electricite de France                                                     | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $244441.60    | 0.01%             | 2500-12-31      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                          | TUI Cruises GmbH                                                          | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |      160000 | PA      | $192559.81    | 0.01%             | 2030-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      498000 | PA      | $598283.10    | 0.02%             | 2029-01-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| TAG Immobilien AG                                                         | TAG Immobilien AG                                                         | CUSIP: N/A<br>LEI: 529900TAE68USJNXLR59       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $238377.57    | 0.01%             | 2031-03-11      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Topco S.a r.l.                                                | Froneri Lux Topco S.a r.l.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |      302000 | PA      | $357714.19    | 0.01%             | 2032-08-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Signal Harmonic CLO I Designated Activity Company                         | Signal Harmonic CLO I Designated Activity Company                         | CUSIP: N/A<br>LEI: 635400CPGNMPPUYRUY64       | Long             | ABS-CBDO         | CORP              | IE        |      180000 | PA      | $212307.05    | 0.01%             | 2038-07-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Sona Fios CLO V Designated Activity Company                               | Sona Fios CLO V Designated Activity Company                               | CUSIP: N/A<br>LEI: 635400XTLUEP5OTL4N08       | Long             | ABS-CBDO         | CORP              | IE        |      260000 | PA      | $306244.38    | 0.01%             | 2038-08-25      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Applegreen Ireland Investments Finance Ltd.                               | Applegreen Ireland Investments Finance Ltd.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |      422081 | PA      | $498881.79    | 0.02%             | 2032-01-24      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| United Petfood                                                            | United Petfood                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |      711840 | PA      | $842234.81    | 0.03%             | 2032-02-26      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Adobe Inc.                                                                | Adobe Inc.                                                                | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       12103 | NS      | $4235928.97   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust 2020-MF1                      | Arbor Multifamily Mortgage Securities Trust 2020-MF1                      | CUSIP: 03881BAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      257012 | PA      | $211908.76    | 0.01%             | 2030-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Limited                                     | Aston Martin Capital Holdings Limited                                     | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | US        |      654000 | PA      | $602850.66    | 0.02%             | 2029-03-31      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                              | Bristol-Myers Squibb Company                                              | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       29687 | NS      | $1601316.78   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-GPA3                                    | BX Commercial Mortgage Trust 2024-GPA3                                    | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1294689 | PA      | $1297510.42   | 0.05%             | 2026-12-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                   | Duke Energy Corporation                                                   | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        6737 | NS      | $789643.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                                           | EQT Corporation                                                           | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      111538 | NS      | $5978436.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                                      | Edison International                                                      | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103624.45    | 0.00%             | 2053-06-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| EMCOR Group, Inc.                                                         | EMCOR Group, Inc.                                                         | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |         439 | NS      | $268575.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Company                                                  | Allegiant Travel Company                                                  | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |      288000 | PA      | $291931.20    | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Ascendis Pharma A/S                                                       | Ascendis Pharma A/S                                                       | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |         968 | NS      | $206416.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                         | CUSIP: 18060TAC9<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102345.00    | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                     | Cleveland-Cliffs Inc.                                                     | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      200000 | PA      | $208000.00    | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| DK Trust 2025-LXP                                                         | DK Trust 2025-LXP                                                         | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      171000 | PA      | $171213.48    | 0.01%             | 2027-08-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing, LLC                                                    | DIRECTV Financing, LLC                                                    | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $306345.00    | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Discovery Communications, LLC                                             | Discovery Communications, LLC                                             | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $80005.00     | 0.00%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance S.a r.l.                                             | ION Platform Finance S.a r.l.                                             | CUSIP: 46206AAA0<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | US        |      635000 | PA      | $601726.00    | 0.02%             | 2028-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| RWE Aktiengesellschaft                                                    | RWE Aktiengesellschaft                                                    | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |       11454 | NS      | $607826.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                    | Presidencia de la Republica Dominicana                                    | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    30250000 | PA      | $516447.99    | 0.02%             | 2036-06-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Figma, Inc.                                                               | Figma, Inc.                                                               | CUSIP: 316841105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3741 | NS      | $139801.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Howmet Aerospace Inc.                                                     | Howmet Aerospace Inc.                                                     | CUSIP: 443201108<br>LEI: ABPN11VOHLHX6QR7XQ48 | Long             | EC               | CORP              | US        |       16063 | NS      | $3293236.26   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KeHE Distributors, LLC                                                    | KeHE Distributors, LLC                                                    | CUSIP: 487526AC9<br>LEI: 549300WQCH7SRQ8JKE47 | Long             | DBT              | CORP              | US        |      269000 | PA      | $282102.99    | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Santen Pharmaceutical Co., Ltd.                                           | Santen Pharmaceutical Co., Ltd.                                           | CUSIP: N/A<br>LEI: 529900TPT3I7C17MIM03       | Long             | EC               | CORP              | JP        |       31317 | NS      | $324984.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corporation                                         | Pinnacle West Capital Corporation                                         | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |        7097 | NS      | $629503.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corporation, The                                           | Charles Schwab Corporation, The                                           | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |        1624 | NS      | $162253.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Operations Inc.                                                 | Six Flags Operations Inc.                                                 | CUSIP: 83001AAC6<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |       54000 | PA      | $53747.82     | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 17, Ltd.                                            | Anchorage Capital CLO 17, Ltd.                                            | CUSIP: 03332PAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $249620.00    | 0.01%             | 2038-02-16      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                          | Ball Corporation                                                          | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102768.75    | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                       | Solaris Energy Infrastructure, Inc.                                       | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |       20595 | NS      | $946752.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Univision Communications Inc.                                             | Univision Communications Inc.                                             | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      279000 | PA      | $290890.98    | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corporation                                | Cognizant Technology Solutions Corporation                                | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |        2834 | NS      | $235222.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Funding LuxCo S.a r.l.                                              | Eagle Funding LuxCo S.a r.l.                                              | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | US        |      479000 | PA      | $487719.76    | 0.02%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Is Bankasi Anonim Sirketi                                         | Turkiye Is Bankasi Anonim Sirketi                                         | CUSIP: N/A<br>LEI: 789000FIRX9MDN0KTM91       | Long             | EC               | CORP              | TR        |      869829 | NS      | $285964.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corporation                                                         | Inpex Corporation                                                         | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |       20900 | NS      | $416405.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Earthstone Energy Holdings, LLC                                           | Earthstone Energy Holdings, LLC                                           | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |      331000 | PA      | $335024.96    | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                  | HCA Inc.                                                                  | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      137000 | PA      | $135219.73    | 0.01%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                                    | EQT AB                                                                    | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Long             | EC               | CORP              | SE        |        5235 | NS      | $205300.48    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: —       |
| CaixaBank, S.A.                                                           | CaixaBank, S.A.                                                           | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      400000 | PA      | $486532.80    | 0.02%             | 2500-12-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Capgemini France                                                          | Capgemini France                                                          | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |        3392 | NS      | $567373.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit Inc.                                                               | Intuit Inc.                                                               | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       12935 | NS      | $8568402.70   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Finecobank Banca Fineco S.P.A.                                            | Finecobank Banca Fineco S.P.A.                                            | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |       26406 | NS      | $685063.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Wall Motor Company Limited                                          | Great Wall Motor Company Limited                                          | CUSIP: N/A<br>LEI: 254900CR8AHWTMFZHH60       | Long             | EC               | CORP              | CN        |      450131 | NS      | $1456720.64   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KraneShares CSI China Internet ETF                                        | KraneShares CSI China Internet ETF                                        | CUSIP: 500767306<br>LEI: 549300VLDRC0RUX0E553 | Long             | EC               | RF                | US        |       80835 | NS      | $2752431.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Warnermedia Holdings, Inc.                                                | Warnermedia Holdings, Inc.                                                | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      200000 | PA      | $175500.00    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| RCI Banque                                                                | RCI Banque                                                                | CUSIP: N/A<br>LEI: 8156009DFE7168C3B354       | Long             | DBT              | CORP              | FR        |      600000 | PA      | $742138.79    | 0.03%             | 2034-10-09      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Cirsa Finance International S.a r.l.                                      | Cirsa Finance International S.a r.l.                                      | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |      111000 | PA      | $133708.38    | 0.01%             | 2031-10-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Elisa Oyj                                                                 | Elisa Oyj                                                                 | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |        6336 | NS      | $279967.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics N.V.                                                   | STMicroelectronics N.V.                                                   | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |       23844 | NS      | $625574.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Iliad Holding                                                             | Iliad Holding                                                             | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $591331.25    | 0.02%             | 2032-01-09      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Shift4 Payments, LLC                                                      | Shift4 Payments, LLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      359000 | PA      | $431596.20    | 0.02%             | 2033-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Minejesa Capital B.V.                                                     | Minejesa Capital B.V.                                                     | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198311.12    | 0.01%             | 2037-08-10      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| PT. Ciputra Development                                                   | PT. Ciputra Development                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ID        |     1692900 | NS      | $84306.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AC Energy And Infrastructure Corporation                                  | AC Energy And Infrastructure Corporation                                  | CUSIP: N/A<br>LEI: 549300ZYHD5YBZVSYZ84       | Long             | DBT              | CORP              | US        |      300000 | PA      | $198000.00    | 0.01%             | 2500-12-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AI Sirona Luxembourg Acquisition S.a r.l.                                 | AI Sirona Luxembourg Acquisition S.a r.l.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     1000000 | PA      | $1177750.17   | 0.05%             | 2028-09-30      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Company                                         | Perrigo Finance Unlimited Company                                         | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97513.00     | 0.00%             | 2032-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                 | Union Pacific Corporation                                                 | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       22459 | NS      | $5195215.88   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Maverick Gaming LLC                                                       | Maverick Gaming LLC                                                       | CUSIP: 57770JAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      521054 | PA      | $286579.63    | 0.01%             | 2028-06-03      | Floating      | 15.25%                | No            |                  2 | On Loan: No      |
| Market Bidco Ltd                                                          | Market Bidco Ltd                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |      429750 | PA      | $499991.77    | 0.02%             | 2030-11-04      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Quintis Limited                                                           | Quintis Limited                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     3770716 | NS      | $2.52         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kinross Gold Corporation                                                  | Kinross Gold Corporation                                                  | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |       72173 | NS      | $2032864.51   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SSAB AB                                                                   | SSAB AB                                                                   | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |        7609 | NS      | $57942.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Isetan Mitsukoshi Holdings Ltd.                                           | Isetan Mitsukoshi Holdings Ltd.                                           | CUSIP: N/A<br>LEI: 529900SY5RZO92EFG035       | Long             | EC               | CORP              | JP        |       21500 | NS      | $312605.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Deutsche Bank Aktiengesellschaft                                          | Deutsche Bank Aktiengesellschaft                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1163812.30   | 0.04%             | 2500-12-31      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Vivion Investments S.a r.l.                                               | Vivion Investments S.a r.l.                                               | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |      709000 | PA      | $800663.01    | 0.03%             | 2030-06-08      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Cirsa Finance International S.a r.l.                                      | Cirsa Finance International S.a r.l.                                      | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |      637000 | PA      | $781353.75    | 0.03%             | 2028-07-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Grand Round, Inc.                                                         | Grand Round, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      644263 | NS      | $515410.70    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Schaeffler AG                                                             | Schaeffler AG                                                             | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $123649.84    | 0.00%             | 2031-04-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Heathrow Finance PLC                                                      | Heathrow Finance PLC                                                      | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |      877000 | PA      | $1189730.19   | 0.05%             | 2031-03-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Fortune Star (BVI) Limited                                                | Fortune Star (BVI) Limited                                                | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | US        |      200000 | PA      | $197000.00    | 0.01%             | 2029-09-09      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| MHP Commercial Mortgage Trust 2021-STOR                                   | MHP Commercial Mortgage Trust 2021-STOR                                   | CUSIP: 55293BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      602000 | PA      | $600182.38    | 0.02%             | 2038-07-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Limited                                                 | Mineral Resources Limited                                                 | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | US        |      128000 | PA      | $134410.24    | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Holland Park CLO Designated Activity Company                              | Holland Park CLO Designated Activity Company                              | CUSIP: N/A<br>LEI: 549300DH041IB658HY57       | Long             | ABS-CBDO         | CORP              | DE        |       37727 | PA      | $44353.14     | 0.00%             | 2032-11-14      | Floating      | 2.97%                 | Yes           |                  2 | On Loan: No      |
| Realtek Semiconductor Corporation                                         | Realtek Semiconductor Corporation                                         | CUSIP: N/A<br>LEI: 5299002E7F36O00MYY75       | Long             | EC               | CORP              | TW        |       55642 | NS      | $865163.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc.                                                                | Canon Inc.                                                                | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |       40700 | NS      | $1207622.42   | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                          | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      168000 | PA      | $168322.56    | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Geely Automobile Holdings Limited                                         | Geely Automobile Holdings Limited                                         | CUSIP: N/A<br>LEI: 549300YS3T1KVQ2SNI84       | Long             | EC               | CORP              | KY        |      616000 | NS      | $1414890.59   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM Private Education Loan Trust 2010-C                                   | SLM Private Education Loan Trust 2010-C                                   | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-CBDO         | CORP              | US        |     1285036 | PA      | $1343711.74   | 0.05%             | 2041-10-15      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corporation                                       | Six Flags Entertainment Corporation                                       | CUSIP: 83001C108<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |       24050 | NS      | $368927.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TCW CLO 2023-1 Ltd                                                        | TCW CLO 2023-1 Ltd                                                        | CUSIP: 872373AS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2005182.00   | 0.08%             | 2038-03-31      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Ministerio De Hacienda Y Credito Publico                                  | Ministerio De Hacienda Y Credito Publico                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  6926800000 | PA      | $1680477.23   | 0.06%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Altice Financing S.A.                                                     | Altice Financing S.A.                                                     | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | DBT              | CORP              | LU        |      826000 | PA      | $661600.65    | 0.03%             | 2028-01-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Kronos International, Inc.                                                | Kronos International, Inc.                                                | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |      261000 | PA      | $283339.25    | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Bertrand Franchise Finance                                                | Bertrand Franchise Finance                                                | CUSIP: N/A<br>LEI: 969500HGPPEHSTNJFW57       | Long             | DBT              | CORP              | FR        |      264000 | PA      | $307445.01    | 0.01%             | 2030-07-18      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Aurium CLO XIII Designated Activity Company                               | Aurium CLO XIII Designated Activity Company                               | CUSIP: N/A<br>LEI: 635400NUJFLZMWBUGF89       | Long             | ABS-CBDO         | CORP              | IE        |      230000 | PA      | $268321.22    | 0.01%             | 2038-04-15      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Avianca MidCo 2 PLC                                                       | Avianca MidCo 2 PLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       65000 | PA      | $65514.15     | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Wynn Macau, Limited                                                       | Wynn Macau, Limited                                                       | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | DBT              | CORP              | US        |      300000 | PA      | $299406.00    | 0.01%             | 2028-08-26      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc.                                                        | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |       14525 | NS      | $138278.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Presidencia De La Nacion                                                  | Presidencia De La Nacion                                                  | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | US        |       67200 | PA      | $57120.00     | 0.00%             | 2030-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BAHA Trust 2024-MAR                                                       | BAHA Trust 2024-MAR                                                       | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      830000 | PA      | $869808.96    | 0.03%             | 2029-12-13      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                              | Barclays PLC                                                              | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |      214000 | PA      | $207045.00    | 0.01%             | 2500-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bilibili Inc.                                                             | Bilibili Inc.                                                             | CUSIP: 090040106<br>LEI: 5493008V60M52L3PIS45 | Long             | EC               | CORP              | KY        |        8093 | NS      | $199006.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Boeing Company, The                                                       | Boeing Company, The                                                       | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       61979 | NS      | $13456880.48  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Residential Properties Inc.                                    | Brookfield Residential Properties Inc.                                    | CUSIP: 11283YAD2<br>LEI: 549300C2SXDXVIUV3Q14 | Long             | DBT              | CORP              | US        |      266000 | PA      | $248108.84    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corporation                                         | Capital One Financial Corporation                                         | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       58021 | NS      | $14061969.56  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                            | Citigroup Inc.                                                            | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       76000 | PA      | $78192.40     | 0.00%             | 2500-12-31      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                         | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103633.75    | 0.00%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica             | Departamento Administrativo De La Presidencia De La Republica             | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |      329000 | PA      | $353266.05    | 0.01%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corporation                                             | Credit Acceptance Corporation                                             | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $104500.00    | 0.00%             | 2028-12-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                  | Group 1 Automotive, Inc.                                                  | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      184000 | PA      | $188600.00    | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Japan Tobacco Inc.                                                        | Japan Tobacco Inc.                                                        | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |       71000 | NS      | $2557145.83   | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| Oracle Corporation                                                        | Oracle Corporation                                                        | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       16873 | NS      | $3288716.43   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantest Corporation                                                     | Advantest Corporation                                                     | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |       16200 | NS      | $2030430.30   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Port of Beaumont Industrial Development Authority                         | Port of Beaumont Industrial Development Authority                         | CUSIP: 73360CAS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      785000 | PA      | $788058.12    | 0.03%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                       | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       37000 | PA      | $37185.00     | 0.00%             | 2034-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| S&P Global Inc.                                                           | S&P Global Inc.                                                           | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        1980 | NS      | $1034728.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SREIT Commercial Mortgage Trust 2021-MFP                                  | SREIT Commercial Mortgage Trust 2021-MFP                                  | CUSIP: 78472UAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1260779 | PA      | $1260006.07   | 0.05%             | 2038-11-15      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                 | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      897000 | PA      | $1018776.72   | 0.04%             | 2032-12-01      | Fixed         | 9.63%                 | Yes           |                  2 | On Loan: No      |
| Texas Instruments Incorporated                                            | Texas Instruments Incorporated                                            | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        3375 | NS      | $585528.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Inc                                                            | Transocean Inc                                                            | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |      488000 | PA      | $489976.40    | 0.02%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Aldar Properties - P J S C                                                | Aldar Properties - P J S C                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |       57826 | NS      | $136953.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                          | Deutsche Bank Aktiengesellschaft                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $248293.90    | 0.01%             | 2500-12-31      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Biffa Group Holdings Limited                                              | Biffa Group Holdings Limited                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JE        |      253000 | PA      | $296552.55    | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Pacific National Finance Pty Ltd                                          | Pacific National Finance Pty Ltd                                          | CUSIP: N/A<br>LEI: 213800SSTRDXLWWVF948       | Long             | DBT              | CORP              | AU        |      290000 | PA      | $195476.50    | 0.01%             | 2054-12-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finance Ireland Designated Activity Company                     | Iberdrola Finance Ireland Designated Activity Company                     | CUSIP: N/A<br>LEI: 549300WIM0OBFK073323       | Long             | DBT              | CORP              | ES        |      300000 | PA      | $392575.56    | 0.02%             | 2030-03-27      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Garfunkelux Holdco 3 S.A.                                                 | Garfunkelux Holdco 3 S.A.                                                 | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |      905060 | PA      | $1013146.79   | 0.04%             | 2028-09-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Genius Sports Limited                                                     | Genius Sports Limited                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |       80454 | NS      | $886603.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lorca Telecom BidCo S.A.                                                  | Lorca Telecom BidCo S.A.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1773979 | PA      | $2088282.53   | 0.08%             | 2031-03-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Ameren Corporation                                                        | Ameren Corporation                                                        | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        1826 | NS      | $182344.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government of Barbados, The                                               | Government of Barbados, The                                               | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | US        |      119000 | PA      | $125396.25    | 0.00%             | 2035-06-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Canadian National Railway Company                                         | Canadian National Railway Company                                         | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |       13937 | NS      | $1378418.09   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Komercni banka, a.s.                                                      | Komercni banka, a.s.                                                      | CUSIP: N/A<br>LEI: IYKCAVNFR8QGF00HV840       | Long             | EC               | CORP              | CZ        |        2452 | NS      | $138530.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & Mclennan Companies, Inc.                                          | Marsh & Mclennan Companies, Inc.                                          | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       43075 | NS      | $7991274.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Mauser Packaging Solutions Holding Company                                | Mauser Packaging Solutions Holding Company                                | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      357000 | PA      | $355700.52    | 0.01%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower, LP                                                      | Medline Borrower, LP                                                      | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      133000 | PA      | $137614.50    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Regatta 31 Funding Ltd                                                    | Regatta 31 Funding Ltd                                                    | CUSIP: 758962AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1600000 | PA      | $1599513.60   | 0.06%             | 2038-03-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                              | Tenet Healthcare Corporation                                              | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      200000 | PA      | $204482.00    | 0.01%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage, LLC                                            | United Wholesale Mortgage, LLC                                            | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      343000 | PA      | $339700.34    | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                            | Upgrade Master Pass-Thru Trust                                            | CUSIP: 91533RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      900943 | PA      | $901468.15    | 0.03%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Welltower Inc.                                                            | Welltower Inc.                                                            | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |        2155 | NS      | $399989.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wom Mobile SpA                                                            | Wom Mobile SpA                                                            | CUSIP: 97810LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       12462 | PA      | $12279.81     | 0.00%             | 2031-04-01      | Fixed         | 12.50%                | Yes           |                  2 | On Loan: No      |
| Presidencia da Republica                                                  | Presidencia da Republica                                                  | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     1610000 | PA      | $1262049.28   | 0.05%             | 2030-08-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Coloplast A/S                                                             | Coloplast A/S                                                             | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |        6120 | NS      | $525914.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes                                                         | Dassault Systemes                                                         | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |       39272 | NS      | $1098390.83   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian S.p.A.                                                           | Prysmian S.p.A.                                                           | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | DBT              | CORP              | IT        |      525000 | PA      | $642430.42    | 0.02%             | 2500-12-31      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Luna 2.5 S.a r.l.                                                         | Luna 2.5 S.a r.l.                                                         | CUSIP: N/A<br>LEI: 894500N8J2QVEYP0UI86       | Long             | DBT              | CORP              | LU        |      143000 | PA      | $170513.90    | 0.01%             | 2032-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Afflelou                                                                  | Afflelou                                                                  | CUSIP: N/A<br>LEI: 969500I7CS80FNB7CZ43       | Long             | DBT              | CORP              | FR        |      430000 | PA      | $525549.44    | 0.02%             | 2029-07-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Salzgitter Aktiengesellschaft                                             | Salzgitter Aktiengesellschaft                                             | CUSIP: N/A<br>LEI: 529900E12Z6HXIMHFA15       | Long             | DBT              | CORP              | DE        |      400000 | PA      | $512283.78    | 0.02%             | 2032-10-22      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                         | NatWest Group PLC                                                         | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      225000 | PA      | $314004.06    | 0.01%             | 2500-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Tikehau CLO XII Designated Activity Company                               | Tikehau CLO XII Designated Activity Company                               | CUSIP: N/A<br>LEI: 635400XEDWHMLUXZJY76       | Long             | ABS-CBDO         | CORP              | IE        |      570000 | PA      | $673184.51    | 0.03%             | 2038-10-20      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                          | CVR Energy, Inc.                                                          | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      498224 | PA      | $498637.37    | 0.02%             | 2027-12-30      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Albertsons Companies, Inc.                                                | Albertsons Companies, Inc.                                                | CUSIP: 01309QAA6<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |      205000 | PA      | $209305.00    | 0.01%             | 2028-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| AmeriGas Partners, L.P.                                                   | AmeriGas Partners, L.P.                                                   | CUSIP: 030981AP9<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |      198000 | PA      | $210917.52    | 0.01%             | 2030-06-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Verifone Sys Inc                                                          | Verifone Sys Inc                                                          | CUSIP: 92346NAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       62906 | PA      | $59446.38     | 0.00%             | 2028-08-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Axsome Therapeutics, Inc.                                                 | Axsome Therapeutics, Inc.                                                 | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |        1770 | NS      | $323272.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BHMS Commercial Mortgage Trust 2025-ATLS                                  | BHMS Commercial Mortgage Trust 2025-ATLS                                  | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      570000 | PA      | $571426.71    | 0.02%             | 2027-08-16      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2021-V Ltd                                                   | CIFC Funding 2021-V Ltd                                                   | CUSIP: 12565EAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1301584.70   | 0.05%             | 2038-01-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                  | Comstock Resources, Inc.                                                  | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      160000 | PA      | $159665.60    | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Datadog, Inc.                                                             | Datadog, Inc.                                                             | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       40550 | NS      | $5514394.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                                       | Fifth Third Bancorp                                                       | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       15247 | NS      | $713712.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bracelet Holdings Inc.                                                    | Bracelet Holdings Inc.                                                    | CUSIP: 10374QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1635000 | PA      | $1571643.75   | 0.06%             | 2028-07-02      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                       | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | US        |     3919000 | PA      | $3921483.47   | 0.15%             | 2026-03-20      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| First Horizon Corporation                                                 | First Horizon Corporation                                                 | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       27102 | NS      | $647737.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Company LLC                                             | Ford Motor Credit Company LLC                                             | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      229000 | PA      | $229526.56    | 0.01%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc.                                             | FactSet Research Systems Inc.                                             | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        5122 | NS      | $1486353.18   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Midstream Energy Partners, LLC                                     | Howard Midstream Energy Partners, LLC                                     | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $105388.00    | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Foundation Finance Trust 2025-3                                           | Foundation Finance Trust 2025-3                                           | CUSIP: 35042TAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1361947 | PA      | $1365536.20   | 0.05%             | 2052-08-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co., Ltd.                                            | Murata Manufacturing Co., Ltd.                                            | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |       87100 | NS      | $1809309.45   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                                 | Raizen Fuels Finance S.A.                                                 | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | US        |      287000 | PA      | $236402.65    | 0.01%             | 2034-03-05      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                                             | Raymond James Financial, Inc.                                             | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |         865 | NS      | $138910.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                                | Genmab A/S                                                                | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |        1101 | NS      | $340267.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA Inc.                                                                | IQVIA Inc.                                                                | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      300000 | PA      | $299637.00    | 0.01%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-C                                   | SMB Private Education Loan Trust 2021-C                                   | CUSIP: 83208AAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       33390 | PA      | $30441.90     | 0.00%             | 2053-01-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Stem, Inc.                                                                | Stem, Inc.                                                                | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |      115000 | PA      | $41369.64     | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                               | JetBlue Airways Corporation                                               | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |      154000 | PA      | $155155.00    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Microsoft Corporation                                                     | Microsoft Corporation                                                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      133620 | NS      | $64621304.40  | 2.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Taco Bell Funding, LLC                                                    | Taco Bell Funding, LLC                                                    | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1239000 | PA      | $1231060.61   | 0.05%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Saudi Basic Industries Corporation                                        | Saudi Basic Industries Corporation                                        | CUSIP: N/A<br>LEI: 213800ZCTFZZZJSK8645       | Long             | EC               | CORP              | SA        |        4826 | NS      | $66029.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                      | Mitsubishi UFJ Financial Group, Inc.                                      | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |       83128 | NS      | $1324983.64   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Engineering & Construction Corp.                                       | GS Engineering & Construction Corp.                                       | CUSIP: N/A<br>LEI: 988400BQ69DJXXFA0D28       | Long             | EC               | CORP              | KR        |       13865 | NS      | $189179.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kumba Iron Ore Ltd                                                        | Kumba Iron Ore Ltd                                                        | CUSIP: N/A<br>LEI: 3789006C753402643048       | Long             | EC               | CORP              | ZA        |        9377 | NS      | $198623.40    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Industria de Diseno Textil, S.A.                                          | Industria de Diseno Textil, S.A.                                          | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |       10232 | NS      | $676592.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVI, Ltd.                                     | Octagon Investment Partners XVI, Ltd.                                     | CUSIP: 67590BAU4<br>LEI: 549300QEN35HTPJ3BX33 | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2001580.00   | 0.08%             | 2030-07-17      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                          | PG&E Corporation                                                          | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99689.00     | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street SPDR S&P Regional Banking ETF                                | State Street SPDR S&P Regional Banking ETF                                | CUSIP: 78464A698<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |       42317 | NS      | $2742564.77   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Santos Finance Ltd                                                        | Santos Finance Ltd                                                        | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | US        |      250000 | PA      | $248684.08    | 0.01%             | 2035-11-13      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Zegona Finance PLC                                                        | Zegona Finance PLC                                                        | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |      437000 | PA      | $539240.52    | 0.02%             | 2029-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ardonagh Finco Limited                                                    | Ardonagh Finco Limited                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JE        |     1475000 | PA      | $1784399.87   | 0.07%             | 2031-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Palladyne AI Corp.                                                        | Palladyne AI Corp.                                                        | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1278 | NS      | $5444.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| StoneX Escrow Issuer LLC                                                  | StoneX Escrow Issuer LLC                                                  | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $103250.00    | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc.                                             | Univision Communications Inc.                                             | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       28000 | PA      | $26871.25     | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Wulf Compute LLC                                                          | Wulf Compute LLC                                                          | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $103060.00    | 0.00%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| VZ Secured Financing B.V.                                                 | VZ Secured Financing B.V.                                                 | CUSIP: N/A<br>LEI: 549300MG611MYCOWY949       | Long             | DBT              | CORP              | NL        |      487000 | PA      | $560750.04    | 0.02%             | 2033-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Encore Issuances S.A.                                                     | Encore Issuances S.A.                                                     | CUSIP: N/A<br>LEI: 529900AZGF6OODGSBY09       | Long             | DBT              | CORP              | LU        |      200305 | PA      | $236343.15    | 0.01%             | 2026-08-14      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Experian PLC                                                              | Experian PLC                                                              | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |       14079 | NS      | $638302.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                                      | ENEOS Holdings, Inc.                                                      | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |      255600 | NS      | $1809670.03   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                | Caesars Entertainment Inc.                                                | CUSIP: 12768EAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1339995 | PA      | $1326595.05   | 0.05%             | 2031-01-24      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ASPEED Technology Inc.                                                    | ASPEED Technology Inc.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |        3000 | NS      | $693950.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rossini S.a r.l.                                                          | Rossini S.a r.l.                                                          | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |      129402 | PA      | $154354.06    | 0.01%             | 2029-12-31      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| The Philippines, Government of                                            | The Philippines, Government of                                            | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    31410000 | PA      | $544128.19    | 0.02%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury Designated Activity Company                              | Flutter Treasury Designated Activity Company                              | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |      292000 | PA      | $341452.90    | 0.01%             | 2031-06-04      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                               | INEOS Quattro Finance 2 plc                                               | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |      266000 | PA      | $229472.63    | 0.01%             | 2030-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| Cabinet Office, Government of Japan                                       | Cabinet Office, Government of Japan                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   113400000 | PA      | $701959.32    | 0.03%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ELM Park CLO Designated Activity Company                                  | ELM Park CLO Designated Activity Company                                  | CUSIP: N/A<br>LEI: 7245003VZ59682IZLJ86       | Long             | ABS-CBDO         | CORP              | IE        |      200000 | PA      | $235218.63    | 0.01%             | 2038-01-15      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Ramsay Sante                                                              | Ramsay Sante                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      900000 | PA      | $1058229.98   | 0.04%             | 2031-08-13      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Romania, Government of                                                    | Romania, Government of                                                    | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      148000 | PA      | $182363.44    | 0.01%             | 2034-09-10      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Akamai Technologies, Inc.                                                 | Akamai Technologies, Inc.                                                 | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |        7770 | NS      | $677932.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corporation                                                     | Albemarle Corporation                                                     | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |        5908 | NS      | $835627.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Car Rental, LLC                                               | Avis Budget Car Rental, LLC                                               | CUSIP: 053773BH9<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102657.00    | 0.00%             | 2031-02-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      311000 | PA      | $325539.25    | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Coreweave, Inc.                                                           | Coreweave, Inc.                                                           | CUSIP: 21873SAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      104000 | PA      | $96720.00     | 0.00%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Greystone CRE Notes 2021-FL3, Ltd.                                        | Greystone CRE Notes 2021-FL3, Ltd.                                        | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       53107 | PA      | $53074.09     | 0.00%             | 2039-07-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                  | HCA Inc.                                                                  | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      160000 | PA      | $152957.81    | 0.01%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                | Iron Mountain Incorporated                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      200000 | PA      | $197638.00    | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive PLC                                          | Jaguar Land Rover Automotive PLC                                          | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199690.54    | 0.01%             | 2029-07-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Masimo Corporation                                                        | Masimo Corporation                                                        | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |       13416 | NS      | $1744884.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                  | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     1547000 | PA      | $1526687.89   | 0.06%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Textron Inc.                                                              | Textron Inc.                                                              | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       24604 | NS      | $2144730.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies, Inc.                                                  | Tyler Technologies, Inc.                                                  | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |         634 | NS      | $287804.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Corporation                                                         | Xerox Corporation                                                         | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      750000 | PA      | $614062.50    | 0.02%             | 2031-04-15      | Fixed         | 13.50%                | Yes           |                  2 | On Loan: —       |
| Leonardo S.p.A.                                                           | Leonardo S.p.A.                                                           | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |       40824 | NS      | $2344543.85   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenaris S.A.                                                              | Tenaris S.A.                                                              | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |       25082 | NS      | $484517.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Branicks Group AG                                                         | Branicks Group AG                                                         | CUSIP: N/A<br>LEI: 52990044JL2ZPWONU738       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $163646.60    | 0.01%             | 2026-09-22      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Summer (BC) Holdco B S.a r.l.                                             | Summer (BC) Holdco B S.a r.l.                                             | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |      199000 | PA      | $218902.13    | 0.01%             | 2030-02-15      | Floating      | 6.31%                 | Yes           |                  2 | On Loan: No      |
| Arena Luxembourg Finance S.a r.l.                                         | Arena Luxembourg Finance S.a r.l.                                         | CUSIP: N/A<br>LEI: 222100KX2LPK5KRSIG74       | Long             | DBT              | CORP              | LU        |      306000 | PA      | $362236.36    | 0.01%             | 2030-05-01      | Floating      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| EQUATE Petrochemical                                                      | EQUATE Petrochemical                                                      | CUSIP: N/A<br>LEI: 635400Y3Z5R4NJSMQ630       | Long             | DBT              | CORP              | US        |      200000 | PA      | $199659.90    | 0.01%             | 2026-11-03      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                                | CD 2017-CD6 Mortgage Trust                                                | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      132488 | PA      | $126995.37    | 0.00%             | 2027-11-15      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Chemours Company, The                                                     | Chemours Company, The                                                     | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      159000 | PA      | $143726.46    | 0.01%             | 2029-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Chemours Company, The                                                     | Chemours Company, The                                                     | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      211000 | PA      | $203988.47    | 0.01%             | 2033-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Darling Ingredients Inc.                                                  | Darling Ingredients Inc.                                                  | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101440.00    | 0.00%             | 2030-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Davita Inc.                                                               | Davita Inc.                                                               | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      153000 | PA      | $148686.93    | 0.01%             | 2030-06-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                | Fertitta Entertainment LLC                                                | CUSIP: 31556TAC3<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |      300000 | PA      | $284481.00    | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                             | Ford Motor Credit Company LLC                                             | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      449000 | PA      | $446871.29    | 0.02%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc.                                                          | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      189250 | PA      | $159399.60    | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GreenSky Home Improvement Trust 2024-1                                    | GreenSky Home Improvement Trust 2024-1                                    | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      826010 | PA      | $842846.74    | 0.03%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Hess Infrastructure Partners LP                                           | Hess Infrastructure Partners LP                                           | CUSIP: 428102AH0<br>LEI: 54930017OTBAGY1G7D17 | Long             | DBT              | CORP              | US        |      208000 | PA      | $211715.69    | 0.01%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Company                                        | Hewlett Packard Enterprise Company                                        | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       28071 | NS      | $674265.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2021-INV7                                      | J.P. Morgan Mortgage Trust 2021-INV7                                      | CUSIP: 46654CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1619510 | PA      | $1116081.92   | 0.04%             | 2043-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                       | Lithia Motors, Inc.                                                       | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99730.00     | 0.00%             | 2027-12-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| MasterCard Incorporated                                                   | MasterCard Incorporated                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       25757 | NS      | $14704156.16  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                                       | Deutsche Telekom AG                                                       | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |       83835 | NS      | $2725511.05   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MongoDB, Inc.                                                             | MongoDB, Inc.                                                             | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |        9581 | NS      | $4021049.89   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Muthoot Finance Limited                                                   | Muthoot Finance Limited                                                   | CUSIP: 62828M2E0<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | US        |      495000 | PA      | $503198.44    | 0.02%             | 2030-03-02      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2025-C                                          | Nelnet Student Loan Trust 2025-C                                          | CUSIP: 64035UAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      660000 | PA      | $655008.22    | 0.03%             | 2036-08-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                     | Sumitomo Mitsui Financial Group, Inc.                                     | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |       29200 | NS      | $937803.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                                                   | OHA Credit Partners Ltd                                                   | CUSIP: 67121NAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1303155.10   | 0.05%             | 2038-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                             | Thermo Fisher Scientific Inc.                                             | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        8013 | NS      | $4643132.85   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp                                                              | U.S. Bancorp                                                              | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       33514 | NS      | $1788307.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Companies, Inc., The                                             | Williams Companies, Inc., The                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      126447 | NS      | $7600729.17   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Scotsman, Inc.                                                   | Williams Scotsman, Inc.                                                   | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      134000 | PA      | $138293.36    | 0.01%             | 2030-04-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Kone Corporation                                                          | Kone Corporation                                                          | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |        7467 | NS      | $528323.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bloomberry Resorts Corporation                                            | Bloomberry Resorts Corporation                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | PH        |      448500 | NS      | $19460.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele Columbus AG                                                          | Tele Columbus AG                                                          | CUSIP: N/A<br>LEI: 3912004GMFDLY04RUQ19       | Long             | DBT              | CORP              | DE        |      593973 | PA      | $451106.79    | 0.02%             | 2029-03-19      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Lion Finance Group PLC                                                    | Lion Finance Group PLC                                                    | CUSIP: N/A<br>LEI: 213800XKDG12NQG8VC53       | Long             | EC               | CORP              | GB        |        1325 | NS      | $166053.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes S.a r.l.                                 | Telenet Finance Luxembourg Notes S.a r.l.                                 | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | US        |     1000000 | PA      | $994930.00    | 0.04%             | 2028-03-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BELIMO Holding AG                                                         | BELIMO Holding AG                                                         | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |         495 | NS      | $485384.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TeamSystem S.p.A.                                                         | TeamSystem S.p.A.                                                         | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |      320000 | PA      | $377650.99    | 0.01%             | 2031-07-31      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Median BV                                                                 | Median BV                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |      846651 | PA      | $984417.20    | 0.04%             | 2027-10-14      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Xerox Corporation                                                         | Xerox Corporation                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      388755 | PA      | $331413.49    | 0.01%             | 2029-11-14      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                                 | Bausch & Lomb Corporation                                                 | CUSIP: C0787FAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      671154 | PA      | $677194.87    | 0.03%             | 2030-12-17      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Intrum Investments and Financing AB                                       | Intrum Investments and Financing AB                                       | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |      265501 | PA      | $316307.00    | 0.01%             | 2027-09-11      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                      | CUSIP: 18453HAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $105288.00    | 0.00%             | 2030-04-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Repsol S.A.                                                               | Repsol S.A.                                                               | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |       51814 | NS      | $970310.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                | PacifiCorp                                                                | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101829.48    | 0.00%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                       | Take-Two Interactive Software, Inc.                                       | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        3439 | NS      | $880487.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                | VMED O2 UK Financing I PLC                                                | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | US        |      210000 | PA      | $206887.80    | 0.01%             | 2033-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| X Corp.                                                                   | X Corp.                                                                   | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      137886 | PA      | $135325.63    | 0.01%             | 2029-10-27      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                               | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      400000 | PA      | $395256.00    | 0.02%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Benchmark 2021-B23 Mortgage Trust                                         | Benchmark 2021-B23 Mortgage Trust                                         | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8244553 | PA      | $384980.23    | 0.01%             | 2054-02-18      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                   | Civitas Resources, Inc.                                                   | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      448000 | PA      | $446992.00    | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                         | CCO Holdings, LLC                                                         | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      188000 | PA      | $171785.00    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| Davita Inc.                                                               | Davita Inc.                                                               | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103914.00    | 0.00%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                             | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       39000 | PA      | $41113.02     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Airbus SE                                                                 | Airbus SE                                                                 | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |       16907 | NS      | $3938719.37   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Acadia Healthcare Company, Inc.                                           | Acadia Healthcare Company, Inc.                                           | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100500.00    | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| Jazz Securities Designated Activity Company                               | Jazz Securities Designated Activity Company                               | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | US        |      200000 | PA      | $196898.00    | 0.01%             | 2029-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| GC Education, Inc.                                                        | GC Education, Inc.                                                        | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      555000 | PA      | $582209.43    | 0.02%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2020-VIV4                                    | BX Commercial Mortgage Trust 2020-VIV4                                    | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      236696 | PA      | $219414.90    | 0.01%             | 2030-03-11      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                               | Bank of America Corporation                                               | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       73000 | PA      | $74065.22     | 0.00%             | 2500-12-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                  | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        5101 | NS      | $1955315.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corporation                                                    | Sony Group Corporation                                                    | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |       40200 | NS      | $1035269.93   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EssilorLuxottica                                                          | EssilorLuxottica                                                          | CUSIP: N/A<br>LEI: 9695005W553B1E61P457       | Long             | EC               | CORP              | FR        |       28327 | NS      | $8989613.51   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                 | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135000 | PA      | $139403.70    | 0.01%             | 2030-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BP P.L.C.                                                                 | BP P.L.C.                                                                 | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |      115407 | NS      | $675806.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corporation                                             | Boston Scientific Corporation                                             | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      124948 | NS      | $11913791.80  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                                                      | The Southern Company                                                      | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |        4750 | NS      | $414200.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corporation                                                     | Starbucks Corporation                                                     | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |        6714 | NS      | $565385.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                                             | Broadcom Inc.                                                             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       82791 | NS      | $28653965.10  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co.                                                               | Carvana Co.                                                               | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |        2786 | NS      | $1175747.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Debt Capital CLO 2023-I Ltd                                         | Texas Debt Capital CLO 2023-I Ltd                                         | CUSIP: 88238CAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1306217.90   | 0.05%             | 2038-07-20      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| U.S. Foods Inc.                                                           | U.S. Foods Inc.                                                           | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104899.00    | 0.00%             | 2032-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                               | Federal National Mortgage Association, Inc.                               | CUSIP: 3136B3DE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      234405 | PA      | $232353.25    | 0.01%             | 2030-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                     | Keurig Dr Pepper Inc.                                                     | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       64389 | NS      | $1803535.89   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MF1 2025-FL20 LLC                                                         | MF1 2025-FL20 LLC                                                         | CUSIP: 59319CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      970000 | PA      | $971816.91    | 0.04%             | 2029-08-18      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                               | Pfizer Inc.                                                               | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       65103 | NS      | $1621064.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global Calcasieu Pass, LLC                                        | Venture Global Calcasieu Pass, LLC                                        | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101320.46    | 0.00%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Viacom Inc.                                                               | Viacom Inc.                                                               | CUSIP: 92553PBC5<br>LEI: X0ST5BPF0CZG9FE5OV61 | Long             | DBT              | CORP              | US        |      300000 | PA      | $270000.00    | 0.01%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc.                                                   | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      200000 | PA      | $208274.00    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Star Parent, Inc.                                                         | Star Parent, Inc.                                                         | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      235000 | PA      | $250841.35    | 0.01%             | 2030-10-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Transocean Titan Financing Limited                                        | Transocean Titan Financing Limited                                        | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      174048 | PA      | $177312.75    | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| United Therapeutics Corporation                                           | United Therapeutics Corporation                                           | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |         827 | NS      | $402955.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Media Secured Finance PLC                                          | Virgin Media Secured Finance PLC                                          | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | US        |      208000 | PA      | $204711.52    | 0.01%             | 2029-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Altice France                                                             | Altice France                                                             | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | LU        |       90871 | PA      | $101177.56    | 0.00%             | 2031-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Workday, Inc.                                                             | Workday, Inc.                                                             | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        2877 | NS      | $617922.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| XPLR Infrastructure Operating Partners, LP                                | XPLR Infrastructure Operating Partners, LP                                | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      200000 | PA      | $210160.00    | 0.01%             | 2033-03-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Socionext Inc.                                                            | Socionext Inc.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       31300 | NS      | $438011.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Vlada NA Republika Severna Makedonija                                     | Vlada NA Republika Severna Makedonija                                     | CUSIP: N/A<br>LEI: 529900FA29F5OY2J7P74       | Long             | DBT              | NUSS              | MK        |      115000 | PA      | $139840.34    | 0.01%             | 2027-03-13      | Fixed         | 6.96%                 | Yes           |                  2 | On Loan: No      |
| Q-Park Holding I B.V.                                                     | Q-Park Holding I B.V.                                                     | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |      674000 | PA      | $816148.33    | 0.03%             | 2030-02-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                   | Segretariato Generale Della Presidenza Della Repubblica                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     4209000 | PA      | $4990460.15   | 0.19%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                | Vonovia SE                                                                | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $341087.69    | 0.01%             | 2032-05-20      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Aroundtown SA                                                             | Aroundtown SA                                                             | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |     1536000 | PA      | $1760484.93   | 0.07%             | 2500-12-31      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Kaixo Bondco Telecom S.A.                                                 | Kaixo Bondco Telecom S.A.                                                 | CUSIP: N/A<br>LEI: 959800ULWB3MZHZ69055       | Long             | DBT              | CORP              | ES        |      273000 | PA      | $324438.93    | 0.01%             | 2029-09-30      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| FR Bondco                                                                 | FR Bondco                                                                 | CUSIP: N/A<br>LEI: 9695005XHXDZWSFICJ23       | Long             | DBT              | CORP              | LU        |      281000 | PA      | $330944.50    | 0.01%             | 2032-10-31      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                      | Urzad Rady Ministrow                                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     3132000 | PA      | $869980.61    | 0.03%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INEOS Finance PLC                                                         | INEOS Finance PLC                                                         | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |      380000 | PA      | $383434.62    | 0.01%             | 2031-03-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Intrum Investments and Financing AB                                       | Intrum Investments and Financing AB                                       | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |      223301 | PA      | $228636.33    | 0.01%             | 2028-09-11      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| CVC Cordatus Opportunity Loan Fund-R Designated Activity Company          | CVC Cordatus Opportunity Loan Fund-R Designated Activity Company          | CUSIP: N/A<br>LEI: 635400C8SJP8XE4FXA57       | Long             | ABS-CBDO         | CORP              | IE        |     1030000 | PA      | $1200901.86   | 0.05%             | 2033-09-18      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Boost Newco Borrower, LLC                                                 | Boost Newco Borrower, LLC                                                 | CUSIP: 92943EAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      864163 | PA      | $864707.04    | 0.03%             | 2031-01-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Nobian Finance BV                                                         | Nobian Finance BV                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1894737 | PA      | $2124823.61   | 0.08%             | 2030-07-04      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| ConnectWise, LLC                                                          | ConnectWise, LLC                                                          | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      602585 | PA      | $590912.56    | 0.02%             | 2028-09-23      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| DirectTV Financing, LLC                                                   | DirectTV Financing, LLC                                                   | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1031360 | PA      | $1028430.94   | 0.04%             | 2031-02-15      | Floating      | 9.34%                 | No            |                  2 | On Loan: No      |
| Node AcquiCo                                                              | Node AcquiCo                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1000000 | PA      | $1180958.47   | 0.05%             | 2032-12-08      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Nielsen Consumer Inc.                                                     | Nielsen Consumer Inc.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1325883 | PA      | $1566561.05   | 0.06%             | 2030-10-31      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                               | Prosus N.V.                                                               | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | US        |      312000 | PA      | $217547.34    | 0.01%             | 2050-08-03      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Resurgent Trade and Investment Ltd                                        | Resurgent Trade and Investment Ltd                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     2991000 | PA      | $2991000.00   | 0.11%             | 2027-12-05      | Fixed         | 9.51%                 | No            |                  3 | On Loan: No      |
| Muangthai Capital Public Company Limited                                  | Muangthai Capital Public Company Limited                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      300000 | PA      | $303750.00    | 0.01%             | 2028-09-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Algoma Steel Group Inc.                                                   | Algoma Steel Group Inc.                                                   | CUSIP: 015658107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       88032 | NS      | $360931.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                    | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | US        |      200000 | PA      | $196500.00    | 0.01%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                   | Civitas Resources, Inc.                                                   | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      394000 | PA      | $406032.76    | 0.02%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                               | Dick's Sporting Goods, Inc.                                               | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |        2649 | NS      | $524422.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation                                    | CUSIP: 3137FWHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     1186171 | PA      | $60762.91     | 0.00%             | 2030-07-25      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                             | Ford Motor Credit Company LLC                                             | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      458000 | PA      | $462164.00    | 0.02%             | 2026-11-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc.                                                          | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      294250 | PA      | $104458.75    | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Joint Stock Company Kaspi.Kz                                              | Joint Stock Company Kaspi.Kz                                              | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |        2533 | NS      | $197903.29    | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Latvia, Republic of                                                       | Latvia, Republic of                                                       | CUSIP: 518417AD2<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |      200000 | PA      | $204288.20    | 0.01%             | 2034-07-30      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Lionsgate Studios Corp.                                                   | Lionsgate Studios Corp.                                                   | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      115873 | NS      | $1057920.49   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                                     | Banco Bilbao Vizcaya Argentaria, S.A.                                     | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |       83400 | NS      | $1962160.89   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Limited                                                         | BHP Group Limited                                                         | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |       98467 | NS      | $2969555.74   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstRand Limited                                                         | FirstRand Limited                                                         | CUSIP: N/A<br>LEI: 529900XYOP8CUZU7R671       | Long             | EC               | CORP              | ZA        |      194064 | NS      | $1062185.21   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital Inc.                                                          | Gen Digital Inc.                                                          | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      208000 | PA      | $214807.84    | 0.01%             | 2030-09-30      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Company                                                         | SM Energy Company                                                         | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98094.00     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Sunrise FinCo I B.V.                                                      | Sunrise FinCo I B.V.                                                      | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | US        |      750000 | PA      | $718462.50    | 0.03%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                          | Gobierno Federal de los Estados Unidos Mexicanos                          | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    16601800 | PA      | $930428.12    | 0.04%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance PLC                                        | Thames Water Utilities Finance PLC                                        | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |      832000 | PA      | $802620.20    | 0.03%             | 2027-06-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                          | TUI Cruises GmbH                                                          | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |      521000 | PA      | $635423.35    | 0.02%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Government of Canada                                                      | Government of Canada                                                      | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     7049000 | PA      | $5102365.66   | 0.20%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa Aktiengesellschaft                                     | Deutsche Lufthansa Aktiengesellschaft                                     | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |      600000 | PA      | $731364.56    | 0.03%             | 2055-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Rumo S.A.                                                                 | Rumo S.A.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       44824 | NS      | $119936.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcano Euro CLO I Designated Activity Company                             | Arcano Euro CLO I Designated Activity Company                             | CUSIP: N/A<br>LEI: 635400KVFUOP733LMF93       | Long             | ABS-CBDO         | CORP              | IE        |      520000 | PA      | $615679.94    | 0.02%             | 2039-04-25      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Median BV                                                                 | Median BV                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |      789713 | PA      | $918214.92    | 0.04%             | 2027-10-14      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Hestiafloor 2                                                             | Hestiafloor 2                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |      588235 | PA      | $697861.05    | 0.03%             | 2030-02-27      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| AREIT 2025-CRE10 LTD                                                      | AREIT 2025-CRE10 LTD                                                      | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1020000 | PA      | $1019044.57   | 0.04%             | 2038-07-19      | Floating      | 5.12%                 | No            |                  3 | On Loan: No      |
| Amphenol Corporation                                                      | Amphenol Corporation                                                      | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       17737 | NS      | $2396978.18   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Breakwater Energy Holdings S.a r.l.                                       | Breakwater Energy Holdings S.a r.l.                                       | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | US        |      250000 | PA      | $260000.00    | 0.01%             | 2030-11-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| British Telecommunications Public Limited Company                         | British Telecommunications Public Limited Company                         | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | US        |      463000 | PA      | $446795.00    | 0.02%             | 2081-11-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corporation                                                    | CVS Health Corporation                                                    | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104196.78    | 0.00%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                     | Delta Air Lines, Inc.                                                     | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      109758 | NS      | $7617205.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Eldorado Gold Corporation                                                 | Eldorado Gold Corporation                                                 | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |       10679 | NS      | $383589.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corporation                                                           | FMC Corporation                                                           | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      100000 | PA      | $78288.00     | 0.00%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation                                    | CUSIP: 3137FRUL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     1693270 | PA      | $86527.80     | 0.00%             | 2030-01-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Hippo Holdings Inc.                                                       | Hippo Holdings Inc.                                                       | CUSIP: 433539111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       20169 | NS      | $264.21       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartCommunications, Inc.                                                | iHeartCommunications, Inc.                                                | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      200000 | PA      | $174250.00    | 0.01%             | 2030-08-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Jane Street Group, LLC                                                    | Jane Street Group, LLC                                                    | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |      300000 | PA      | $312855.00    | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Renault                                                                   | Renault                                                                   | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | EC               | CORP              | FR        |       27587 | NS      | $1146808.03   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2023-A                          | Navient Private Education Refi Loan Trust 2023-A                          | CUSIP: 63943CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1650326 | PA      | $1690858.53   | 0.06%             | 2034-12-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| KIA Corporation                                                           | KIA Corporation                                                           | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |        1410 | NS      | $119224.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                     | Nomura Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |      115900 | NS      | $963561.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                      | Olympus Water US Holding Corporation                                      | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      200000 | PA      | $204468.00    | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Rocket Companies, Inc.                                                    | Rocket Companies, Inc.                                                    | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       76487 | NS      | $1480788.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre GLBL Inc.                                                           | Sabre GLBL Inc.                                                           | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      175000 | PA      | $145874.75    | 0.01%             | 2030-07-15      | Fixed         | 11.13%                | Yes           |                  2 | On Loan: No      |
| Tronox Incorporated                                                       | Tronox Incorporated                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      119000 | PA      | $83300.00     | 0.00%             | 2029-03-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: —       |
| Vedanta Resources Finance II PLC                                          | Vedanta Resources Finance II PLC                                          | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | US        |      243000 | PA      | $256137.19    | 0.01%             | 2029-09-17      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| VistaJet Group Holding S.A.                                               | VistaJet Group Holding S.A.                                               | CUSIP: 92841HAA0<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103500.49    | 0.00%             | 2028-06-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Zoetis Inc.                                                               | Zoetis Inc.                                                               | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       29129 | NS      | $3665010.78   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG                                                         | Siemens Energy AG                                                         | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |       28060 | NS      | $3927257.74   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                      | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      394000 | PA      | $499492.31    | 0.02%             | 2031-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| The Central People's Government of the People's Republic of China         | The Central People's Government of the People's Republic of China         | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     2290000 | PA      | $307390.18    | 0.01%             | 2045-07-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Romania, Government of                                                    | Romania, Government of                                                    | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       51000 | PA      | $62399.14     | 0.00%             | 2039-07-11      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Spotify Technology S.A.                                                   | Spotify Technology S.A.                                                   | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |         582 | NS      | $337973.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Platea BC Bidco AB                                                        | Platea BC Bidco AB                                                        | CUSIP: W2468YAC5<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |      101308 | PA      | $120119.78    | 0.00%             | 2049-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Former Charter Communications Parent, Inc.                                | Former Charter Communications Parent, Inc.                                | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        5685 | NS      | $1186743.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC47                                    | GS Mortgage Securities Trust 2020-GC47                                    | CUSIP: 36258RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      676292 | PA      | $614840.80    | 0.02%             | 2030-04-12      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Transurban Holdings Limited                                               | Transurban Holdings Limited                                               | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |      145459 | NS      | $1376159.46   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Chemical Corporation                                               | Nissan Chemical Corporation                                               | CUSIP: N/A<br>LEI: 3538002E4L1CUGJFFU25       | Long             | EC               | CORP              | JP        |       13600 | NS      | $467563.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                       | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |       52824 | PA      | $56609.71     | 0.00%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Alliance Laundry Holdings Inc.                                            | Alliance Laundry Holdings Inc.                                            | CUSIP: 01862Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       34349 | NS      | $699002.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Circle Internet Group, Inc.                                               | Circle Internet Group, Inc.                                               | CUSIP: 172573107<br>LEI: 254900HFVVR6NPMQVN93 | Long             | EC               | CORP              | US        |       28626 | NS      | $2270041.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc.                                                      | VICI Properties Inc.                                                      | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |       14329 | NS      | $402931.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Philippines, Government of                                            | The Philippines, Government of                                            | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    78540000 | PA      | $1366261.32   | 0.05%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DBGS 2024-SBL                                                             | DBGS 2024-SBL                                                             | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      110000 | PA      | $110000.11    | 0.00%             | 2026-08-17      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Full House Resorts, Inc.                                                  | Full House Resorts, Inc.                                                  | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |       46000 | PA      | $39968.48     | 0.00%             | 2028-02-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| LVMH Moet Hennessy Louis Vuitton                                          | LVMH Moet Hennessy Louis Vuitton                                          | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |        9051 | NS      | $6848996.66   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc.                                                  | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |       51624 | NS      | $401118.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corporation                                                | Meritage Homes Corporation                                                | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |        7029 | NS      | $462508.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oha Credit Partners X Ltd                                                 | Oha Credit Partners X Ltd                                                 | CUSIP: 67707CBC1<br>LEI: 549300R39C7C8ZT3OK12 | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $249375.50    | 0.01%             | 2038-04-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Sanrio Company, Ltd.                                                      | Sanrio Company, Ltd.                                                      | CUSIP: N/A<br>LEI: 3538002Q5JQLOMSPH125       | Long             | EC               | CORP              | JP        |       14200 | NS      | $446646.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Novartis AG                                                               | Novartis AG                                                               | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |       23981 | NS      | $3296731.86   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo           | Comision De Promocion Del Peru Para La Exportacion Y El Turismo           | CUSIP: 715638FB3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1726000 | PA      | $555964.98    | 0.02%             | 2035-08-12      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Viking Cruises Limited                                                    | Viking Cruises Limited                                                    | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |      177000 | PA      | $189205.92    | 0.01%             | 2031-07-15      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| Jeronimo Martins, SGPS S.A.                                               | Jeronimo Martins, SGPS S.A.                                               | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               | CORP              | PT        |        6645 | NS      | $158202.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dana Financing Luxembourg S.a r.l.                                        | Dana Financing Luxembourg S.a r.l.                                        | CUSIP: N/A<br>LEI: 222100DKCE3D036DQU13       | Long             | DBT              | CORP              | LU        |      476000 | PA      | $597853.61    | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| True Corporation Public Company Limited                                   | True Corporation Public Company Limited                                   | CUSIP: N/A<br>LEI: 529900XJSWQEQFFF7B09       | Long             | EC               | CORP              | TH        |      267200 | NS      | $92369.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Morocco, Kingdom of                                                       | Morocco, Kingdom of                                                       | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |      135000 | PA      | $161734.61    | 0.01%             | 2035-04-02      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PRA Group Europe Holding II S.a r.l.                                      | PRA Group Europe Holding II S.a r.l.                                      | CUSIP: N/A<br>LEI: 635400CWOMLGBIP4GA24       | Long             | DBT              | CORP              | LU        |      140000 | PA      | $159820.85    | 0.01%             | 2032-09-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Sammaan Capital Limited                                                   | Sammaan Capital Limited                                                   | CUSIP: N/A<br>LEI: 335800A2A3G53ZQZTQ21       | Long             | DBT              | CORP              | US        |      275000 | PA      | $270875.00    | 0.01%             | 2030-10-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Stena International S.A.                                                  | Stena International S.A.                                                  | CUSIP: N/A<br>LEI: 213800A4LTGG4W55QP46       | Long             | DBT              | CORP              | US        |     1017000 | PA      | $1035153.45   | 0.04%             | 2031-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Nebius Group N.V.                                                         | Nebius Group N.V.                                                         | CUSIP: N/A<br>LEI: 549300GGZHJ5Q1B18P93       | Long             | EC               | CORP              | NL        |        1506 | NS      | $126059.73    | 0.00%             |  |  |  | Yes           |                  1 | On Loan: —       |
| Asbury Automotive Group, Inc.                                             | Asbury Automotive Group, Inc.                                             | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      106000 | PA      | $104145.00    | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MAHLE GmbH                                                                | MAHLE GmbH                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | DE        |      767000 | PA      | $934017.30    | 0.04%             | 2031-05-02      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X2                                 | Affirm Asset Securitization Trust 2025-X2                                 | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      157000 | PA      | $157276.01    | 0.01%             | 2027-02-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust 2021-E                                           | Ajax Mortgage Loan Trust 2021-E                                           | CUSIP: 009740AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      332081 | PA      | $226800.86    | 0.01%             | 2060-12-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust 2025-ATRM                                    | Atrium Hotel Portfolio Trust 2025-ATRM                                    | CUSIP: 049917AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      255000 | PA      | $255229.53    | 0.01%             | 2042-08-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                         | CSC Holdings, LLC                                                         | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      856000 | PA      | $727600.00    | 0.03%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| BBCMS 2018-TALL Mortgage Trust                                            | BBCMS 2018-TALL Mortgage Trust                                            | CUSIP: 05548WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      744000 | PA      | $663551.80    | 0.03%             | 2037-03-16      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust 2006-3                                     | Bayview Commercial Asset Trust 2006-3                                     | CUSIP: 07324NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       31091 | PA      | $30092.96     | 0.00%             | 2036-10-27      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                | Builders FirstSource, Inc.                                                | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      200000 | PA      | $206866.00    | 0.01%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                         | CSC Holdings, LLC                                                         | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $156972.00    | 0.01%             | 2028-05-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| Century Communities, Inc.                                                 | Century Communities, Inc.                                                 | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94831.00     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| Fomento Economico Mexicano, S.A. B. De C.V.                               | Fomento Economico Mexicano, S.A. B. De C.V.                               | CUSIP: N/A<br>LEI: 549300A8MDWDJNMLV153       | Long             | EC               | CORP              | MX        |        4445 | NS      | $44854.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Presidencia de la Republica Dominicana                                    | Presidencia de la Republica Dominicana                                    | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |      370000 | PA      | $361675.00    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP                                                         | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $104125.00    | 0.00%             | 2030-12-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation                                    | CUSIP: 35564KQY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      331395 | PA      | $338891.45    | 0.01%             | 2032-01-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                        | Huntington Bancshares Incorporated                                        | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       90042 | NS      | $1562228.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Maya                                                                      | Maya                                                                      | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | US        |      200000 | PA      | $202532.00    | 0.01%             | 2028-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| iShares China Large-Cap ETF                                               | iShares China Large-Cap ETF                                               | CUSIP: 464287184<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      167453 | NS      | $6411775.37   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Ajax Mortgage Loan Trust 2021-E                                           | Ajax Mortgage Loan Trust 2021-E                                           | CUSIP: 009740AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      202563 | PA      | $152314.27    | 0.01%             | 2060-12-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Vale S.A.                                                                 | Vale S.A.                                                                 | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |       15273 | NS      | $199881.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DB Master Finance LLC                                                     | DB Master Finance LLC                                                     | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |     1083000 | PA      | $1085434.37   | 0.04%             | 2030-11-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| EchoStar Corporation                                                      | EchoStar Corporation                                                      | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |       27900 | NS      | $3032730.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| FirstCash, Inc.                                                           | FirstCash, Inc.                                                           | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      128000 | PA      | $133130.24    | 0.01%             | 2032-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Aktsionernoe Obshchestvo Narodny Bank Kazakhstana                         | Aktsionernoe Obshchestvo Narodny Bank Kazakhstana                         | CUSIP: 46627J302<br>LEI: 213800NYDTVQM4SDUD67 | Long             | EC               | CORP              | KZ        |        4814 | NS      | $144490.58    | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Lam Research Corporation                                                  | Lam Research Corporation                                                  | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       68986 | NS      | $11809023.48  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendmark Funding Trust 2021-1                                             | Lendmark Funding Trust 2021-1                                             | CUSIP: 525951AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1225000 | PA      | $1223686.07   | 0.05%             | 2035-05-21      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer N.V.                                                       | Wolters Kluwer N.V.                                                       | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |       12993 | NS      | $1349015.16   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                            | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       11103 | NS      | $1971115.59   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| QTS Issuer ABS II LLC                                                     | QTS Issuer ABS II LLC                                                     | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1171000 | PA      | $1164499.31   | 0.04%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Five Point Operating Company, LP                                          | Five Point Operating Company, LP                                          | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $83200.00     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Frontier Florida LLC                                                      | Frontier Florida LLC                                                      | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1259000 | PA      | $1310065.04   | 0.05%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Snap Inc.                                                                 | Snap Inc.                                                                 | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      122000 | PA      | $126200.46    | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Telecom Argentina S.A.                                                    | Telecom Argentina S.A.                                                    | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | US        |       19379 | PA      | $20249.12     | 0.00%             | 2033-05-28      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| McAfee Corp.                                                              | McAfee Corp.                                                              | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |      300000 | PA      | $261534.00    | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| McDonald's Corporation                                                    | McDonald's Corporation                                                    | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       11738 | NS      | $3587484.94   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corporation, The                                  | Bank of New York Mellon Corporation, The                                  | CUSIP: 064058AR1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      200000 | PA      | $202908.12    | 0.01%             | 2500-12-31      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Best Buy Co., Inc.                                                        | Best Buy Co., Inc.                                                        | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       39974 | NS      | $2675459.82   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CIMB Group Holdings Berhad                                                | CIMB Group Holdings Berhad                                                | CUSIP: N/A<br>LEI: 549300FYDN5UD7USZW18       | Long             | EC               | CORP              | MY        |       40000 | NS      | $81218.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                       | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |      104000 | PA      | $100558.74    | 0.00%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                | First Quantum Minerals Ltd                                                | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |        6833 | NS      | $183202.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                      | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       61898 | NS      | $19944773.56  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                  | Spirit AeroSystems, Inc.                                                  | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100075.25    | 0.00%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                           | Cabinet of Ministers of Ukraine                                           | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |       13475 | PA      | $7647.06      | 0.00%             | 2036-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Delek Logistics Partners, LP                                              | Delek Logistics Partners, LP                                              | CUSIP: 24665FAD4<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |      134000 | PA      | $140189.46    | 0.01%             | 2029-03-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Grupo Mexico, S.A.B. de C.V.                                              | Grupo Mexico, S.A.B. de C.V.                                              | CUSIP: N/A<br>LEI: 529900JWLZAYET2ZGW20       | Long             | EC               | CORP              | MX        |        6763 | NS      | $64050.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corporation, The                                                      | AES Corporation, The                                                      | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      200000 | PA      | $195888.00    | 0.01%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                               | AbbVie Inc.                                                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       25120 | NS      | $5739668.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2021-INV7                                      | J.P. Morgan Mortgage Trust 2021-INV7                                      | CUSIP: 46654CAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3175848 | PA      | $2868578.88   | 0.11%             | 2028-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                                 | Zurich Insurance Group AG                                                 | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |        2096 | NS      | $1586931.51   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                              | Cadence Design Systems, Inc.                                              | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |        3295 | NS      | $1029951.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                            | Citigroup Inc.                                                            | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      142083 | NS      | $16579665.27  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corporation                                                        | Incyte Corporation                                                        | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       11534 | NS      | $1139213.18   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Accton Technology Corporation                                             | Accton Technology Corporation                                             | CUSIP: N/A<br>LEI: 529900M1YRZ0GWMDF920       | Long             | EC               | CORP              | TW        |       26000 | NS      | $982627.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corporation                                                           | RTX Corporation                                                           | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        4590 | NS      | $841806.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corporation                                                        | Target Corporation                                                        | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        6264 | NS      | $612306.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                            | Citigroup Inc.                                                            | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       73000 | PA      | $74554.90     | 0.00%             | 2500-12-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DISH Network Corporation                                                  | DISH Network Corporation                                                  | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      258000 | PA      | $253495.32    | 0.01%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                       | Venture Global Plaquemines LNG, LLC                                       | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      115000 | PA      | $117587.50    | 0.00%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Viatris Inc.                                                              | Viatris Inc.                                                              | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      228475 | NS      | $2844513.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Forvia                                                                    | Forvia                                                                    | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | US        |      300000 | PA      | $308250.00    | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| Nelnet Student Loan Trust 2025-C                                          | Nelnet Student Loan Trust 2025-C                                          | CUSIP: 64035UAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1110469 | PA      | $1116721.86   | 0.04%             | 2036-08-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc.                                               | Daiwa Securities Group Inc.                                               | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |      117000 | NS      | $1022915.74   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Furukawa Electric Co., Ltd.                                               | Furukawa Electric Co., Ltd.                                               | CUSIP: N/A<br>LEI: 353800TJR1DQ3P1QR918       | Long             | EC               | CORP              | JP        |        8400 | NS      | $535358.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WBI Operations LLC                                                        | WBI Operations LLC                                                        | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $99468.00     | 0.00%             | 2033-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Wynn Resorts, Limited                                                     | Wynn Resorts, Limited                                                     | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |       20570 | NS      | $2475188.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| International Games System Co., Ltd.                                      | International Games System Co., Ltd.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |        9000 | NS      | $207088.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Outfront Media Capital Corporation                                        | Outfront Media Capital Corporation                                        | CUSIP: 69007TAC8<br>LEI: 549300CVY0FI9ZKE7W77 | Long             | DBT              | CORP              | US        |      119000 | PA      | $115904.81    | 0.00%             | 2030-03-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV B.V.                           | Teva Pharmaceutical Finance Netherlands IV B.V.                           | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | US        |      300000 | PA      | $310368.00    | 0.01%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GSK PLC                                                                   | GSK PLC                                                                   | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |       51502 | NS      | $1266803.40   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Company Limited                                                       | BYD Company Limited                                                       | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |      325500 | NS      | $3933630.67   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                     | Nomura Holdings, Inc.                                                     | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | US        |      200000 | PA      | $204948.00    | 0.01%             | 2500-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Banco Bradesco S/A.                                                       | Banco Bradesco S/A.                                                       | CUSIP: N/A<br>LEI: 549300CTUU1RFXHQJE44       | Long             | EP               | CORP              | BR        |      617278 | NS      | $2034902.23   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl Public Limited Company                                              | Bunzl Public Limited Company                                              | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |       24905 | NS      | $696686.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PRM5 Trust 2025-PRM5                                                      | PRM5 Trust 2025-PRM5                                                      | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      900000 | PA      | $900592.56    | 0.03%             | 2028-03-10      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Gobierno De La Republica Oriental Del Uruguay                             | Gobierno De La Republica Oriental Del Uruguay                             | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | US        |      135000 | PA      | $125917.20    | 0.00%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust 2024-APT                                   | ONNI Commercial Mortgage Trust 2024-APT                                   | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      420000 | PA      | $426276.86    | 0.02%             | 2029-07-17      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| P11 Commercial Mortgage Trust 2025-P11                                    | P11 Commercial Mortgage Trust 2025-P11                                    | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      427000 | PA      | $437603.01    | 0.02%             | 2030-08-12      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Czechoslovak Group a.s.                                                   | Czechoslovak Group a.s.                                                   | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |      635000 | PA      | $772975.28    | 0.03%             | 2031-01-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Trip.com Group Limited                                                    | Trip.com Group Limited                                                    | CUSIP: N/A<br>LEI: 2549004RMYDSRQL4KW41       | Long             | EC               | CORP              | KY        |        7250 | NS      | $516808.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                | VMED O2 UK Financing I PLC                                                | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |      325000 | PA      | $388597.96    | 0.01%             | 2031-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Fiber Midco S.p.A.                                                        | Fiber Midco S.p.A.                                                        | CUSIP: N/A<br>LEI: 8156000AFE5C06C4D309       | Long             | DBT              | CORP              | IT        |      287000 | PA      | $255913.02    | 0.01%             | 2029-06-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                                 | Raizen Fuels Finance S.A.                                                 | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | US        |      200000 | PA      | $151775.06    | 0.01%             | 2054-03-05      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| STL Holding Company LLC                                                   | STL Holding Company LLC                                                   | CUSIP: 861036AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      212000 | PA      | $222568.20    | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| USA Compression Finance Corp.                                             | USA Compression Finance Corp.                                             | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      194000 | PA      | $200549.44    | 0.01%             | 2029-03-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Ferrari N.V.                                                              | Ferrari N.V.                                                              | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | IT        |        2106 | NS      | $779644.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitebox Clo V Ltd                                                        | Whitebox Clo V Ltd                                                        | CUSIP: 96467PAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $702561.30    | 0.03%             | 2038-07-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                            | ZF North America Capital, Inc.                                            | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      300000 | PA      | $303264.00    | 0.01%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Pinnacle Bidco PLC                                                        | Pinnacle Bidco PLC                                                        | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |      273000 | PA      | $387309.99    | 0.01%             | 2028-10-11      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Maxam Prill S.a r.l.                                                      | Maxam Prill S.a r.l.                                                      | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |      620000 | PA      | $742409.56    | 0.03%             | 2030-07-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Wintershall Dea GmbH                                                      | Wintershall Dea GmbH                                                      | CUSIP: N/A<br>LEI: 529900PP4O3OCBMO9C52       | Long             | DBT              | CORP              | NL        |      460000 | PA      | $552079.58    | 0.02%             | 2500-12-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica de Chile                                      | Presidencia de la Republica de Chile                                      | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |      100000 | PA      | $119211.11    | 0.00%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile US, Inc.                                                         | T-Mobile US, Inc.                                                         | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |        4082 | NS      | $828809.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry, Inc.                                                            | Tapestry, Inc.                                                            | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       10879 | NS      | $1390009.83   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fedrigoni S.P.A.                                                          | Fedrigoni S.P.A.                                                          | CUSIP: N/A<br>LEI: 81560079496BA27EC472       | Long             | DBT              | CORP              | IT        |      575000 | PA      | $658528.90    | 0.03%             | 2031-06-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: —       |
| Trane Technologies Public Limited Company                                 | Trane Technologies Public Limited Company                                 | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       32509 | NS      | $12652502.80  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SGL Group ApS                                                             | SGL Group ApS                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | DK        |      125000 | PA      | $140833.03    | 0.01%             | 2031-02-24      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| The Philippines, Government of                                            | The Philippines, Government of                                            | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    74705000 | PA      | $1278929.66   | 0.05%             | 2030-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Air Arabia PJSC                                                           | Air Arabia PJSC                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |      137621 | NS      | $174994.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                                  | Rolls-Royce Holdings PLC                                                  | CUSIP: N/A<br>LEI: X57JK1U580XATGR67572       | Long             | EC               | CORP              | GB        |      301684 | NS      | $4678006.97   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                           | Cabinet of Ministers of Ukraine                                           | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |       16170 | PA      | $9176.48      | 0.00%             | 2035-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                  | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $206452.00    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: —       |
| Verisure Holding AB                                                       | Verisure Holding AB                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1000000 | PA      | $1181604.83   | 0.05%             | 2032-10-23      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                 | Flex Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |       13939 | NS      | $842194.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WOM Mobile SPA                                                            | WOM Mobile SPA                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         555 | NS      | $12765.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sector Alarm Holding AS                                                   | Sector Alarm Holding AS                                                   | CUSIP: R7722AAE0<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |      813832 | PA      | $964133.62    | 0.04%             | 2029-06-14      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      747000 | PA      | $896046.39    | 0.03%             | 2031-07-10      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Rockford Tower Europe CLO 2025-1 Designated Activity Company              | Rockford Tower Europe CLO 2025-1 Designated Activity Company              | CUSIP: N/A<br>LEI: 635400NARJYDXJRPGF02       | Long             | ABS-CBDO         | CORP              | IE        |      430000 | PA      | $502060.91    | 0.02%             | 2037-10-25      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| PT. Bank Negara Indonesia (persero)                                       | PT. Bank Negara Indonesia (persero)                                       | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | DBT              | CORP              | US        |      300000 | PA      | $293343.75    | 0.01%             | 2500-12-31      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                    | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |    22150000 | PA      | $414019.26    | 0.02%             | 2026-06-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                    | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     6970000 | PA      | $149701.69    | 0.01%             | 2028-07-01      | Fixed         | 23.44%                | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                         | CSC Holdings, LLC                                                         | CUSIP: 64072UAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      293441 | PA      | $255921.83    | 0.01%             | 2027-04-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                                         | Altar Bidco, Inc.                                                         | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2318255 | PA      | $2178186.03   | 0.08%             | 2028-11-09      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                     | PT Freeport Indonesia                                                     | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | US        |      300000 | PA      | $305870.34    | 0.01%             | 2052-04-14      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| MLP Saglik Hizmetleri Anonim Sirketi                                      | MLP Saglik Hizmetleri Anonim Sirketi                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TR        |       15056 | NS      | $133887.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II PLC                                     | BCP V Modular Services Finance II PLC                                     | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |      161000 | PA      | $203727.55    | 0.01%             | 2028-11-30      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Fertitta Entertainment, LLC                                               | Fertitta Entertainment, LLC                                               | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      965354 | PA      | $964861.21    | 0.04%             | 2029-01-13      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| CBB International Sukuk Company S.P.C                                     | CBB International Sukuk Company S.P.C                                     | CUSIP: N/A<br>LEI: 5493006IRJ2IWXTNIM16       | Long             | DBT              | NUSS              | US        |      219000 | PA      | $212156.25    | 0.01%             | 2032-09-16      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                      | Urzad Rady Ministrow                                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      953000 | PA      | $260298.77    | 0.01%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing (UK) PLC                                   | Allwyn Entertainment Financing (UK) PLC                                   | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |      576000 | PA      | $710760.95    | 0.03%             | 2030-04-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust 2021-E                                           | Ajax Mortgage Loan Trust 2021-E                                           | CUSIP: 009740AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      502444 | PA      | $388585.72    | 0.01%             | 2060-12-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| I&M Holdings Limited                                                      | I&M Holdings Limited                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |      100000 | PA      | $111542.93    | 0.00%             | 2030-03-11      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Galderma Group AG                                                         | Galderma Group AG                                                         | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |        8667 | NS      | $1761218.23   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| OEG Finance PLC                                                           | OEG Finance PLC                                                           | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |      643000 | PA      | $791547.14    | 0.03%             | 2029-09-27      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Northern Data AG                                                          | Northern Data AG                                                          | CUSIP: N/A<br>LEI: 391200LB6JA3HAQWTS32       | Long             | EC               | CORP              | DE        |        4141 | NS      | $75184.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arini European CLO V Designated Activity Company                          | Arini European CLO V Designated Activity Company                          | CUSIP: N/A<br>LEI: 635400HVHHJPCXB66K47       | Long             | ABS-CBDO         | CORP              | IE        |      340000 | PA      | $399025.38    | 0.02%             | 2039-01-17      | Floating      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| VFU Funding PLC                                                           | VFU Funding PLC                                                           | CUSIP: N/A<br>LEI: 213800C9OW7RIPPP6Z96       | Long             | DBT              | CORP              | US        |      160548 | PA      | $154928.97    | 0.01%             | 2027-02-11      | Variable      | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Viking Holdings Ltd                                                       | Viking Holdings Ltd                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |        2670 | NS      | $190664.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXON Co., Ltd.                                                           | NEXON Co., Ltd.                                                           | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |       45600 | NS      | $1102161.22   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Estado Espanol                                                            | Estado Espanol                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     4676000 | PA      | $5525568.85   | 0.21%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HD Hyundai Heavy Industries Co., Ltd.                                     | HD Hyundai Heavy Industries Co., Ltd.                                     | CUSIP: N/A<br>LEI: 988400DPTJ9KH5R6W540       | Long             | EC               | CORP              | KR        |        2877 | NS      | $1015170.84   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Limited                                                  | Tencent Holdings Limited                                                  | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |      135662 | NS      | $10432846.72  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Vivion Investments S.a r.l.                                               | Vivion Investments S.a r.l.                                               | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |      500000 | PA      | $540592.00    | 0.02%             | 2500-12-31      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France                                                     | Electricite de France                                                     | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $276666.84    | 0.01%             | 2500-12-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Schaeffler AG                                                             | Schaeffler AG                                                             | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $239776.05    | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Steris Public Limited Company                                             | Steris Public Limited Company                                             | CUSIP: N/A<br>LEI: 549300F1857N5E6G6T48       | Long             | EC               | CORP              | IE        |         846 | NS      | $214477.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atos SE                                                                   | Atos SE                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |     1000000 | PA      | $1200466.79   | 0.05%             | 2029-12-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners, L.P.                                                   | AmeriGas Partners, L.P.                                                   | CUSIP: 030981AM6<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103420.00    | 0.00%             | 2028-06-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO 14 Ltd.                                                     | Ballyrock CLO 14 Ltd.                                                     | CUSIP: 05874XAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3500000 | PA      | $3507875.00   | 0.13%             | 2037-07-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Presidence de la Republique de Cote d'Ivoire                              | Presidence de la Republique de Cote d'Ivoire                              | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | US        |      200000 | PA      | $215500.00    | 0.01%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV Financing, LLC                                                    | DIRECTV Financing, LLC                                                    | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       98000 | PA      | $99261.26     | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc.                                                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       37242 | NS      | $24583071.78  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                                                       | Fortive Corporation                                                       | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |        8966 | NS      | $495012.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesis Energy, L.P.                                                      | Genesis Energy, L.P.                                                      | CUSIP: 37185LAL6<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |      169000 | PA      | $169490.10    | 0.01%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO           | CUSIP: 46655AAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      481000 | PA      | $401048.61    | 0.02%             | 2027-01-08      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2025-3BP                                    | NYC Commercial Mortgage Trust 2025-3BP                                    | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      406000 | PA      | $402703.93    | 0.02%             | 2027-02-16      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Rocket Companies, Inc.                                                    | Rocket Companies, Inc.                                                    | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      263000 | PA      | $276444.56    | 0.01%             | 2032-02-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| 1211 Avenue of The Americas                                               | 1211 Avenue of The Americas                                               | CUSIP: 90117PAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      665000 | PA      | $604696.60    | 0.02%             | 2035-08-10      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                    | Waste Management, Inc.                                                    | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        4783 | NS      | $1050872.93   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C58                            | Wells Fargo Commercial Mortgage Trust 2020-C58                            | CUSIP: 95002UBE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4764502 | PA      | $307835.40    | 0.01%             | 2053-07-17      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Yum China Holdings, Inc.                                                  | Yum China Holdings, Inc.                                                  | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |       30989 | NS      | $1467700.29   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| American National Group Inc.                                              | American National Group Inc.                                              | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100046.00    | 0.00%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| A2a S.P.A.                                                                | A2a S.P.A.                                                                | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |      171000 | PA      | $207239.17    | 0.01%             | 2500-12-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ministry of Finance People's Republic of China                            | Ministry of Finance People's Republic of China                            | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     4110000 | PA      | $601094.59    | 0.02%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                    | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | US        |      200000 | PA      | $174500.00    | 0.01%             | 2061-02-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BWAY Corporation                                                          | BWAY Corporation                                                          | CUSIP: 05604FAN5<br>LEI: 549300RY13CUZRBP7216 | Long             | ABS-MBS          | CORP              | US        |      581291 | PA      | $530107.34    | 0.02%             | 2033-03-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bubbles BidCo S.p.A.                                                      | Bubbles BidCo S.p.A.                                                      | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |      355000 | PA      | $420324.97    | 0.02%             | 2031-09-30      | Floating      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Itelyum Regeneration S.p.A.                                               | Itelyum Regeneration S.p.A.                                               | CUSIP: N/A<br>LEI: 815600051FBC23AA8A45       | Long             | DBT              | CORP              | IT        |      269000 | PA      | $314867.44    | 0.01%             | 2030-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                        | BX Trust 2019-OC11                                                        | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1735000 | PA      | $1600747.96   | 0.06%             | 2029-12-11      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2024-III Ltd                                                 | CIFC Funding 2024-III Ltd                                                 | CUSIP: 12575WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      300000 | PA      | $301013.10    | 0.01%             | 2037-07-21      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Verisure P.L.C.                                                           | Verisure P.L.C.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |       27259 | NS      | $450411.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviv Group GmbH                                                           | Aviv Group GmbH                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1433121 | PA      | $1694258.48   | 0.06%             | 2032-01-29      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                     | Freeport-McMoRan Inc.                                                     | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      164232 | NS      | $8341343.28   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Corporation Trust 2021-ROSS                        | GS Mortgage Securities Corporation Trust 2021-ROSS                        | CUSIP: 36264YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      230000 | PA      | $218507.48    | 0.01%             | 2036-06-16      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Ohio Power Partners LLC                                                   | Ohio Power Partners LLC                                                   | CUSIP: 67742MAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      576555 | PA      | $575113.61    | 0.02%             | 2032-10-29      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| I.M.A. Industria Macchine Automatiche S.P.A. In Sigla Ima S.P.A.          | I.M.A. Industria Macchine Automatiche S.P.A. In Sigla Ima S.P.A.          | CUSIP: N/A<br>LEI: 815600D86992FDA7B908       | Long             | DBT              | CORP              | IT        |      516000 | PA      | $611709.22    | 0.02%             | 2029-04-15      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                     | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       12264 | NS      | $1505283.36   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                    | Hilcorp Energy I, L.P.                                                    | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      300000 | PA      | $285009.00    | 0.01%             | 2035-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| AutoZone, Inc.                                                            | AutoZone, Inc.                                                            | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         145 | NS      | $491767.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coreweave, Inc.                                                           | Coreweave, Inc.                                                           | CUSIP: 21873SAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      121000 | PA      | $110298.76    | 0.00%             | 2031-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                                    | JW Commercial Mortgage Trust 2024-MRCO                                    | CUSIP: 46657XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      340000 | PA      | $340847.65    | 0.01%             | 2026-06-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Lenovo Group Limited                                                      | Lenovo Group Limited                                                      | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |      594000 | NS      | $702948.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group, Inc.                                                | Japan Exchange Group, Inc.                                                | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               | CORP              | JP        |       70700 | NS      | $756584.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                       | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | US        |      500000 | PA      | $514780.00    | 0.02%             | 2500-12-31      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-C                                   | SMB Private Education Loan Trust 2021-C                                   | CUSIP: 83208AAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      118195 | PA      | $115550.50    | 0.00%             | 2053-01-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UWM Holdings, LLC                                                         | UWM Holdings, LLC                                                         | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      101000 | PA      | $100860.64    | 0.00%             | 2031-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Valaris Limited                                                           | Valaris Limited                                                           | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       49000 | PA      | $50863.47     | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                         | Yum! Brands, Inc.                                                         | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94568.00     | 0.00%             | 2031-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                         | Compass Group PLC                                                         | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |      193136 | NS      | $6148402.83   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Bank Syariah Indonesia Tbk                                             | PT Bank Syariah Indonesia Tbk                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ID        |      198795 | NS      | $26613.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Irca S.P.A.                                                               | Irca S.P.A.                                                               | CUSIP: N/A<br>LEI: 815600CDE52BA2426216       | Long             | DBT              | CORP              | IT        |      191000 | PA      | $227197.16    | 0.01%             | 2029-12-15      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Gouvernement De France                                                    | Gouvernement De France                                                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     1272000 | PA      | $1459725.31   | 0.06%             | 2035-05-25      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| UnipolSai Assicurazioni S.p.A.                                            | UnipolSai Assicurazioni S.p.A.                                            | CUSIP: N/A<br>LEI: 815600E31C4E7006AB54       | Long             | DBT              | CORP              | IT        |      200000 | PA      | $245435.82    | 0.01%             | 2034-05-23      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Anglo American PLC                                                        | Anglo American PLC                                                        | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |       12339 | NS      | $513417.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Contego CLO XI Designated Activity Company                                | Contego CLO XI Designated Activity Company                                | CUSIP: N/A<br>LEI: 6354008HTD4GEZHRKR02       | Long             | ABS-CBDO         | CORP              | IE        |      320000 | PA      | $371590.34    | 0.01%             | 2038-11-20      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Eaton Corporation Public Limited Company                                  | Eaton Corporation Public Limited Company                                  | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |        6585 | NS      | $2097388.35   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sona Fios Clo III DAC                                                     | Sona Fios Clo III DAC                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      690000 | PA      | $810867.72    | 0.03%             | 2037-04-20      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Aroundtown SA                                                             | Aroundtown SA                                                             | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | US        |      160000 | PA      | $160768.00    | 0.01%             | 2500-12-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| INEOS Quattro Holdings UK Limited                                         | INEOS Quattro Holdings UK Limited                                         | CUSIP: G4770MAM6<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |     1210105 | PA      | $990503.36    | 0.04%             | 2029-03-31      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                      | Boots Group Finco LP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     1449276 | PA      | $1968203.96   | 0.08%             | 2032-07-22      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Stakeholder Midstream LLC                                                 | Stakeholder Midstream LLC                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1370565 | PA      | $1374854.87   | 0.05%             | 2032-08-19      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors N.V.                                                   | NXP Semiconductors N.V.                                                   | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |        2704 | NS      | $586930.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The British Land Company Public Limited Company                           | The British Land Company Public Limited Company                           | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | EC               | CORP              | GB        |       44944 | NS      | $244806.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                  | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       77000 | PA      | $76480.25     | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Cinemark USA, Inc.                                                        | Cinemark USA, Inc.                                                        | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      133000 | PA      | $137838.54    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Connect Finco S.a r.l.                                                    | Connect Finco S.a r.l.                                                    | CUSIP: 20752TAB0<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | US        |      628000 | PA      | $666176.12    | 0.03%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Diameter Capital CLO 9 Ltd                                                | Diameter Capital CLO 9 Ltd                                                | CUSIP: 25254AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $249993.00    | 0.01%             | 2038-04-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Power Corporation of Canada                                               | Power Corporation of Canada                                               | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |        3584 | NS      | $190486.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| EchoStar Corporation                                                      | EchoStar Corporation                                                      | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56323.85     | 0.00%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| E.ON SE                                                                   | E.ON SE                                                                   | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |       74441 | NS      | $1412936.93   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro Incorporated                                                  | Trend Micro Incorporated                                                  | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |        8932 | NS      | $370973.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2021-D                               | Navient Private Education Loan Trust 2021-D                               | CUSIP: 63942CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      739136 | PA      | $731699.76    | 0.03%             | 2060-04-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                 | Korea Electric Power Corp                                                 | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | EC               | CORP              | KR        |       10651 | NS      | $347185.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corporation                                                | NOVA Chemicals Corporation                                                | CUSIP: 66977WAR0<br>LEI: 5493007M1XGU5E55ZJ25 | Long             | DBT              | CORP              | US        |      101000 | PA      | $101411.07    | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                   | SMB Private Education Loan Trust 2021-A                                   | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      168997 | PA      | $165357.66    | 0.01%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 8 Ltd                                                    | Silver Point CLO 8 Ltd                                                    | CUSIP: 827918AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      150000 | PA      | $150056.40    | 0.01%             | 2038-04-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                               | South Africa, Parliament of                                               | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |      200000 | PA      | $156500.00    | 0.01%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital                                                    | Telecom Italia Capital                                                    | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | US        |      148000 | PA      | $163458.60    | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                   | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      195000 | PA      | $199545.45    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust 2025-B                                     | Mariner Finance Issuance Trust 2025-B                                     | CUSIP: 56847TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1056000 | PA      | $1058804.63   | 0.04%             | 2038-11-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| ADT Security Corporation, The                                             | ADT Security Corporation, The                                             | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101321.00    | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                          | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      198779 | NS      | $45882168.78  | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                                                | Apple Inc.                                                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      199360 | NS      | $54198009.60  | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-XL2                                     | BX Commercial Mortgage Trust 2021-XL2                                     | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      118853 | PA      | $118259.27    | 0.00%             | 2038-10-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Community Loan Servicing, LLC                                             | Community Loan Servicing, LLC                                             | CUSIP: 07324SCJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       34994 | PA      | $38281.50     | 0.00%             | 2035-11-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Promotora y Operadora de Infraestructura, S.A.B. de C.V.                  | Promotora y Operadora de Infraestructura, S.A.B. de C.V.                  | CUSIP: N/A<br>LEI: 52990035X6RK8DBUWA73       | Long             | EC               | CORP              | MX        |        6306 | NS      | $93544.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro S/A Petrobras.                                        | Petroleo Brasileiro S/A Petrobras.                                        | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EP               | CORP              | BR        |      105035 | NS      | $589436.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNA 8, LLC                                                                | FNA 8, LLC                                                                | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      895039 | PA      | $906149.04    | 0.03%             | 2045-03-15      | Variable      | 5.62%                 | No            |                  3 | On Loan: No      |
| Lloyds Banking Group PLC                                                  | Lloyds Banking Group PLC                                                  | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | US        |      330000 | PA      | $329175.00    | 0.01%             | 2500-12-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| M/I Homes, Inc.                                                           | M/I Homes, Inc.                                                           | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |        2243 | NS      | $286991.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-MP                                    | Morgan Stanley Capital I Trust 2018-MP                                    | CUSIP: 61691DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      338000 | PA      | $314055.98    | 0.01%             | 2028-07-13      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2014-5, Ltd.                                                      | OCP CLO 2014-5, Ltd.                                                      | CUSIP: 67102SAN4<br>LEI: 254900NXH68CRC058O44 | Long             | ABS-CBDO         | CORP              | US        |       94993 | PA      | $95014.69     | 0.00%             | 2031-04-28      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                     | Open Text Corporation                                                     | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | US        |      114000 | PA      | $111537.60    | 0.00%             | 2028-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Palantir Technologies Inc.                                                | Palantir Technologies Inc.                                                | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       31958 | NS      | $5680534.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Petrobras Global Finance B.V.                                             | Petrobras Global Finance B.V.                                             | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | US        |      108000 | PA      | $109057.32    | 0.00%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust 2025-A                                    | Republic Finance Issuance Trust 2025-A                                    | CUSIP: 76042FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1359000 | PA      | $1357213.19   | 0.05%             | 2029-11-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| TICP CLO VI 2016-2, Ltd.                                                  | TICP CLO VI 2016-2, Ltd.                                                  | CUSIP: 87246MAS1<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $250282.00    | 0.01%             | 2034-01-17      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2018-2 Ltd                                                       | Voya CLO 2018-2 Ltd                                                       | CUSIP: 92917JAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $701480.50    | 0.03%             | 2031-07-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                                           | Wolfspeed, Inc.                                                           | CUSIP: 977852AP7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |        8000 | PA      | $11660.00     | 0.00%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Misto Holdings Corporation                                                | Misto Holdings Corporation                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        3349 | NS      | $98873.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corporation                                                   | Asahi Kasei Corporation                                                   | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |       74400 | NS      | $667302.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2021-D                               | Navient Private Education Loan Trust 2021-D                               | CUSIP: 63942CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      564791 | PA      | $535472.43    | 0.02%             | 2060-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica del Ecuador                                      | Gobierno de la Republica del Ecuador                                      | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | US        |       60156 | PA      | $59373.97     | 0.00%             | 2030-07-31      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Nongfu Spring Co., Ltd.                                                   | Nongfu Spring Co., Ltd.                                                   | CUSIP: N/A<br>LEI: 300300P08GGT4SKR9G93       | Long             | EC               | CORP              | CN        |          96 | NS      | $577.34       | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Biffa Group Holdings Limited                                              | Biffa Group Holdings Limited                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |      450000 | PA      | $612127.92    | 0.02%             | 2031-06-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| GTECH S.p.A.                                                              | GTECH S.p.A.                                                              | CUSIP: N/A<br>LEI: 8156005113BD16699393       | Long             | DBT              | CORP              | IT        |      275000 | PA      | $332471.42    | 0.01%             | 2031-01-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Planet Fitness Master                                                     | Planet Fitness Master                                                     | CUSIP: 72703PAJ2<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-CBDO         | CORP              | US        |      896000 | PA      | $897228.15    | 0.03%             | 2055-12-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RingCentral, Inc.                                                         | RingCentral, Inc.                                                         | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |     1337000 | PA      | $1416377.69   | 0.05%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| DeepOcean AS                                                              | DeepOcean AS                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JE        |      143000 | PA      | $171954.12    | 0.01%             | 2031-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Energean PLC                                                              | Energean PLC                                                              | CUSIP: N/A<br>LEI: 549300RVMKU0CYUZBB05       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $234699.19    | 0.01%             | 2031-05-12      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Shift4 Payments, LLC                                                      | Shift4 Payments, LLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      537000 | PA      | $648172.11    | 0.02%             | 2033-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Japan Post Holdings Co., Ltd.                                             | Japan Post Holdings Co., Ltd.                                             | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |       61200 | NS      | $645414.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd.                                                               | Garmin Ltd.                                                               | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |        6459 | NS      | $1310208.15   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Puma International Financing S.A.                                         | Puma International Financing S.A.                                         | CUSIP: N/A<br>LEI: 222100YFBPO7IDRUBR17       | Long             | DBT              | CORP              | US        |      300000 | PA      | $308556.00    | 0.01%             | 2029-04-25      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| LuxCo 3                                                                   | LuxCo 3                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |        1213 | NS      | $21382.76     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| IGT Holding IV AB                                                         | IGT Holding IV AB                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1333333 | PA      | $1578199.17   | 0.06%             | 2031-07-31      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                               | South Africa, Parliament of                                               | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    41875120 | PA      | $2473585.34   | 0.09%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GF Securities Co., Ltd.                                                   | GF Securities Co., Ltd.                                                   | CUSIP: N/A<br>LEI: 3003007E0Y3ZJ5HNA936       | Long             | EC               | CORP              | CN        |       82800 | NS      | $260414.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust 2023-1                                           | SoFi Personal Loan Trust 2023-1                                           | CUSIP: 78474N102<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       26521 | PA      | $544694.93    | 0.02%             | 2030-11-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                       | Stryker Corporation                                                       | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       36562 | NS      | $12850446.14  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Subway Funding LLC                                                        | Subway Funding LLC                                                        | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      824670 | PA      | $842280.09    | 0.03%             | 2031-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-1745                           | Wells Fargo Commercial Mortgage Trust 2018-1745                           | CUSIP: 94990DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      211000 | PA      | $198166.33    | 0.01%             | 2028-06-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                                                           | J Sainsbury PLC                                                           | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |      287198 | NS      | $1258224.76   | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Raiffeisen Bank International AG                                          | Raiffeisen Bank International AG                                          | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |        1317 | NS      | $58785.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobico Group PLC                                                          | Mobico Group PLC                                                          | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $76702.43     | 0.00%             | 2500-12-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Sandor-Palota                                                             | Sandor-Palota                                                             | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   203300000 | PA      | $629013.23    | 0.02%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Shenzhou International Group Holdings Limited                             | Shenzhou International Group Holdings Limited                             | CUSIP: N/A<br>LEI: 529900B4W41TCUKJFM73       | Long             | EC               | CORP              | KY        |       59600 | NS      | $469417.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobico Group PLC                                                          | Mobico Group PLC                                                          | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |      571000 | PA      | $530369.25    | 0.02%             | 2031-09-26      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                           | Turkiye Cumhuriyeti Basbakanlik                                           | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     4100000 | PA      | $93125.46     | 0.00%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Presidencia da Republica                                                  | Presidencia da Republica                                                  | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |    14293000 | PA      | $2521624.41   | 0.10%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bubbles BidCo S.p.A.                                                      | Bubbles BidCo S.p.A.                                                      | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |      259000 | PA      | $311986.22    | 0.01%             | 2031-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| National Australia Bank Limited                                           | National Australia Bank Limited                                           | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      430000 | PA      | $286799.82    | 0.01%             | 2035-11-14      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Wizz Air Holdings PLC                                                     | Wizz Air Holdings PLC                                                     | CUSIP: N/A<br>LEI: 213800COXGZCORLJZA85       | Long             | EC               | CORP              | JE        |        8836 | NS      | $151573.60    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Republic of Indonesia, The Government of, The                             | Republic of Indonesia, The Government of, The                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  5539000000 | PA      | $350676.00    | 0.01%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Port of Newcastle Investments (Financing) Pty Limited                     | Port of Newcastle Investments (Financing) Pty Limited                     | CUSIP: N/A<br>LEI: 549300VVWVQBDM9L8K30       | Long             | DBT              | CORP              | AU        |      180000 | PA      | $119910.39    | 0.00%             | 2033-07-18      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                          | Deutsche Bank Aktiengesellschaft                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      400000 | PA      | $479472.19    | 0.02%             | 2500-12-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Adyen N.V.                                                                | Adyen N.V.                                                                | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |         195 | NS      | $314628.48    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Stage Entertainment                                                       | Stage Entertainment                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1000000 | PA      | $1140919.41   | 0.04%             | 2029-06-29      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Deuce Finco PLC                                                           | Deuce Finco PLC                                                           | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |      285000 | PA      | $339272.72    | 0.01%             | 2032-11-20      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH                                             | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |      787000 | PA      | $925030.37    | 0.04%             | 2032-10-15      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corporation                                          | Garda World Security Corporation                                          | CUSIP: C4000KAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      281378 | PA      | $282081.54    | 0.01%             | 2029-02-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| RunItOneTime LLC                                                          | RunItOneTime LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      296176 | PA      | $289511.59    | 0.01%             | 2026-05-06      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Iron Mountain Incorporated                                                | Iron Mountain Incorporated                                                | CUSIP: N/A<br>LEI: SQL3F6CKNNBM3SQGHX24       | Long             | DBT              | CORP              | US        |      487000 | PA      | $555192.79    | 0.02%             | 2034-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ministerio De Hacienda Y Credito Publico                                  | Ministerio De Hacienda Y Credito Publico                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  5531900000 | PA      | $1201793.64   | 0.05%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Infopro Digital Limited                                                   | Infopro Digital Limited                                                   | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |      274000 | PA      | $324007.67    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TBC Bank Group PLC                                                        | TBC Bank Group PLC                                                        | CUSIP: N/A<br>LEI: 213800T6NS9N2WQ3B328       | Long             | EC               | CORP              | GB        |        1467 | NS      | $80183.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AB Carval Euro CLO II-C Designated Activity Company                       | AB Carval Euro CLO II-C Designated Activity Company                       | CUSIP: N/A<br>LEI: 6354004BYSUDKD9P4215       | Long             | ABS-CBDO         | CORP              | IE        |      380000 | PA      | $447624.56    | 0.02%             | 2037-02-15      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| CIFC European Funding CLO II Designated Activity Company                  | CIFC European Funding CLO II Designated Activity Company                  | CUSIP: N/A<br>LEI: 549300NYQTL91Z5R9B69       | Long             | ABS-CBDO         | CORP              | IE        |      310000 | PA      | $363011.77    | 0.01%             | 2039-10-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Studio City Finance Limited                                               | Studio City Finance Limited                                               | CUSIP: N/A<br>LEI: 254900D6R731QAUIG324       | Long             | DBT              | CORP              | US        |      300000 | PA      | $288816.00    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TE Connectivity Public Limited Company                                    | TE Connectivity Public Limited Company                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |        3236 | NS      | $736222.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zegona HoldCo Ltd                                                         | Zegona HoldCo Ltd                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |      515745 | PA      | $608982.51    | 0.02%             | 2029-07-09      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Verifone Sys Inc                                                          | Verifone Sys Inc                                                          | CUSIP: 92346NAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1415376 | PA      | $1337530.28   | 0.05%             | 2028-08-18      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| CPV Fairview, LLC                                                         | CPV Fairview, LLC                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      729172 | PA      | $731680.85    | 0.03%             | 2031-08-14      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| REI Agro Limited                                                          | REI Agro Limited                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      628000 | PA      | $0.01         | 0.00%             | 2500-12-31      | Fixed         | 5.50%                 | Yes           |                  3 | On Loan: No      |
| Alibaba Group Holding Limited                                             | Alibaba Group Holding Limited                                             | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |       13103 | NS      | $1920637.74   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust 2025-ROIC                                                        | BX Trust 2025-ROIC                                                        | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      727164 | PA      | $722625.07    | 0.03%             | 2027-03-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-VLT6                                                        | BX Trust 2025-VLT6                                                        | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      307455 | PA      | $307071.63    | 0.01%             | 2027-03-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                               | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       13454 | NS      | $314689.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coreweave, Inc.                                                           | Coreweave, Inc.                                                           | CUSIP: 21873SAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      176000 | PA      | $167934.27    | 0.01%             | 2031-12-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Discovery Communications, LLC                                             | Discovery Communications, LLC                                             | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $82000.00     | 0.00%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corporation                                          | Edwards Lifesciences Corporation                                          | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       18481 | NS      | $1575505.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares, Inc.                                           | First Citizens BancShares, Inc.                                           | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         517 | NS      | $1109575.06   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Holdings, LLC                                     | Frontier Communications Holdings, LLC                                     | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1156232.00   | 0.04%             | 2031-03-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                            | Goldman Sachs Group, Inc., The                                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        3353 | NS      | $2947287.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Co., Ltd.                                                    | Nissan Motor Co., Ltd.                                                    | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | US        |      300000 | PA      | $313500.00    | 0.01%             | 2030-07-17      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| State Street Blackstone Senior Loan ETF                                   | State Street Blackstone Senior Loan ETF                                   | CUSIP: 78467V608<br>LEI: 549300MAXSRPQ75ICU67 | Long             | EC               | RF                | US        |       32790 | NS      | $1353243.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Select Medical Corporation                                                | Select Medical Corporation                                                | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |      231000 | PA      | $225650.04    | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| SREIT Commercial Mortgage Trust 2021-MFP2                                 | SREIT Commercial Mortgage Trust 2021-MFP2                                 | CUSIP: 85236WCQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      360000 | PA      | $359889.52    | 0.01%             | 2026-11-16      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Starz Entertainment                                                       | Starz Entertainment                                                       | CUSIP: 855919106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        4784 | NS      | $55972.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                    | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      106000 | PA      | $124270.98    | 0.00%             | 2030-04-16      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Prosus N.V.                                                               | Prosus N.V.                                                               | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |       14690 | NS      | $910546.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.com, Inc.                                                              | JD.com, Inc.                                                              | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |      122100 | NS      | $1758801.40   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                               | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      215000 | PA      | $289180.47    | 0.01%             | 2500-12-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Estado Espanol                                                            | Estado Espanol                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     1139000 | PA      | $1328821.51   | 0.05%             | 2035-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| United Petfood                                                            | United Petfood                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |      422992 | PA      | $500475.26    | 0.02%             | 2032-02-26      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Company, Inc.                                           | Acadia Healthcare Company, Inc.                                           | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      232000 | PA      | $229937.52    | 0.01%             | 2028-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc.                                                   | CUSIP: 02377PAA3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-CBDO         | CORP              | US        |      294000 | PA      | $295678.36    | 0.01%             | 2034-11-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C5 Commercial Mortgage Trust                                   | CSAIL 2016-C5 Commercial Mortgage Trust                                   | CUSIP: 12636LBE9<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |       16037 | PA      | $15910.67     | 0.00%             | 2048-11-18      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Capital XIII                                                    | Citigroup Capital XIII                                                    | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       70097 | NS      | $2116929.40   | 0.08%             | 2040-10-30      | Fixed         | 10.47%                | No            |                  1 | On Loan: No      |
| Frontier Communications Parent, Inc.                                      | Frontier Communications Parent, Inc.                                      | CUSIP: 35906ABG2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      610000 | PA      | $614193.75    | 0.02%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Hudson Yards 2016-10HY Mortgage Trust                                     | Hudson Yards 2016-10HY Mortgage Trust                                     | CUSIP: 44421LAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137645 | PA      | $134331.73    | 0.01%             | 2026-08-12      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                          | Societe Generale                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |      109351 | NS      | $8817117.12   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgestone Corporation                                                   | Bridgestone Corporation                                                   | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |       13400 | NS      | $300552.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Novelis Corporation                                                       | Novelis Corporation                                                       | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       51000 | PA      | $49197.66     | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AOA Trust 2025-1301                                                       | AOA Trust 2025-1301                                                       | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      510000 | PA      | $514752.95    | 0.02%             | 2030-08-11      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 4                                                          | Pikes Peak CLO 4                                                          | CUSIP: 72132WAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $250246.75    | 0.01%             | 2034-07-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Pluspetrol Camisea SA                                                     | Pluspetrol Camisea SA                                                     | CUSIP: 72941KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $100868.44    | 0.00%             | 2036-07-03      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                               | South Africa, Parliament of                                               | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |      353000 | PA      | $297402.50    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2022-ONL                            | Wells Fargo Commercial Mortgage Trust 2022-ONL                            | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      417000 | PA      | $420838.57    | 0.02%             | 2027-07-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| WOM Chile Holdco SpA                                                      | WOM Chile Holdco SpA                                                      | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      181000 | PA      | $165615.00    | 0.01%             | 2032-04-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Lojas Renner S/A.                                                         | Lojas Renner S/A.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      216303 | NS      | $525124.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Relx PLC                                                                  | Relx PLC                                                                  | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |      124468 | NS      | $5047445.36   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisure Midholding AB                                                    | Verisure Midholding AB                                                    | CUSIP: N/A<br>LEI: 549300496LYEZ55X1M49       | Long             | DBT              | CORP              | SE        |      853000 | PA      | $1006274.93   | 0.04%             | 2029-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                             | Republic of Indonesia, The Government of, The                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 13785000000 | PA      | $880338.62    | 0.03%             | 2038-06-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| United Group B.V.                                                         | United Group B.V.                                                         | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |      642000 | PA      | $757473.67    | 0.03%             | 2031-02-15      | Floating      | 6.31%                 | Yes           |                  2 | On Loan: No      |
| Athens International Airport S.A.                                         | Athens International Airport S.A.                                         | CUSIP: N/A<br>LEI: 213800BC45UCMQYR4995       | Long             | EC               | CORP              | GR        |       16904 | NS      | $213486.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding 2024-3 Designated Activity Company    | Palmer Square European Loan Funding 2024-3 Designated Activity Company    | CUSIP: N/A<br>LEI: 254900IYUKLJNYNCCC63       | Long             | ABS-CBDO         | CORP              | IE        |      320000 | PA      | $375740.58    | 0.01%             | 2034-05-15      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Group S.A.                                                         | Ardagh Group S.A.                                                         | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | DBT              | CORP              | US        |      782061 | PA      | $847761.94    | 0.03%             | 2030-10-06      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Applegreen Ireland Investments Finance Ltd.                               | Applegreen Ireland Investments Finance Ltd.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |      432349 | PA      | $511018.06    | 0.02%             | 2032-01-24      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment, LLC                                                    | ECL Entertainment, LLC                                                    | CUSIP: 26826TAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1728618 | PA      | $1722135.74   | 0.07%             | 2030-08-30      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                        | Altria Group, Inc.                                                        | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       67237 | NS      | $3876885.42   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc.                                                     | Booking Holdings Inc.                                                     | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        1052 | NS      | $5633807.16   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                            | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       38000 | PA      | $35662.62     | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                            | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       90000 | PA      | $98299.80     | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                 | Millrose Properties, Inc.                                                 | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $102278.00    | 0.00%             | 2030-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Mozart Debt Merger Sub Inc.                                               | Mozart Debt Merger Sub Inc.                                               | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      298000 | PA      | $290959.75    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Navient Refinance Loan Trust 2025-B                                       | Navient Refinance Loan Trust 2025-B                                       | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1019456 | PA      | $1022012.28   | 0.04%             | 2034-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Worley Limited                                                            | Worley Limited                                                            | CUSIP: N/A<br>LEI: 549300XDR86FY8OLGP97       | Long             | EC               | CORP              | AU        |       51956 | NS      | $434281.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RHP Hotel Properties, LP                                                  | RHP Hotel Properties, LP                                                  | CUSIP: 749571AF2<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |      258000 | PA      | $257339.52    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Roblox Corporation                                                        | Roblox Corporation                                                        | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6671 | NS      | $540551.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toucan Finco Ltd.                                                         | Toucan Finco Ltd.                                                         | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1022000 | PA      | $1019608.52   | 0.04%             | 2030-05-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Wealthfront Corporation                                                   | Wealthfront Corporation                                                   | CUSIP: 947002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       31376 | NS      | $426399.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                              | Zimmer Biomet Holdings, Inc.                                              | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       10009 | NS      | $900009.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                                  | Lloyds Banking Group PLC                                                  | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $280373.71    | 0.01%             | 2500-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| The Philippines, Government of                                            | The Philippines, Government of                                            | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    44300000 | PA      | $769471.78    | 0.03%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NN Group N.V.                                                             | NN Group N.V.                                                             | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |      275000 | PA      | $328431.67    | 0.01%             | 2500-12-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Victory Street CLO I Designated Activity Company                          | Victory Street CLO I Designated Activity Company                          | CUSIP: N/A<br>LEI: 635400D4KWYZ4IFHKI82       | Long             | ABS-CBDO         | CORP              | IE        |      480000 | PA      | $567683.65    | 0.02%             | 2038-01-15      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| ATI Inc.                                                                  | ATI Inc.                                                                  | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      240000 | PA      | $252909.60    | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bell Canada inc.                                                          | Bell Canada inc.                                                          | CUSIP: 0778FPAP4<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | US        |      135000 | PA      | $139509.86    | 0.01%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc.                                                   | Sun Life Financial Inc.                                                   | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |       57132 | NS      | $3566405.42   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                                           | EQT Corporation                                                           | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      135000 | PA      | $148433.05    | 0.01%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                            | Ecopetrol S.A.                                                            | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |       75000 | PA      | $79800.00     | 0.00%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FS Rialto 2025-FL10 Issuer, LLC                                           | FS Rialto 2025-FL10 Issuer, LLC                                           | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      810000 | PA      | $809493.83    | 0.03%             | 2042-08-19      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Flourishing Trade And Investment Ltd                                      | Flourishing Trade And Investment Ltd                                      | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | US        |     3919154 | PA      | $4056324.39   | 0.16%             | 2028-04-02      | Fixed         | 11.04%                | Yes           |                  3 | On Loan: No      |
| Hilton Worldwide Holdings Inc.                                            | Hilton Worldwide Holdings Inc.                                            | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       14463 | NS      | $4154496.75   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Holdings LLC                                                          | ITT Holdings LLC                                                          | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      213000 | PA      | $204188.19    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario Societa' Per Azioni               | Mediobanca Banca di Credito Finanziario Societa' Per Azioni               | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | EC               | CORP              | IT        |       23245 | NS      | $482104.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ithaca Energy (North Sea) PLC                                             | Ithaca Energy (North Sea) PLC                                             | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | US        |      300000 | PA      | $310653.00    | 0.01%             | 2029-10-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: —       |
| Kioxia Holdings Corporation                                               | Kioxia Holdings Corporation                                               | CUSIP: 49726JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $205750.00    | 0.01%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| KSL Commercial Mortgage Trust 2024-HT2                                    | KSL Commercial Mortgage Trust 2024-HT2                                    | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      606817 | PA      | $606628.46    | 0.02%             | 2026-12-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Kansai Paint Co.,Ltd.                                                     | Kansai Paint Co.,Ltd.                                                     | CUSIP: N/A<br>LEI: 549300ERRV6FTKH9NN70       | Long             | EC               | CORP              | JP        |       17444 | NS      | $275504.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Park River Holdings, Inc.                                                 | Park River Holdings, Inc.                                                 | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98250.00     | 0.00%             | 2030-12-31      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ResMed Inc.                                                               | ResMed Inc.                                                               | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        1023 | NS      | $246410.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPLT_24-1: A ABS                                                          | SPLT_24-1: A ABS                                                          | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      421781 | PA      | $424520.74    | 0.02%             | 2031-02-12      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| TRI Pointe Homes Holdings, Inc.                                           | TRI Pointe Homes Holdings, Inc.                                           | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       15371 | NS      | $483725.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C17                                    | UBS Commercial Mortgage Trust 2019-C17                                    | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      180096 | PA      | $170777.38    | 0.01%             | 2029-09-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                            | United Airlines Holdings, Inc.                                            | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       71455 | NS      | $7990098.10   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed, Inc.                                                           | Wolfspeed, Inc.                                                           | CUSIP: 977852AS1<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |       20160 | PA      | $16359.84     | 0.00%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                               | South Africa, Parliament of                                               | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    21211000 | PA      | $1273641.52   | 0.05%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PCF GmbH                                                                  | PCF GmbH                                                                  | CUSIP: N/A<br>LEI: 5299001ZMR76CCHGY076       | Long             | DBT              | CORP              | DE        |      214900 | PA      | $118067.35    | 0.00%             | 2029-04-15      | Floating      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| ADLER Financing S.a r.l.                                                  | ADLER Financing S.a r.l.                                                  | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |     1212730 | PA      | $1558381.06   | 0.06%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                          | Gobierno Federal de los Estados Unidos Mexicanos                          | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    44544400 | PA      | $2469819.08   | 0.09%             | 2026-09-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Laopu Gold Co., Ltd.                                                      | Laopu Gold Co., Ltd.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |        3200 | NS      | $254665.90    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AGL Energy Limited                                                        | AGL Energy Limited                                                        | CUSIP: N/A<br>LEI: 549300QAZ8A74DEDXO80       | Long             | DBT              | CORP              | AU        |      200000 | PA      | $129556.51    | 0.00%             | 2035-09-30      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Avoca CLO XVIII Designated Activity Company                               | Avoca CLO XVIII Designated Activity Company                               | CUSIP: N/A<br>LEI: 549300K6K5XESJRIKM24       | Long             | ABS-CBDO         | CORP              | IE        |      250000 | PA      | $291854.75    | 0.01%             | 2038-04-15      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Avoca Static CLO I Designated Activity Company                            | Avoca Static CLO I Designated Activity Company                            | CUSIP: N/A<br>LEI: 549300D0MXVAW7ZB0873       | Long             | ABS-CBDO         | CORP              | IE        |      220000 | PA      | $258544.00    | 0.01%             | 2035-01-15      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| StoneCo Ltd.                                                              | StoneCo Ltd.                                                              | CUSIP: N/A<br>LEI: 549300O1A9LEF0XZCR35       | Long             | EC               | CORP              | KY        |        3901 | NS      | $57695.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Government Services Holdings LLC                                  | Amentum Government Services Holdings LLC                                  | CUSIP: 02351XAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      721737 | PA      | $722863.17    | 0.03%             | 2031-07-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Pegasus BidCo B.V.                                                        | Pegasus BidCo B.V.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1333334 | PA      | $1582415.41   | 0.06%             | 2029-07-12      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                                             | Acrisure, LLC                                                             | CUSIP: 00489LAF0<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |      280000 | PA      | $272266.40    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X2                                 | Affirm Asset Securitization Trust 2025-X2                                 | CUSIP: 00835DAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $100180.57    | 0.00%             | 2027-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Ardagh Group S.A.                                                         | Ardagh Group S.A.                                                         | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | US        |     2899000 | PA      | $2663456.25   | 0.10%             | 2030-12-01      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                               | Bank of America Corporation                                               | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      396608 | NS      | $21813440.00  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings, LLC                                                         | CCO Holdings, LLC                                                         | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $299339.25    | 0.01%             | 2027-05-01      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| CrowdStrike Holdings, Inc.                                                | CrowdStrike Holdings, Inc.                                                | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        3855 | NS      | $1807069.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HILT Commercial Mortgage Trust 2024-ORL                                   | HILT Commercial Mortgage Trust 2024-ORL                                   | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      821000 | PA      | $820744.01    | 0.03%             | 2026-05-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical, Inc.                                                  | Intuitive Surgical, Inc.                                                  | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       16179 | NS      | $9163138.44   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                                               | Lockheed Martin Corporation                                               | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        7158 | NS      | $3462109.86   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MHC Commercial Mortgage Trust 2021-MHC                                    | MHC Commercial Mortgage Trust 2021-MHC                                    | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      136800 | PA      | $136964.64    | 0.01%             | 2026-04-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Nestle S.A.                                                               | Nestle S.A.                                                               | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |        4622 | NS      | $458109.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Companies, Inc.                                                    | Rocket Companies, Inc.                                                    | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $104277.00    | 0.00%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Talen Energy Supply, LLC                                                  | Talen Energy Supply, LLC                                                  | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      675000 | PA      | $714656.25    | 0.03%             | 2030-06-01      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Vale S.A.                                                                 | Vale S.A.                                                                 | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |       50512 | NS      | $658171.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Company LLC                                             | Vistra Operations Company LLC                                             | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1615000 | PA      | $1614531.65   | 0.06%             | 2027-02-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Windstream Services, LLC                                                  | Windstream Services, LLC                                                  | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |      143000 | PA      | $147002.57    | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Contourglobal Power Holdings S.A.                                         | Contourglobal Power Holdings S.A.                                         | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |      257000 | PA      | $308945.82    | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Barrick Mining Corporation                                                | Barrick Mining Corporation                                                | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       35788 | NS      | $1558970.18   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square European Loan Funding 2024-2 Designated Activity Company    | Palmer Square European Loan Funding 2024-2 Designated Activity Company    | CUSIP: N/A<br>LEI: 254900G4AVDGFB7U1712       | Long             | ABS-CBDO         | CORP              | IE        |      380000 | PA      | $445632.83    | 0.02%             | 2034-05-15      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Eastroc Beverage(Group) Co., Ltd.                                         | Eastroc Beverage(Group) Co., Ltd.                                         | CUSIP: N/A<br>LEI: 836800LQ338417RCIL29       | Long             | EC               | CORP              | CN        |        4500 | NS      | $171813.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen International Finance N.V.                                     | Volkswagen International Finance N.V.                                     | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $121192.50    | 0.00%             | 2500-12-31      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Bally's Corporation                                                       | Bally's Corporation                                                       | CUSIP: 05875CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      516393 | PA      | $508590.25    | 0.02%             | 2028-08-05      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                        | BX Trust 2019-OC11                                                        | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1238000 | PA      | $1178467.55   | 0.05%             | 2029-12-11      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| California Resources Corporation                                          | California Resources Corporation                                          | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      524000 | PA      | $515485.00    | 0.02%             | 2034-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| L'Oreal                                                                   | L'Oreal                                                                   | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |         763 | NS      | $328222.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales                                                                    | Thales                                                                    | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |        5348 | NS      | $1443936.49   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                    | Hilton Domestic Operating Company Inc.                                    | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205536.00    | 0.01%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ING Groep N.V.                                                            | ING Groep N.V.                                                            | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | US        |      400000 | PA      | $387500.00    | 0.01%             | 2500-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-MHC           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-MHC           | CUSIP: 466330AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      520000 | PA      | $519999.43    | 0.02%             | 2026-04-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Limited                                                 | Mineral Resources Limited                                                 | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | US        |      566000 | PA      | $587672.14    | 0.02%             | 2030-05-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Mohegan Escrow Issuer, LLC                                                | Mohegan Escrow Issuer, LLC                                                | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      211000 | PA      | $222339.14    | 0.01%             | 2031-04-15      | Fixed         | 11.88%                | Yes           |                  2 | On Loan: —       |
| Nelnet Student Loan Trust 2025-A                                          | Nelnet Student Loan Trust 2025-A                                          | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1691493 | PA      | $1685153.97   | 0.06%             | 2057-03-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO XXI Ltd.                                             | Neuberger Berman CLO XXI Ltd.                                             | CUSIP: 64130DBS8<br>LEI: 549300VBBLOSKH8XQ869 | Long             | ABS-CBDO         | CORP              | US        |     6600000 | PA      | $6615094.20   | 0.25%             | 2039-01-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                                              | Advanced Micro Devices, Inc.                                              | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       25249 | NS      | $5407325.84   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                       | Huntington Ingalls Industries, Inc.                                       | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        2981 | NS      | $1013748.67   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc.                                                  | Illinois Tool Works Inc.                                                  | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        9059 | NS      | $2231231.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding XXVII, Ltd.                                          | Madison Park Funding XXVII, Ltd.                                          | CUSIP: 55823RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $250649.50    | 0.01%             | 2038-10-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP                                             | Tallgrass Energy Partners, LP                                             | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      153000 | PA      | $154234.11    | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Weekley Homes, LLC                                                        | Weekley Homes, LLC                                                        | CUSIP: 948565AD8<br>LEI: 5493009MTTQO8ZN53F13 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9822.50      | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Fawry For Banking Technology And Electronic Payments S.A.E                | Fawry For Banking Technology And Electronic Payments S.A.E                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | EG        |      229840 | NS      | $77673.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sappi Papier Holding GmbH                                                 | Sappi Papier Holding GmbH                                                 | CUSIP: N/A<br>LEI: 549300XBCUMUR5CI0181       | Long             | DBT              | CORP              | AT        |      232000 | PA      | $264366.13    | 0.01%             | 2032-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Xerox Corp                                                                | Xerox Corp                                                                | CUSIP: 98415LAY2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      123588 | PA      | $105358.97    | 0.00%             | 2029-11-14      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Xerox Corp                                                                | Xerox Corp                                                                | CUSIP: 98415LAY2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       86178 | PA      | $73466.97     | 0.00%             | 2029-11-14      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| West Deptford Energy Holdings LLC                                         | West Deptford Energy Holdings LLC                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      555210 | PA      | $550468.51    | 0.02%             | 2032-07-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Nippon Steel Corporation                                                  | Nippon Steel Corporation                                                  | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |       31000 | NS      | $126905.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| OCP CLO 2017-13 Ltd                                                       | OCP CLO 2017-13 Ltd                                                       | CUSIP: 67097LAV8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $701708.70    | 0.03%             | 2037-11-26      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals, Inc.                                          | Air Products and Chemicals, Inc.                                          | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       12633 | NS      | $3120603.66   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Azorra Finance Limited                                                    | Azorra Finance Limited                                                    | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | US        |      134000 | PA      | $141537.50    | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2024-VLT4                                                        | BX Trust 2024-VLT4                                                        | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      410000 | PA      | $408978.73    | 0.02%             | 2026-06-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corporation                                                   | Boyd Gaming Corporation                                                   | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |      303000 | PA      | $296179.47    | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-MDHS                                    | BX Commercial Mortgage Trust 2024-MDHS                                    | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      297363 | PA      | $297825.64    | 0.01%             | 2029-05-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings, Inc.                                               | Endo Finance Holdings, Inc.                                               | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      229000 | PA      | $241549.20    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                       | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      209000 | PA      | $214747.50    | 0.01%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc.                                                            | TransDigm Inc.                                                            | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103872.00    | 0.00%             | 2032-03-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                            | Upgrade Master Pass-Thru Trust                                            | CUSIP: 91533RAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      366000 | PA      | $366308.50    | 0.01%             | 2032-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                        | Vertiv Holdings Co                                                        | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       38425 | NS      | $6225234.25   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Finance, LLC                                                 | Wynn Resorts Finance, LLC                                                 | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $102015.00    | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| CaixaBank, S.A.                                                           | CaixaBank, S.A.                                                           | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |      187948 | NS      | $2304595.68   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                              | Nutrien Ltd.                                                              | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |       12141 | NS      | $749397.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Telix Pharmaceuticals Limited                                             | Telix Pharmaceuticals Limited                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       27641 | NS      | $206201.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Investor Aktiebolag                                                       | Investor Aktiebolag                                                       | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |       28576 | NS      | $1020796.84   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ADES Holding Company                                                      | ADES Holding Company                                                      | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | SA        |       29498 | NS      | $137077.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                      | Analog Devices, Inc.                                                      | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |         689 | NS      | $186856.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group Public Limited Company                                     | Vodafone Group Public Limited Company                                     | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      228000 | PA      | $334992.66    | 0.01%             | 2086-08-30      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Progroup AG                                                               | Progroup AG                                                               | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |      224000 | PA      | $269702.19    | 0.01%             | 2029-04-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Arches Buyer Inc.                                                         | Arches Buyer Inc.                                                         | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      124000 | PA      | $121729.60    | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Compass Minerals International, Inc.                                      | Compass Minerals International, Inc.                                      | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |      110000 | PA      | $114970.90    | 0.00%             | 2030-07-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| LY Corporation                                                            | LY Corporation                                                            | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |      300200 | NS      | $798342.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BB Seguridade Participacoes S.A.                                          | BB Seguridade Participacoes S.A.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       97863 | NS      | $644801.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aston Martin Capital Holdings Limited                                     | Aston Martin Capital Holdings Limited                                     | CUSIP: N/A<br>LEI: 213800H4GKEF3CJ8C774       | Long             | DBT              | CORP              | GB        |      411000 | PA      | $504551.40    | 0.02%             | 2029-03-31      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Atos SE                                                                   | Atos SE                                                                   | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | DBT              | CORP              | FR        |      399371 | PA      | $304082.39    | 0.01%             | 2032-12-18      | Fixed         | 1.04%                 | Yes           |                  2 | On Loan: No      |
| Lottomatica S.p.A.                                                        | Lottomatica S.p.A.                                                        | CUSIP: N/A<br>LEI: 81560046335277E43118       | Long             | DBT              | CORP              | IT        |      137000 | PA      | $166154.48    | 0.01%             | 2030-06-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen International Finance N.V.                                     | Volkswagen International Finance N.V.                                     | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $242972.60    | 0.01%             | 2500-12-31      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Arini European CLO IV Designated Activity Company                         | Arini European CLO IV Designated Activity Company                         | CUSIP: N/A<br>LEI: 635400S1CQWFRKNVAN93       | Long             | ABS-CBDO         | CORP              | IE        |      630000 | PA      | $743073.18    | 0.03%             | 2038-01-15      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1398990 | PA      | $1654023.36   | 0.06%             | 2030-02-21      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| GC Treasury Center Company Limited                                        | GC Treasury Center Company Limited                                        | CUSIP: N/A<br>LEI: 549300LUFQBC2EQNAR40       | Long             | DBT              | CORP              | US        |      300000 | PA      | $302718.75    | 0.01%             | 2500-12-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc.                                     | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      154000 | PA      | $158125.66    | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Entegris Escrow Corporation                                               | Entegris Escrow Corporation                                               | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100174.54    | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Evgo Inc.                                                                 | Evgo Inc.                                                                 | CUSIP: 30052F118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22830 | NS      | $1712.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                             | CUSIP: 35641AAB4<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      100000 | PA      | $107073.00    | 0.00%             | 2031-05-15      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                 | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       56000 | PA      | $57666.00     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Escrow Corporation                                             | NCR Atleos Escrow Corporation                                             | CUSIP: 638962AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      645000 | PA      | $699850.80    | 0.03%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Samarco Mineracao S.A.                                                    | Samarco Mineracao S.A.                                                    | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | US        |       22914 | PA      | $23307.83     | 0.00%             | 2031-06-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Tenneco Inc.                                                              | Tenneco Inc.                                                              | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |      109000 | PA      | $109021.80    | 0.00%             | 2028-11-17      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                  | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70735.00     | 0.00%             | 2028-06-01      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| PCF GmbH                                                                  | PCF GmbH                                                                  | CUSIP: N/A<br>LEI: 5299001ZMR76CCHGY076       | Long             | DBT              | CORP              | DE        |      158090 | PA      | $87087.83     | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Shell PLC                                                                 | Shell PLC                                                                 | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      301619 | NS      | $11164030.71  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co., Ltd.                                                    | Nissan Motor Co., Ltd.                                                    | CUSIP: 57160AD83<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      436000 | PA      | $525171.26    | 0.02%             | 2029-07-17      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Mong Duong Finance Holdings B.V.                                          | Mong Duong Finance Holdings B.V.                                          | CUSIP: N/A<br>LEI: 549300995KGQFMWSV879       | Long             | DBT              | CORP              | US        |      173814 | PA      | $172239.29    | 0.01%             | 2029-05-07      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Corporation Trust 2025-800D                        | GS Mortgage Securities Corporation Trust 2025-800D                        | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1139000 | PA      | $1140476.14   | 0.04%             | 2027-11-18      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| The Goodyear Tire & Rubber Company                                        | The Goodyear Tire & Rubber Company                                        | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      215000 | PA      | $203338.40    | 0.01%             | 2033-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| Insmed Incorporated                                                       | Insmed Incorporated                                                       | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |        2348 | NS      | $408645.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Costa Rica Senior Secured Finance                                 | Liberty Costa Rica Senior Secured Finance                                 | CUSIP: 530371AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      291000 | PA      | $305005.83    | 0.01%             | 2031-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc.                                           | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       39643 | NS      | $5649127.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| U C B                                                                     | U C B                                                                     | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |         463 | NS      | $129625.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                         | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      207000 | PA      | $216275.67    | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Pitney Bowes Inc.                                                         | Pitney Bowes Inc.                                                         | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |      934000 | PA      | $934803.24    | 0.04%             | 2027-03-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Visa Inc.                                                                 | Visa Inc.                                                                 | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        6177 | NS      | $2166335.67   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group Public Limited Company                                     | Vodafone Group Public Limited Company                                     | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | US        |       88000 | PA      | $82260.64     | 0.00%             | 2081-06-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co., Ltd.                                                  | Idemitsu Kosan Co., Ltd.                                                  | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |       94600 | NS      | $715713.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Republic of Uzbekistan                                                | The Republic of Uzbekistan                                                | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |      108000 | PA      | $129609.80    | 0.00%             | 2027-05-29      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Sampo Oyj                                                                 | Sampo Oyj                                                                 | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |       51026 | NS      | $614560.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| I&M Holdings Limited                                                      | I&M Holdings Limited                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |      125000 | PA      | $139311.14    | 0.01%             | 2031-07-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Vlada Crne Gore                                                           | Vlada Crne Gore                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ME        |      106000 | PA      | $122246.70    | 0.00%             | 2027-12-16      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| COMMERZBANK Aktiengesellschaft                                            | COMMERZBANK Aktiengesellschaft                                            | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $264398.84    | 0.01%             | 2500-12-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Seche Environnement                                                       | Seche Environnement                                                       | CUSIP: N/A<br>LEI: 969500R9ENNIN33POO20       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $119712.92    | 0.00%             | 2030-03-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Company                                         | Perrigo Finance Unlimited Company                                         | CUSIP: N/A<br>LEI: 549300E86RB6YCTMRM83       | Long             | DBT              | CORP              | IE        |      161000 | PA      | $192402.91    | 0.01%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Localiza Rent A Car S/A                                                   | Localiza Rent A Car S/A                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | BR        |         715 | NS      | $5411.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grunenthal GmbH                                                           | Grunenthal GmbH                                                           | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |      459000 | PA      | $543662.01    | 0.02%             | 2031-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Paprec Holding                                                            | Paprec Holding                                                            | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |      630000 | PA      | $743663.26    | 0.03%             | 2030-07-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Alexandrite Lake Lux Holdings S.a r.l.                                    | Alexandrite Lake Lux Holdings S.a r.l.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |      531000 | PA      | $634252.83    | 0.02%             | 2030-07-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Intrum Investments and Financing AB                                       | Intrum Investments and Financing AB                                       | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |      131534 | PA      | $129652.93    | 0.00%             | 2030-09-11      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Gategroup Finance (Luxembourg) S.A.                                       | Gategroup Finance (Luxembourg) S.A.                                       | CUSIP: N/A<br>LEI: 529900Q1OR7LI4GOGW68       | Long             | DBT              | CORP              | CH        |      505000 | PA      | $631170.31    | 0.02%             | 2027-02-28      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Arcano Euro CLO II Designated Activity Company                            | Arcano Euro CLO II Designated Activity Company                            | CUSIP: N/A<br>LEI: 635400HGPOTPFZDKOF20       | Long             | ABS-CBDO         | CORP              | IE        |      230000 | PA      | $270427.36    | 0.01%             | 2039-07-25      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Rain Carbon Inc.                                                          | Rain Carbon Inc.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1000000 | PA      | $1171157.30   | 0.04%             | 2028-10-31      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Artemis Bidco Ltd                                                         | Artemis Bidco Ltd                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1653543 | PA      | $1957818.04   | 0.08%             | 2032-05-28      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| BX Trust 2024-CNYN                                                        | BX Trust 2024-CNYN                                                        | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      737078 | PA      | $736173.60    | 0.03%             | 2029-04-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| St. James's Place PLC                                                     | St. James's Place PLC                                                     | CUSIP: N/A<br>LEI: 213800M993ICXOMBCP87       | Long             | EC               | CORP              | GB        |       29059 | NS      | $542498.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                            | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      388000 | PA      | $345308.36    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2019-IV Ltd                                                  | CIFC Funding 2019-IV Ltd                                                  | CUSIP: 17182XAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3009600.00   | 0.12%             | 2038-07-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Dell Technologies Inc.                                                    | Dell Technologies Inc.                                                    | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       18207 | NS      | $2291897.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet, Inc.                                                            | Fortinet, Inc.                                                            | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       15053 | NS      | $1195358.73   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                      | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       69000 | PA      | $71600.76     | 0.00%             | 2500-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bankinter Sociedad Anonima                                                | Bankinter Sociedad Anonima                                                | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | EC               | CORP              | ES        |       68111 | NS      | $1132250.73   | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| IndusInd Bank Ltd.                                                        | IndusInd Bank Ltd.                                                        | CUSIP: N/A<br>LEI: 335800JDVJ8HSXG9G512       | Long             | EC               | CORP              | IN        |        9573 | NS      | $91732.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TS Financial Holding Co., Ltd.                                            | TS Financial Holding Co., Ltd.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      298000 | NS      | $193294.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Restaurant Brands International Limited Partnership                       | Restaurant Brands International Limited Partnership                       | CUSIP: 68245XAT6<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | US        |      125000 | PA      | $127272.50    | 0.00%             | 2029-09-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Paramount Skydance Corporation                                            | Paramount Skydance Corporation                                            | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |        5635 | NS      | $75509.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Rockwell Automation, Inc.                                                 | Rockwell Automation, Inc.                                                 | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |         369 | NS      | $143566.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Personal Loan Trust 2023-1                                           | SoFi Personal Loan Trust 2023-1                                           | CUSIP: 78474NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      603816 | PA      | $610590.55    | 0.02%             | 2027-09-13      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                               | Block, Inc.                                                               | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203806.00    | 0.01%             | 2030-08-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Company                                                     | Wells Fargo & Company                                                     | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |         893 | NS      | $1082316.00   | 0.04%             | 2500-01-01      | Fixed         | 7.50%                 | No            |                  1 | On Loan: No      |
| Xenon Pharmaceuticals Inc.                                                | Xenon Pharmaceuticals Inc.                                                | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |        3045 | NS      | $136476.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Media Secured Finance PLC                                          | Virgin Media Secured Finance PLC                                          | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |      525000 | PA      | $648406.32    | 0.02%             | 2030-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VZ Vendor Financing II B.V.                                               | VZ Vendor Financing II B.V.                                               | CUSIP: N/A<br>LEI: 724500DRKUUR3GFOSK76       | Long             | DBT              | CORP              | NL        |      950000 | PA      | $1052244.69   | 0.04%             | 2029-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Vivion Investments S.a r.l.                                               | Vivion Investments S.a r.l.                                               | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |      552000 | PA      | $646005.27    | 0.02%             | 2029-02-28      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Fressnapf Holding SE                                                      | Fressnapf Holding SE                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | DE        |      106000 | PA      | $124127.73    | 0.00%             | 2031-10-31      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Atlantica Infraestructura Sostenible Sociedad Limitada                    | Atlantica Infraestructura Sostenible Sociedad Limitada                    | CUSIP: N/A<br>LEI: 549300ITBBGKJ651R879       | Long             | DBT              | CORP              | GB        |      303000 | PA      | $363118.29    | 0.01%             | 2032-02-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Modulaire Group Holdings Limited                                          | Modulaire Group Holdings Limited                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1000000 | PA      | $1101256.41   | 0.04%             | 2031-07-02      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Ardagh Group S.A.                                                         | Ardagh Group S.A.                                                         | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | US        |     1500635 | PA      | $1626703.35   | 0.06%             | 2030-12-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| CSMC 2020-FACT                                                            | CSMC 2020-FACT                                                            | CUSIP: 126395AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $185891.68    | 0.01%             | 2037-10-15      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                                | Carrier Global Corporation                                                | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       14369 | NS      | $759257.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corporation                                                | Dollar General Corporation                                                | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       16217 | NS      | $2153131.09   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza, Inc.                                                      | Domino's Pizza, Inc.                                                      | CUSIP: 25754A201<br>LEI: 5299004V0Y8MI5D9FF45 | Long             | EC               | CORP              | US        |         668 | NS      | $278435.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co., Ltd.                                             | Samsung Electronics Co., Ltd.                                             | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |       39776 | NS      | $3291146.92   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo           | Comision De Promocion Del Peru Para La Exportacion Y El Turismo           | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | US        |       82000 | PA      | $67774.89     | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                           | Sabre GLBL Inc.                                                           | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      471000 | PA      | $400350.00    | 0.02%             | 2029-11-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                           | Cabinet of Ministers of Ukraine                                           | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |        5120 | PA      | $3020.80      | 0.00%             | 2030-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| West Pharmaceutical Services, Inc.                                        | West Pharmaceutical Services, Inc.                                        | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |         329 | NS      | $90521.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Sabadell, S.A.                                                   | Banco de Sabadell, S.A.                                                   | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |      153500 | NS      | $606891.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano, S.A. B. De C.V.                               | Fomento Economico Mexicano, S.A. B. De C.V.                               | CUSIP: N/A<br>LEI: 549300A8MDWDJNMLV153       | Long             | DBT              | CORP              | MX        |     1000000 | PA      | $1174471.37   | 0.05%             | 2026-02-24      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                        | Alliant Holdings Intermediate, LLC                                        | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      291000 | PA      | $290010.60    | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| American Express Company                                                  | American Express Company                                                  | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        7173 | NS      | $2653651.35   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust 2024-VLT4                                                        | BX Trust 2024-VLT4                                                        | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1025000 | PA      | $1029160.27   | 0.04%             | 2026-06-15      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corporation                                                 | Bausch + Lomb Corporation                                                 | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | US        |      460000 | PA      | $479837.50    | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      554000 | PA      | $576852.50    | 0.02%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia, The                                                  | Bank of Nova Scotia, The                                                  | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |        5966 | NS      | $440011.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                       | Hilton Grand Vacations Borrower LLC                                       | CUSIP: 43284MAB4<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |      246000 | PA      | $228792.30    | 0.01%             | 2031-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| Latch, Inc.                                                               | Latch, Inc.                                                               | CUSIP: 51818V114<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       52569 | NS      | $5.26         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                 | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      110000 | PA      | $113034.90    | 0.00%             | 2029-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MercadoLibre, Inc.                                                        | MercadoLibre, Inc.                                                        | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         767 | NS      | $1544937.42   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL Finance, Ltd.                                                         | NCL Finance, Ltd.                                                         | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $102529.00    | 0.00%             | 2028-03-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| TJX Companies, Inc., The                                                  | TJX Companies, Inc., The                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       71242 | NS      | $10943483.62  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Emirates Integrated Telecommunications Company PJSC                       | Emirates Integrated Telecommunications Company PJSC                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |       34049 | NS      | $91014.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tabcorp Finance Pty Ltd                                                   | Tabcorp Finance Pty Ltd                                                   | CUSIP: N/A<br>LEI: 213800DP7KVM374ANX97       | Long             | DBT              | CORP              | AU        |      250000 | PA      | $165025.65    | 0.01%             | 2031-05-28      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| New Immo Holding                                                          | New Immo Holding                                                          | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118035.91    | 0.00%             | 2030-11-14      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| AIB Group Public Limited Company                                          | AIB Group Public Limited Company                                          | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      250000 | PA      | $300357.61    | 0.01%             | 2500-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HM Treasury                                                               | HM Treasury                                                               | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     8024000 | PA      | $11000907.71  | 0.42%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Edge Finco PLC                                                            | Edge Finco PLC                                                            | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |      599000 | PA      | $857167.65    | 0.03%             | 2031-08-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Arbour CLO VI Designated Activity Company                                 | Arbour CLO VI Designated Activity Company                                 | CUSIP: N/A<br>LEI: 635400HEJB8VLV1GBH66       | Long             | ABS-CBDO         | CORP              | IE        |      440000 | PA      | $513175.19    | 0.02%             | 2037-11-15      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                        | Royalty Pharma PLC                                                        | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |        4514 | NS      | $174420.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaco Holdings, LLC                                                        | Vaco Holdings, LLC                                                        | CUSIP: 91865FAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      648000 | PA      | $526370.40    | 0.02%             | 2029-01-07      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                                               | McAfee, LLC                                                               | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1159354 | PA      | $1066246.61   | 0.04%             | 2029-03-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                     | PT Freeport Indonesia                                                     | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | US        |      347000 | PA      | $347921.87    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X2                                 | Affirm Asset Securitization Trust 2025-X2                                 | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1066818 | PA      | $1068015.30   | 0.04%             | 2026-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-KING                                    | BX Commercial Mortgage Trust 2024-KING                                    | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      483633 | PA      | $483632.78    | 0.02%             | 2026-05-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                              | Barclays PLC                                                              | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |      200000 | PA      | $213250.00    | 0.01%             | 2500-12-31      | Fixed         | 7.63%                 | No            |                  2 | On Loan: —       |
| Cameco Corporation                                                        | Cameco Corporation                                                        | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |       87344 | NS      | $7991102.56   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                                                     | Cardinal Health, Inc.                                                     | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |         681 | NS      | $139945.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Group, Inc.                                          | Constellation Energy Group, Inc.                                          | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |        1392 | NS      | $491751.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmwood CLO II Ltd                                                        | Elmwood CLO II Ltd                                                        | CUSIP: 29001LBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      350000 | PA      | $350713.30    | 0.01%             | 2037-10-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation                                    | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     1325164 | PA      | $50122.87     | 0.00%             | 2029-12-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| Sandor-Palota                                                             | Sandor-Palota                                                             | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | US        |      344000 | PA      | $350238.78    | 0.01%             | 2029-06-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                               | JetBlue Airways Corporation                                               | CUSIP: 477143AH4<br>LEI: 54930070J9H97ZO93T57 | Long             | ABS-CBDO         | CORP              | US        |      172695 | PA      | $153956.21    | 0.01%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                                                 | Fresenius Medical Care AG                                                 | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |       11158 | NS      | $532497.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Isu Petasys Co., Ltd.                                                     | Isu Petasys Co., Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        1196 | NS      | $98376.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                                   | ABB Ltd                                                                   | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |       17108 | NS      | $1266232.95   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                  | Retained Vantage Data Centers Issuer LLC                                  | CUSIP: 76134KAM6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      982000 | PA      | $972064.42    | 0.04%             | 2030-08-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                   | SMB Private Education Loan Trust 2021-A                                   | CUSIP: 78448YAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1714543 | PA      | $1518900.02   | 0.06%             | 2053-01-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                  | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      656000 | PA      | $587940.00    | 0.02%             | 2027-09-30      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO XX Ltd                                                   | Sixth Street CLO XX Ltd                                                   | CUSIP: 83012QAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3007077.00   | 0.12%             | 2038-07-19      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| TELUS Corporation                                                         | TELUS Corporation                                                         | CUSIP: 87971MCL5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | US        |      115000 | PA      | $117365.32    | 0.00%             | 2055-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                  | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      358000 | PA      | $344234.90    | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| VMED O2 UK Financing I PLC                                                | VMED O2 UK Financing I PLC                                                | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | US        |      263000 | PA      | $242194.07    | 0.01%             | 2031-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Whirlpool Corporation                                                     | Whirlpool Corporation                                                     | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99941.00     | 0.00%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Chorus Limited                                                            | Chorus Limited                                                            | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |        5546 | NS      | $512274.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEMIRE Deutsche Mittelstand Real Estate AG                                | DEMIRE Deutsche Mittelstand Real Estate AG                                | CUSIP: N/A<br>LEI: 391200FHEFGXUKL2BO93       | Long             | DBT              | CORP              | DE        |      792682 | PA      | $868679.59    | 0.03%             | 2027-12-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Alibaba Group Holding Limited                                             | Alibaba Group Holding Limited                                             | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |       25400 | NS      | $466717.37    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| F.I.S. - Fabbrica Italiana Sintetici S.p.A.                               | F.I.S. - Fabbrica Italiana Sintetici S.p.A.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |      376000 | PA      | $441875.20    | 0.02%             | 2027-08-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                      | Urzad Rady Ministrow                                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     2739000 | PA      | $776380.61    | 0.03%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                          | Ball Corporation                                                          | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |      336000 | PA      | $403459.51    | 0.02%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Duomo Bidco S.P.A.                                                        | Duomo Bidco S.P.A.                                                        | CUSIP: N/A<br>LEI: 8156008BEDB552B30829       | Long             | DBT              | CORP              | IT        |      401000 | PA      | $474714.21    | 0.02%             | 2032-01-15      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Aurium CLO Vii Designated Activity Company                                | Aurium CLO Vii Designated Activity Company                                | CUSIP: N/A<br>LEI: 549300V2IBKMYWMKX423       | Long             | ABS-CBDO         | CORP              | IE        |      150000 | PA      | $176237.16    | 0.01%             | 2038-10-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Althea Acquisition Bidco S.a.r.l                                          | Althea Acquisition Bidco S.a.r.l                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1232143 | PA      | $1454356.75   | 0.06%             | 2032-10-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                            | Citigroup Inc.                                                            | CUSIP: 17292GKU8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1472000 | PA      | $1472000.00   | 0.06%             | 2030-12-11      | Floating      | 5.92%                 | No            |                  3 | On Loan: No      |
| Cogent Communications Group, LLC                                          | Cogent Communications Group, LLC                                          | CUSIP: 19240WAA7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |      138000 | PA      | $137773.68    | 0.01%             | 2027-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Frontier North Inc.                                                       | Frontier North Inc.                                                       | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $181162.28    | 0.01%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Corporation De Securite Garda World                                       | Corporation De Securite Garda World                                       | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | US        |      300000 | PA      | $305451.00    | 0.01%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Harmony Gold Mining Company                                               | Harmony Gold Mining Company                                               | CUSIP: N/A<br>LEI: 378900986D05F0C29811       | Long             | EC               | CORP              | ZA        |       63185 | NS      | $1271585.21   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Prodigy Finance CM2021-1 Designated Activity Company                      | Prodigy Finance CM2021-1 Designated Activity Company                      | CUSIP: 742855AC3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-CBDO         | CORP              | US        |       38895 | PA      | $38768.27     | 0.00%             | 2051-07-25      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| Walmart Inc.                                                              | Walmart Inc.                                                              | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      159544 | NS      | $17774797.04  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Rakus Co., Ltd.                                                           | Rakus Co., Ltd.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       39104 | NS      | $259466.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Air France - KLM                                                          | Air France - KLM                                                          | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $237390.40    | 0.01%             | 2500-12-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Currenta Group Holdings S.a r.l.                                          | Currenta Group Holdings S.a r.l.                                          | CUSIP: N/A<br>LEI: 222100SF79KCJKYUPE47       | Long             | DBT              | CORP              | LU        |      197000 | PA      | $233380.40    | 0.01%             | 2030-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                               | Federal National Mortgage Association, Inc.                               | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    20495000 | PA      | $18933057.60  | 0.73%             | 2056-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aretec Escrow Issuer 2 Inc.                                               | Aretec Escrow Issuer 2 Inc.                                               | CUSIP: 04020JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      174000 | PA      | $187248.36    | 0.01%             | 2030-08-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-XL5                                     | BX Commercial Mortgage Trust 2024-XL5                                     | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      640036 | PA      | $640400.37    | 0.02%             | 2026-03-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                         | CCO Holdings, LLC                                                         | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $204112.00    | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Churchill Downs Incorporated                                              | Churchill Downs Incorporated                                              | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29936.25     | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica de Guatemala                                     | Gobierno de la Republica de Guatemala                                     | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | US        |      200000 | PA      | $215250.00    | 0.01%             | 2036-06-13      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica de Guatemala                                     | Gobierno de la Republica de Guatemala                                     | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | US        |      260000 | PA      | $285675.00    | 0.01%             | 2032-10-04      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Howard Hughes Corporation, The                                            | Howard Hughes Corporation, The                                            | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      183000 | PA      | $183373.32    | 0.01%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| KBC Groep                                                                 | KBC Groep                                                                 | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |        9150 | NS      | $1194852.98   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                         | Johnson & Johnson                                                         | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       35650 | NS      | $7377767.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Gas Services, LLC                                                  | Kodiak Gas Services, LLC                                                  | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102746.75    | 0.00%             | 2035-10-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                      | NCL Corporation Ltd.                                                      | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |      139000 | PA      | $142331.83    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                          | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       10750 | NS      | $1711830.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                          | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      172000 | PA      | $164472.25    | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-A                                          | Nelnet Student Loan Trust 2021-A                                          | CUSIP: 64035DAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      930000 | PA      | $872501.26    | 0.03%             | 2062-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Newmont Corporation                                                       | Newmont Corporation                                                       | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       14147 | NS      | $1412577.95   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corporation                                          | Occidental Petroleum Corporation                                          | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      270000 | PA      | $276651.34    | 0.01%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc.                                                        | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      804000 | PA      | $842543.76    | 0.03%             | 2029-01-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                     | Axon Enterprise, Inc.                                                     | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      128000 | PA      | $131840.00    | 0.01%             | 2030-03-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                           | Regeneron Pharmaceuticals, Inc.                                           | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        1532 | NS      | $1182504.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Companies, Inc.                                                    | Rocket Companies, Inc.                                                    | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       74000 | PA      | $76382.06     | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BCPE Flavor Debt Merger Sub LLC                                           | BCPE Flavor Debt Merger Sub LLC                                           | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      252000 | PA      | $241307.64    | 0.01%             | 2032-07-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| California Resources Corporation                                          | California Resources Corporation                                          | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      353000 | PA      | $369336.84    | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Salesforce, Inc.                                                          | Salesforce, Inc.                                                          | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       39434 | NS      | $10446460.94  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corporation                                                 | Valero Energy Corporation                                                 | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       18329 | NS      | $2983777.91   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                                               | Verizon Communications Inc.                                               | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      104764 | NS      | $4267037.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group PLC                                                              | 3i Group PLC                                                              | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |       11008 | NS      | $484143.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Century Communities, Inc.                                                 | Century Communities, Inc.                                                 | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |        8852 | NS      | $525366.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes, Inc.                                                           | LGI Homes, Inc.                                                           | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      692000 | PA      | $661641.96    | 0.03%             | 2032-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Suncor Energy Inc.                                                        | Suncor Energy Inc.                                                        | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      100331 | NS      | $4453145.26   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco Aktiebolag                                                    | Atlas Copco Aktiebolag                                                    | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |       85897 | NS      | $1535007.52   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                      | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      653787 | PA      | $801361.00    | 0.03%             | 2028-05-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                          | Deutsche Bank Aktiengesellschaft                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $234095.14    | 0.01%             | 2500-12-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| POP MART International Group Limited                                      | POP MART International Group Limited                                      | CUSIP: N/A<br>LEI: 9845000A05E8F937E337       | Long             | EC               | CORP              | KY        |       48600 | NS      | $1169644.25   | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Invesco Ltd.                                                              | Invesco Ltd.                                                              | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |       31742 | NS      | $833862.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Newco LLC                                                         | Polaris Newco LLC                                                         | CUSIP: 73108RAC2<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |     1979328 | PA      | $2203567.14   | 0.08%             | 2028-06-02      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes Inc.                                                         | Pitney Bowes Inc.                                                         | CUSIP: 72448FAW5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      135197 | PA      | $134183.29    | 0.01%             | 2032-01-31      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| India Cleantech Energy                                                    | India Cleantech Energy                                                    | CUSIP: N/A<br>LEI: 254900DGTS4HHR3Q6F66       | Long             | DBT              | CORP              | US        |      227700 | PA      | $224944.83    | 0.01%             | 2026-08-10      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Progroup AG                                                               | Progroup AG                                                               | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |      188000 | PA      | $224949.82    | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MP Materials Corp.                                                        | MP Materials Corp.                                                        | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22275 | NS      | $1125333.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Methanex Corporation                                                      | Methanex Corporation                                                      | CUSIP: 59151LAA4<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103028.00    | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2021-D                               | Navient Private Education Loan Trust 2021-D                               | CUSIP: 63942CAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      211691 | PA      | $203252.74    | 0.01%             | 2060-04-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| PT. Bank Mandiri                                                          | PT. Bank Mandiri                                                          | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | EC               | CORP              | ID        |     1570900 | NS      | $481089.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                 | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      300000 | PA      | $300750.00    | 0.01%             | 2031-03-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                     | Vodafone Group Public Limited Company                                     | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | US        |      200000 | PA      | $211000.00    | 0.01%             | 2079-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Asahi Intecc Co., Ltd.                                                    | Asahi Intecc Co., Ltd.                                                    | CUSIP: N/A<br>LEI: 353800J3AV2SCNIO8L39       | Long             | EC               | CORP              | JP        |       21800 | NS      | $409020.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                                        | PrestigeBidCo GmbH                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | DE        |      358000 | PA      | $423229.10    | 0.02%             | 2029-07-01      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| King US Bidco, Inc.                                                       | King US Bidco, Inc.                                                       | CUSIP: N/A<br>LEI: 254900FMEU5P81WHKR41       | Long             | DBT              | CORP              | US        |      398000 | PA      | $471017.73    | 0.02%             | 2032-12-01      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                                     | Kongsberg Gruppen ASA                                                     | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |       13466 | NS      | $343877.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TeamSystem S.p.A.                                                         | TeamSystem S.p.A.                                                         | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |      273000 | PA      | $322055.17    | 0.01%             | 2032-07-01      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| SBI Life Insurance Company Limited                                        | SBI Life Insurance Company Limited                                        | CUSIP: N/A<br>LEI: 335800WMVIESQUO95586       | Long             | EC               | CORP              | IN        |       56897 | NS      | $1286313.64   | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Accenture Public Limited Company                                          | Accenture Public Limited Company                                          | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |        7448 | NS      | $1998298.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Grand Harbour CLO 2023-1 Designated Activity Company             | Fidelity Grand Harbour CLO 2023-1 Designated Activity Company             | CUSIP: N/A<br>LEI: 635400GMXFDXRDDHLG52       | Long             | ABS-CBDO         | CORP              | IE        |      440000 | PA      | $511782.67    | 0.02%             | 2038-02-15      | Floating      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Argent Bidco SAS                                                          | Argent Bidco SAS                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1000000 | PA      | $1181075.99   | 0.05%             | 2049-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                | Air Canada                                                                | CUSIP: 008911BD0<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | ABS-CBDO         | CORP              | US        |      931000 | PA      | $958319.08    | 0.04%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                            | AngloGold Ashanti Holdings PLC                                            | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | US        |      292000 | PA      | $280077.58    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Argenx SE                                                                 | Argenx SE                                                                 | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |         228 | NS      | $191736.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avaya Holdings Corp.                                                      | Avaya Holdings Corp.                                                      | CUSIP: 05351X507<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |         177 | NS      | $2507.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust 2025-LIFE                                                        | BX Trust 2025-LIFE                                                        | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      360000 | PA      | $365609.59    | 0.01%             | 2035-06-14      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                           | Benefit Street Partners CLO Ltd                                           | CUSIP: 08182DAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $499734.00    | 0.02%             | 2038-04-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024-ELM                                                        | ELM Trust 2024-ELM                                                        | CUSIP: 26860XBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      918000 | PA      | $925935.38    | 0.04%             | 2027-06-11      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| EPAM Systems, Inc.                                                        | EPAM Systems, Inc.                                                        | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |         936 | NS      | $191767.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GSA2                                    | GS Mortgage Securities Trust 2020-GSA2                                    | CUSIP: 36264KAX8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      930551 | PA      | $57055.17     | 0.00%             | 2053-12-12      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                          | Gray Media, Inc.                                                          | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       85000 | PA      | $86858.95     | 0.00%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| iShares Core S&P Small Cap ETF                                            | iShares Core S&P Small Cap ETF                                            | CUSIP: 464287804<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |       12351 | NS      | $1484343.18   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Companies Inc., The                                          | Estee Lauder Companies Inc., The                                          | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       10240 | NS      | $1072332.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Capital Holdings 1, Inc.                                       | Lions Gate Capital Holdings 1, Inc.                                       | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2662000 | PA      | $2540506.32   | 0.10%             | 2029-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                               | MF1 Multifamily Housing Mortgage Loan Trust                               | CUSIP: 55284DAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      694536 | PA      | $694310.14    | 0.03%             | 2026-12-16      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust 2024- A                                    | Mariner Finance Issuance Trust 2024- A                                    | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      139000 | PA      | $141732.93    | 0.01%             | 2036-09-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                   | Molina Healthcare, Inc.                                                   | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98210.00     | 0.00%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Noble Finance II LLC                                                      | Noble Finance II LLC                                                      | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      126000 | PA      | $130766.58    | 0.01%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Ryan Specialty, LLC                                                       | Ryan Specialty, LLC                                                       | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101808.00    | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corporation                                                    | Sealed Air Corporation                                                    | CUSIP: 812127AB4<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103836.00    | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Spirit Airlines, LLC                                                      | Spirit Airlines, LLC                                                      | CUSIP: 84858DAA6<br>LEI: 549300DCAFIXFNFR3304 | Long             | ABS-CBDO         | CORP              | US        |       22866 | PA      | $21727.17     | 0.00%             | 2028-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                 | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      113000 | PA      | $117640.91    | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                       | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       19309 | NS      | $1610949.87   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                                              | Tenet Healthcare Corporation                                              | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      283000 | PA      | $283229.23    | 0.01%             | 2028-06-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                           | Universal Health Services, Inc.                                           | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        2516 | NS      | $548538.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage                                                                   | Eiffage                                                                   | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |        6087 | NS      | $875534.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Limited                                                   | Macquarie Group Limited                                                   | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |       15190 | NS      | $2051841.33   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| B3 S.A. - Brasil, Bolsa, Balcao                                           | B3 S.A. - Brasil, Bolsa, Balcao                                           | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |      101611 | NS      | $255114.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APCOA GmbH                                                                | APCOA GmbH                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | DE        |      263000 | PA      | $311037.15    | 0.01%             | 2031-04-15      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Forvia                                                                    | Forvia                                                                    | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      179000 | PA      | $209696.06    | 0.01%             | 2027-02-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                               | INEOS Quattro Finance 2 plc                                               | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |      336000 | PA      | $312880.92    | 0.01%             | 2029-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| EDP, S.A.                                                                 | EDP, S.A.                                                                 | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      400000 | PA      | $481244.40    | 0.02%             | 2054-09-16      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Presidencia da Republica                                                  | Presidencia da Republica                                                  | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |     3751000 | PA      | $640803.03    | 0.02%             | 2026-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Lion/Polaris Lux 4 S.A.                                                   | Lion/Polaris Lux 4 S.A.                                                   | CUSIP: N/A<br>LEI: 984500BFD3F99A7UB874       | Long             | DBT              | CORP              | LU        |      459000 | PA      | $544810.96    | 0.02%             | 2029-07-01      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Shiba Bidco S.P.A.                                                        | Shiba Bidco S.P.A.                                                        | CUSIP: N/A<br>LEI: 815600658C215B62EA21       | Long             | DBT              | CORP              | IT        |     1589000 | PA      | $1878298.36   | 0.07%             | 2028-10-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Grifols, S.A.                                                             | Grifols, S.A.                                                             | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |      344000 | PA      | $423839.45    | 0.02%             | 2030-05-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Saudi National Bank, The                                                  | Saudi National Bank, The                                                  | CUSIP: N/A<br>LEI: 5586006ZEFQ542K7CY16       | Long             | EC               | CORP              | SA        |        6318 | NS      | $63694.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TeamSystem S.p.A.                                                         | TeamSystem S.p.A.                                                         | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |      161000 | PA      | $190174.05    | 0.01%             | 2031-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                      | Mehilainen Yhtiot Oy                                                      | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |      100000 | PA      | $118233.35    | 0.00%             | 2032-06-30      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Veritas NewCo.                                                            | Veritas NewCo.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        5842 | NS      | $134366.00    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Presidencia da Republica                                                  | Presidencia da Republica                                                  | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    15160000 | PA      | $2681309.00   | 0.10%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Vedanta Resources Limited                                                 | Vedanta Resources Limited                                                 | CUSIP: N/A<br>LEI: 2138007MYEKPEAZQTW83       | Long             | DBT              | CORP              | US        |      300000 | PA      | $316218.75    | 0.01%             | 2029-09-17      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                               | CUSIP: 01957TAX5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      423527 | PA      | $425454.26    | 0.02%             | 2032-08-06      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao S.A.                                                    | Samarco Mineracao S.A.                                                    | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | US        |       43313 | PA      | $44057.44     | 0.00%             | 2031-06-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust 2021-E                                           | Ajax Mortgage Loan Trust 2021-E                                           | CUSIP: 009740AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2653434 | PA      | $2374538.14   | 0.09%             | 2060-12-25      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Muangthai Capital Public Company Limited                                  | Muangthai Capital Public Company Limited                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      250000 | PA      | $258515.00    | 0.01%             | 2030-07-21      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Dongyang Life Insurance Co., Ltd.                                         | Dongyang Life Insurance Co., Ltd.                                         | CUSIP: N/A<br>LEI: 9884007L6E9UAWKGCX42       | Long             | DBT              | CORP              | US        |      300000 | PA      | $311236.53    | 0.01%             | 2035-05-07      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                         | CCO Holdings, LLC                                                         | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $262545.00    | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation                                    | CUSIP: 3137FMUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     8223871 | PA      | $162061.25    | 0.01%             | 2029-05-25      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Goldstory                                                                 | Goldstory                                                                 | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |      502000 | PA      | $596563.74    | 0.02%             | 2030-02-01      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Digital Holdings LP                                                | Galaxy Digital Holdings LP                                                | CUSIP: 36317GAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      410000 | PA      | $311247.81    | 0.01%             | 2031-05-01      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Carrefour                                                                 | Carrefour                                                                 | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |       10511 | NS      | $175936.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corporation                                                          | KDDI Corporation                                                          | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |       68400 | NS      | $1181792.45   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| A.C.N. 092 200 854 Ltd                                                    | A.C.N. 092 200 854 Ltd                                                    | CUSIP: 74877UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      505698 | PA      | $51834.05     | 0.00%             | 2026-10-01      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| SBA Communications Corporation                                            | SBA Communications Corporation                                            | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |      113000 | PA      | $112016.90    | 0.00%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SPDR Gold Shares                                                          | SPDR Gold Shares                                                          | CUSIP: 78463V107<br>LEI: N/A                  | Long             | EC               | RF                | US        |      158713 | NS      | $62899549.03  | 2.41%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street SPDR S&P Homebuilders ETF                                    | State Street SPDR S&P Homebuilders ETF                                    | CUSIP: 78464A888<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |       12289 | NS      | $1265275.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                  | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      489000 | PA      | $386310.00    | 0.01%             | 2500-12-31      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Akbank Turk Anonim Sirketi                                                | Akbank Turk Anonim Sirketi                                                | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | EC               | CORP              | TR        |      224089 | NS      | $365210.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMS-Osram AG                                                              | AMS-Osram AG                                                              | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |      700000 | PA      | $778883.77    | 0.03%             | 2027-11-03      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Haleon PLC                                                                | Haleon PLC                                                                | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |      119647 | NS      | $603804.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Thailand, Kingdom of                                                      | Thailand, Kingdom of                                                      | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    24593000 | PA      | $835212.55    | 0.03%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Cedacri Mergeco S.P.A.                                                    | Cedacri Mergeco S.P.A.                                                    | CUSIP: N/A<br>LEI: 213800Z5DANXME2K6X50       | Long             | DBT              | CORP              | IT        |      150000 | PA      | $177822.45    | 0.01%             | 2028-05-15      | Floating      | 6.69%                 | Yes           |                  2 | On Loan: No      |
| Penta CLO 17 Designated Activity Company                                  | Penta CLO 17 Designated Activity Company                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      350000 | PA      | $411420.77    | 0.02%             | 2038-08-15      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                              | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |        5570 | NS      | $257481.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jawbone Inc.                                                              | Jawbone Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          19 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Zegona Finance PLC                                                        | Zegona Finance PLC                                                        | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |      152827 | PA      | $188582.40    | 0.01%             | 2029-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RCI Banque                                                                | RCI Banque                                                                | CUSIP: N/A<br>LEI: 8156009DFE7168C3B354       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $238271.80    | 0.01%             | 2037-03-24      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      186000 | PA      | $221599.33    | 0.01%             | 2029-10-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Hydrofarm Holdings Group, Inc.                                            | Hydrofarm Holdings Group, Inc.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      377041 | PA      | $309173.98    | 0.01%             | 2028-10-21      | Floating      | 9.60%                 | No            |                  3 | On Loan: No      |
| Ineos Finance PLC                                                         | Ineos Finance PLC                                                         | CUSIP: G4768PAR2<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |     1000000 | PA      | $963135.15    | 0.04%             | 2031-06-23      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                       | EOG Resources, Inc.                                                       | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       20396 | NS      | $2141783.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corporation                                                      | EchoStar Corporation                                                      | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       55000 | PA      | $60864.10     | 0.00%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                                      | Frontier Communications Parent, Inc.                                      | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100187.50    | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| Imola Merger Corporation                                                  | Imola Merger Corporation                                                  | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |      102000 | PA      | $100725.00    | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Schneider Electric SE                                                     | Schneider Electric SE                                                     | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |        2417 | NS      | $668016.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lululemon Athletica Canada Inc.                                           | Lululemon Athletica Canada Inc.                                           | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |        8430 | NS      | $1751838.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MHC Commercial Mortgage Trust 2021-MHC                                    | MHC Commercial Mortgage Trust 2021-MHC                                    | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       20866 | PA      | $20814.73     | 0.00%             | 2026-04-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Match Group, Inc.                                                         | Match Group, Inc.                                                         | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       59820 | NS      | $1931587.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Vopak N.V.                                                    | Koninklijke Vopak N.V.                                                    | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               | CORP              | NL        |        4756 | NS      | $211700.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DigiPlus Interactive Corp.                                                | DigiPlus Interactive Corp.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | PH        |       84310 | NS      | $23175.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Limited                                                         | Rio Tinto Limited                                                         | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |       13706 | NS      | $1338058.41   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                        | Newell Brands Inc.                                                        | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99415.00     | 0.00%             | 2029-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group, Inc.                                    | The PNC Financial Services Group, Inc.                                    | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        4424 | NS      | $923421.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                                                          | ServiceNow, Inc.                                                          | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       57574 | NS      | $8819761.06   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                                                  | Skyworks Solutions, Inc.                                                  | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       36372 | NS      | $2306348.52   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                           | Cabinet of Ministers of Ukraine                                           | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |       37497 | PA      | $22779.43     | 0.00%             | 2034-02-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| VanEck Semiconductor ETF                                                  | VanEck Semiconductor ETF                                                  | CUSIP: 92189F676<br>LEI: 549300ZLFKNTXC51ZN76 | Long             | EC               | RF                | US        |        6165 | NS      | $2220201.45   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Powszechna Kasa Oszczednosci Bank Polski Spolka Akcyjna                   | Powszechna Kasa Oszczednosci Bank Polski Spolka Akcyjna                   | CUSIP: N/A<br>LEI: P4GTT6GF1W40CVIMFR43       | Long             | EC               | CORP              | PL        |       12616 | NS      | $298221.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rede D'or Sao Luiz S.A.                                                   | Rede D'or Sao Luiz S.A.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       16642 | NS      | $123022.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank, S.A.                                                           | CaixaBank, S.A.                                                           | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      200000 | PA      | $246792.00    | 0.01%             | 2500-12-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| OCS Group Holdings Ltd.                                                   | OCS Group Holdings Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     1000000 | PA      | $1346265.57   | 0.05%             | 2049-12-31      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                    | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     6389000 | PA      | $136012.74    | 0.01%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| Core Scientific, Inc.                                                     | Core Scientific, Inc.                                                     | CUSIP: 21874AAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $151507.60    | 0.01%             | 2031-06-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Devon Energy Corporation                                                  | Devon Energy Corporation                                                  | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       41861 | NS      | $1533368.43   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Presidencia de la Republica Dominicana                                    | Presidencia de la Republica Dominicana                                    | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |      150000 | PA      | $161625.00    | 0.01%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings, LLC                                     | Frontier Communications Holdings, LLC                                     | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1462000 | PA      | $1526708.12   | 0.06%             | 2030-05-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust 2024-1                          | GoodLeap Home Improvement Solutions Trust 2024-1                          | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1483205 | PA      | $1492438.17   | 0.06%             | 2033-04-20      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| Huntington National Bank, The                                             | Huntington National Bank, The                                             | CUSIP: 44644NAP4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-CBDO         | CORP              | US        |      331705 | PA      | $332275.20    | 0.01%             | 2033-09-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| OT MidCo Inc.                                                             | OT MidCo Inc.                                                             | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $197500.00    | 0.01%             | 2030-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust 2021-MF                                    | PKHL Commercial Mortgage Trust 2021-MF                                    | CUSIP: 69356GAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      141000 | PA      | $54604.73     | 0.00%             | 2038-07-15      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Company, The                                             | Procter & Gamble Company, The                                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       33342 | NS      | $4778242.02   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Radio Inc.                                                      | Sirius XM Radio Inc.                                                      | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200216.00    | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Southern Copper Corporation                                               | Southern Copper Corporation                                               | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |        1020 | NS      | $146339.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. Grace Holdings LLC                                                  | W. R. Grace Holdings LLC                                                  | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $79500.00     | 0.00%             | 2027-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                               | Wayfair LLC                                                               | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104141.00    | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CP ALL Public Company Limited                                             | CP ALL Public Company Limited                                             | CUSIP: N/A<br>LEI: 894500LSBZLM09TY1A91       | Long             | EC               | CORP              | TH        |      186400 | NS      | $257146.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Limited                                                         | AIA Group Limited                                                         | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |         205 | NS      | $2102.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                                         | National Grid PLC                                                         | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |      691282 | NS      | $10637836.54  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Darling Global Finance B.V.                                               | Darling Global Finance B.V.                                               | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |      393000 | PA      | $466966.32    | 0.02%             | 2032-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                      | Mehilainen Yhtiot Oy                                                      | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |      301000 | PA      | $357962.33    | 0.01%             | 2032-06-30      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                      | Olympus Water US Holding Corporation                                      | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |      448000 | PA      | $521182.58    | 0.02%             | 2033-02-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| WiseTech Global Limited                                                   | WiseTech Global Limited                                                   | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Long             | EC               | CORP              | AU        |       11758 | NS      | $534269.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Peninsula Pacific Entertainment, LLC                                      | Peninsula Pacific Entertainment, LLC                                      | CUSIP: 70715SAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      235823 | PA      | $236412.12    | 0.01%             | 2032-08-14      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-XL2                                     | BX Commercial Mortgage Trust 2021-XL2                                     | CUSIP: 05609KAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1757000 | PA      | $1748215.03   | 0.07%             | 2038-10-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Cameco Corporation                                                        | Cameco Corporation                                                        | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |        2204 | NS      | $201813.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Grupo Cibest S A                                                          | Grupo Cibest S A                                                          | CUSIP: 40090E106<br>LEI: N/A                  | Long             | EC               | CORP              | CO        |        2507 | NS      | $159470.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adidas AG                                                                 | Adidas AG                                                                 | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |        2831 | NS      | $558272.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR Voyix Corporation                                                     | NCR Voyix Corporation                                                     | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      309000 | PA      | $306237.54    | 0.01%             | 2029-04-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-B                                          | Nelnet Student Loan Trust 2021-B                                          | CUSIP: 64034QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      980000 | PA      | $893073.80    | 0.03%             | 2062-04-20      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo           | Comision De Promocion Del Peru Para La Exportacion Y El Turismo           | CUSIP: 715638EA6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      570000 | PA      | $184966.70    | 0.01%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| PetSmart, LLC                                                             | PetSmart, LLC                                                             | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $307665.00    | 0.01%             | 2033-09-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| ServiceTitan, Inc.                                                        | ServiceTitan, Inc.                                                        | CUSIP: 81764X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       49186 | NS      | $5238309.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                       | Solaris Energy Infrastructure, Inc.                                       | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |      787000 | PA      | $1661238.95   | 0.06%             | 2030-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                              | Antero Midstream Partners LP                                              | CUSIP: 03690AAH9<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100000.00    | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| AES Andes S.A.                                                            | AES Andes S.A.                                                            | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | US        |      200000 | PA      | $206888.40    | 0.01%             | 2029-03-15      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| BAE Systems PLC                                                           | BAE Systems PLC                                                           | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |      426645 | NS      | $9856963.86   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| AppLovin Corporation                                                      | AppLovin Corporation                                                      | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |        3016 | NS      | $2032241.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                                                   | Berkshire Hathaway Inc.                                                   | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        4233 | NS      | $2127717.45   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings, LLC                                                         | CSC Holdings, LLC                                                         | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      491000 | PA      | $363256.53    | 0.01%             | 2029-01-31      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Magnum Management Corporation                                             | Magnum Management Corporation                                             | CUSIP: 150190AE6<br>LEI: 549300WXKIIZD0LII428 | Long             | DBT              | CORP              | US        |      186000 | PA      | $173132.52    | 0.01%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Centene Corporation                                                       | Centene Corporation                                                       | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1093148.65   | 0.04%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc.                                     | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      256000 | PA      | $259768.32    | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Colgate Energy Partners III, LLC                                          | Colgate Energy Partners III, LLC                                          | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |      218000 | PA      | $218747.74    | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation                                    | CUSIP: 3137FTZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     1294804 | PA      | $74402.43     | 0.00%             | 2030-04-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Goodleap Sustainable Home Solutions Trust 2021-3                          | Goodleap Sustainable Home Solutions Trust 2021-3                          | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      423842 | PA      | $345633.40    | 0.01%             | 2036-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| HILT Commercial Mortgage Trust 2024-ORL                                   | HILT Commercial Mortgage Trust 2024-ORL                                   | CUSIP: 403956AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      867000 | PA      | $871315.15    | 0.03%             | 2026-05-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank, The                                             | Huntington National Bank, The                                             | CUSIP: 44644NAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      470020 | PA      | $471405.00    | 0.02%             | 2028-02-20      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company                                | Mauser Packaging Solutions Holding Company                                | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      546000 | PA      | $524083.56    | 0.02%             | 2030-04-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                           | Telefonaktiebolaget LM Ericsson                                           | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |       70154 | NS      | $682908.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                          | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102001.00    | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BAY 2025-LIVN Mortgage Trust                                              | BAY 2025-LIVN Mortgage Trust                                              | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $250868.28    | 0.01%             | 2027-05-17      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                         | CCO Holdings, LLC                                                         | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $367188.00    | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Weichai Power Co., Ltd.                                                   | Weichai Power Co., Ltd.                                                   | CUSIP: N/A<br>LEI: 529900OKTPKBG85F9502       | Long             | EC               | CORP              | CN        |      261000 | NS      | $631804.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Santos Limited                                                            | Santos Limited                                                            | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |      177170 | NS      | $725861.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                       | Venture Global Plaquemines LNG, LLC                                       | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      200000 | PA      | $215460.74    | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                  | Wesco Distribution, Inc.                                                  | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103299.00    | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                     | PayPal Holdings, Inc.                                                     | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |        5222 | NS      | $304860.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prodigy Finance CM2021-1 Designated Activity Company                      | Prodigy Finance CM2021-1 Designated Activity Company                      | CUSIP: 742855AB5<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-CBDO         | CORP              | US        |       44640 | PA      | $44663.72     | 0.00%             | 2051-07-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| REI Agro Limited                                                          | REI Agro Limited                                                          | CUSIP: 74948PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $0.00         | 0.00%             | 2500-12-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                          | Standard Building Solutions Inc.                                          | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91667.00     | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                                           | Wolfspeed, Inc.                                                           | CUSIP: 977852AQ5<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |        8000 | PA      | $11384.88     | 0.00%             | 2031-06-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                                           | Wolfspeed, Inc.                                                           | CUSIP: 97785W106<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |        1072 | NS      | $18663.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Genesis Energy, L.P.                                                      | Genesis Energy, L.P.                                                      | CUSIP: 37185LAR3<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |       95000 | PA      | $98404.80     | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Obayashi Corporation                                                      | Obayashi Corporation                                                      | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |       34400 | NS      | $719069.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Metaplanet Inc.                                                           | Metaplanet Inc.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      101900 | NS      | $263034.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northam Platinum Limited                                                  | Northam Platinum Limited                                                  | CUSIP: N/A<br>LEI: 378900EB75D7D2C73323       | Long             | EC               | CORP              | ZA        |       12903 | NS      | $260831.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Bank Limited                                                         | Axis Bank Limited                                                         | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | EC               | CORP              | IN        |        3549 | NS      | $50058.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                              | Unibail-Rodamco-Westfield SE                                              | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $478677.76    | 0.02%             | 2500-12-31      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Winbond Electronics Corp.                                                 | Winbond Electronics Corp.                                                 | CUSIP: N/A<br>LEI: 254900STBMBTLA91J410       | Long             | EC               | CORP              | TW        |      478000 | NS      | $1263081.42   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                      | Urzad Rady Ministrow                                                      | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | US        |       38000 | PA      | $38457.63     | 0.00%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SM Energy Company                                                         | SM Energy Company                                                         | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      200000 | PA      | $201480.00    | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Palladyne AI Corp.                                                        | Palladyne AI Corp.                                                        | CUSIP: 80359A114<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      120859 | NS      | $7408.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni S.P.A.                                                                | Eni S.P.A.                                                                | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      325000 | PA      | $386714.25    | 0.01%             | 2500-12-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| IPD 3 B.V.                                                                | IPD 3 B.V.                                                                | CUSIP: N/A<br>LEI: 969500GGQQ55ITPK6K28       | Long             | DBT              | CORP              | NL        |      508000 | PA      | $603192.50    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AGL Core CLO 31 Ltd                                                       | AGL Core CLO 31 Ltd                                                       | CUSIP: 00852MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1002383.00   | 0.04%             | 2037-07-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream, LLC                                                 | Blue Racer Midstream, LLC                                                 | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       46000 | PA      | $48760.00     | 0.00%             | 2032-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                        | Compass Datacenters Issuer II, LLC                                        | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1212000 | PA      | $1209180.77   | 0.05%             | 2030-11-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance S.a r.l.                                             | ION Platform Finance S.a r.l.                                             | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |      186000 | PA      | $207858.94    | 0.01%             | 2032-09-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Mr Price Group                                                            | Mr Price Group                                                            | CUSIP: N/A<br>LEI: 378900D3417C35C5D733       | Long             | EC               | CORP              | ZA        |       29997 | NS      | $316985.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DGWD Trust 2025-INFL                                                      | DGWD Trust 2025-INFL                                                      | CUSIP: 23347FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      824000 | PA      | $825121.55    | 0.03%             | 2027-08-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| EG Global Finance PLC                                                     | EG Global Finance PLC                                                     | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | US        |      654000 | PA      | $709125.66    | 0.03%             | 2028-11-30      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SPA                                                       | Intesa Sanpaolo SPA                                                       | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |     2106553 | NS      | $14559545.86  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Jabil Inc.                                                                | Jabil Inc.                                                                | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       10740 | NS      | $2448934.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Providus CLO II Designated Activity Company                               | Providus CLO II Designated Activity Company                               | CUSIP: N/A<br>LEI: 635400JFBYET5G2XFP83       | Long             | ABS-CBDO         | CORP              | IE        |      346000 | PA      | $405399.34    | 0.02%             | 2038-10-15      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| International Entertainment JJCO 3 Ltd                                    | International Entertainment JJCO 3 Ltd                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     2294117 | PA      | $3092356.18   | 0.12%             | 2032-04-02      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Organization S.A.                             | Hellenic Telecommunications Organization S.A.                             | CUSIP: N/A<br>LEI: ELPUFM0XZRZO4LFXW404       | Long             | EC               | CORP              | GR        |       10967 | NS      | $216984.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                                      | Ladder Capital Finance Holdings LLLP                                      | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $105871.81    | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Peninsula Pacific Entertainment, LLC                                      | Peninsula Pacific Entertainment, LLC                                      | CUSIP: 70715SAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1006176 | PA      | $1008691.68   | 0.04%             | 2032-08-14      | Floating      | 8.74%                 | No            |                  3 | On Loan: No      |
| ION Platform Finance US, Inc.                                             | ION Platform Finance US, Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1423530 | PA      | $1595291.64   | 0.06%             | 2032-09-30      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                                        | Vital Energy, Inc.                                                        | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |       82000 | PA      | $80751.35     | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                     | Las Vegas Sands Corp.                                                     | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       28857 | NS      | $1878302.13   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UKG Inc.                                                                  | UKG Inc.                                                                  | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |       32000 | PA      | $32884.80     | 0.00%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Romania, Government of                                                    | Romania, Government of                                                    | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       56000 | PA      | $57640.08     | 0.00%             | 2031-07-16      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                          | Deutsche Bank Aktiengesellschaft                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |       16033 | NS      | $618109.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust 2025-C                                       | Navient Refinance Loan Trust 2025-C                                       | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      717488 | PA      | $717413.35    | 0.03%             | 2055-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co., Ltd.                                      | Hon Hai Precision Industry Co., Ltd.                                      | CUSIP: N/A<br>LEI: 30030004CM3GSZXX7O56       | Long             | EC               | CORP              | TW        |       96000 | NS      | $710578.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ProLogis Inc.                                                             | ProLogis Inc.                                                             | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       14727 | NS      | $1880048.82   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| True Corporation Public Company Limited                                   | True Corporation Public Company Limited                                   | CUSIP: N/A<br>LEI: 529900XJSWQEQFFF7B09       | Long             | EC               | CORP              | TH        |      316300 | NS      | $109343.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement                                                      | Veolia Environnement                                                      | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $233571.00    | 0.01%             | 2500-12-31      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| Schlumberger Limited                                                      | Schlumberger Limited                                                      | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |       10487 | NS      | $402491.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tallgrass Energy Partners, LP                                             | Tallgrass Energy Partners, LP                                             | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      267000 | PA      | $263611.77    | 0.01%             | 2031-09-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust Series 2025-ST6                            | Upgrade Master Pass-Thru Trust Series 2025-ST6                            | CUSIP: 91533QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      344569 | PA      | $344872.12    | 0.01%             | 2032-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass, LLC                                        | Venture Global Calcasieu Pass, LLC                                        | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93895.27     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                         | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | CORP              | NL        |      430000 | PA      | $515872.25    | 0.02%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AERNNOVA Aerospace SAU                                                    | AERNNOVA Aerospace SAU                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |     1302916 | PA      | $1510133.06   | 0.06%             | 2030-02-27      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                       | Abbott Laboratories                                                       | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       47561 | NS      | $5958917.69   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding 2014-III, Ltd.                                               | CIFC Funding 2014-III, Ltd.                                               | CUSIP: 12549QBL8<br>LEI: 549300KEIUMRD7WX5J42 | Long             | ABS-CBDO         | CORP              | US        |     1800000 | PA      | $1799812.80   | 0.07%             | 2038-03-31      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                | Iron Mountain Incorporated                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      123000 | PA      | $123922.50    | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                  | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      300000 | PA      | $298215.00    | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Ziggo B.V.                                                                | Ziggo B.V.                                                                | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | US        |      200000 | PA      | $188520.00    | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corporation, The                                  | Bank of New York Mellon Corporation, The                                  | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       73000 | PA      | $75633.13     | 0.00%             | 2500-12-31      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners, L.P.                                                    | Buckeye Partners, L.P.                                                    | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      158000 | PA      | $165413.36    | 0.01%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| China Hongqiao Group Limited                                              | China Hongqiao Group Limited                                              | CUSIP: N/A<br>LEI: 3003009Q4IBFSDE24571       | Long             | EC               | CORP              | KY        |      152500 | NS      | $637934.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Airtac International Group                                                | Airtac International Group                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       19000 | NS      | $561877.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                               | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      144000 | PA      | $149029.92    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2019-IV Ltd                                                  | CIFC Funding 2019-IV Ltd                                                  | CUSIP: 17182XBC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1299064.00   | 0.05%             | 2038-07-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                             | Republic of Indonesia, The Government of, The                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  3659000000 | PA      | $225596.28    | 0.01%             | 2033-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Vertical Midco GmbH                                                       | Vertical Midco GmbH                                                       | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |     1621000 | PA      | $1909761.68   | 0.07%             | 2027-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                     | Cleveland-Cliffs Inc.                                                     | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      115000 | PA      | $119025.00    | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| Dentsply Sirona Inc.                                                      | Dentsply Sirona Inc.                                                      | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93805.10     | 0.00%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Dolcetto HoldCo S.p.A.                                                    | Dolcetto HoldCo S.p.A.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |      311000 | PA      | $370655.19    | 0.01%             | 2032-07-14      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Fibercop S.P.A.                                                           | Fibercop S.P.A.                                                           | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |      127000 | PA      | $151545.87    | 0.01%             | 2032-06-30      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| General Electric Company                                                  | General Electric Company                                                  | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       28801 | NS      | $8871572.03   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                         | HSBC Holdings PLC                                                         | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |       68000 | PA      | $70635.00     | 0.00%             | 2500-12-31      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc.                                                        | Herc Holdings Inc.                                                        | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      200000 | PA      | $211752.00    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Humana Inc.                                                               | Humana Inc.                                                               | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        1772 | NS      | $453862.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fibercop S.P.A.                                                           | Fibercop S.P.A.                                                           | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |      132000 | PA      | $157512.24    | 0.01%             | 2030-06-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Boels Topholding B.V.                                                     | Boels Topholding B.V.                                                     | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |      178000 | PA      | $215691.27    | 0.01%             | 2030-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Huntsman International LLC                                                | Huntsman International LLC                                                | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |      100000 | PA      | $83778.00     | 0.00%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                               | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99206.00     | 0.00%             | 2034-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Ocado Group PLC                                                           | Ocado Group PLC                                                           | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |      270000 | PA      | $366141.24    | 0.01%             | 2030-06-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Medtronic, Inc.                                                           | Medtronic, Inc.                                                           | CUSIP: N/A<br>LEI: D56MRZY2INAN94ZONZ37       | Long             | EC               | CORP              | IE        |       83410 | NS      | $8012364.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI China ETF                                                    | iShares MSCI China ETF                                                    | CUSIP: 46429B671<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |       84298 | NS      | $5063780.86   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Jefferies Finance LLC                                                     | Jefferies Finance LLC                                                     | CUSIP: 47232MAF9<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |      400000 | PA      | $384200.00    | 0.01%             | 2028-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Seven & I Holdings Co., Ltd.                                              | Seven & I Holdings Co., Ltd.                                              | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | EC               | CORP              | JP        |       43400 | NS      | $623117.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Convatec Group PLC                                                        | Convatec Group PLC                                                        | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               | CORP              | GB        |       79958 | NS      | $262098.87    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AutoNation, Inc.                                                          | AutoNation, Inc.                                                          | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         951 | NS      | $196362.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Financiero Banorte, S.A.B. de C.V.                                  | Grupo Financiero Banorte, S.A.B. de C.V.                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |       96413 | NS      | $890906.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Light and Wonder International, Inc.                                      | Light and Wonder International, Inc.                                      | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       82000 | PA      | $85702.30     | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Lions Gate Capital Holdings LLC                                           | Lions Gate Capital Holdings LLC                                           | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |      177000 | PA      | $142485.00    | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc.                                           | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      247000 | PA      | $247019.76    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Bank, National Association                                       | Flagstar Bank, National Association                                       | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |       90975 | NS      | $1145375.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc.                                                        | Newell Brands Inc.                                                        | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96696.00     | 0.00%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| Nintendo Co., Ltd.                                                        | Nintendo Co., Ltd.                                                        | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |       16200 | NS      | $1095177.13   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Victory Street CLO II Designated Activity Company                         | Victory Street CLO II Designated Activity Company                         | CUSIP: N/A<br>LEI: 635400ZBAAJJTSW7YN78       | Long             | ABS-CBDO         | CORP              | IE        |      380000 | PA      | $446547.86    | 0.02%             | 2039-01-15      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Redstone Holdco 2 L.P.                                                    | Redstone Holdco 2 L.P.                                                    | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1347775 | PA      | $545174.83    | 0.02%             | 2028-04-27      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| Yaskawa Electric Corporation                                              | Yaskawa Electric Corporation                                              | CUSIP: N/A<br>LEI: 3538003K39GR98R0CK58       | Long             | EC               | CORP              | JP        |        9100 | NS      | $277939.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| A.C.N. 092 200 854 Ltd                                                    | A.C.N. 092 200 854 Ltd                                                    | CUSIP: 74877UAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     7017308 | PA      | $0.07         | 0.00%             | 2028-10-01      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                       | Clydesdale Acquisition Holdings Inc                                       | CUSIP: 18972FAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      857320 | PA      | $857465.47    | 0.03%             | 2029-03-30      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Ineos Finance PLC                                                         | Ineos Finance PLC                                                         | CUSIP: G4768PAT8<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     1000000 | PA      | $961019.79    | 0.04%             | 2031-02-07      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Soleno Therapeutics, Inc.                                                 | Soleno Therapeutics, Inc.                                                 | CUSIP: 834203309<br>LEI: 5493003LCY77N7FXK844 | Long             | EC               | CORP              | US        |        2659 | NS      | $123111.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      910000 | PA      | $921948.30    | 0.04%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Instructure Holdings, Inc.                                                | Instructure Holdings, Inc.                                                | CUSIP: 45115DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1987027 | PA      | $1989272.82   | 0.08%             | 2031-11-13      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| UWM Holdings, LLC                                                         | UWM Holdings, LLC                                                         | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      107000 | PA      | $108048.60    | 0.00%             | 2030-02-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                   | Uber Technologies, Inc.                                                   | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       32207 | NS      | $2631633.97   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RunItOneTime LLC                                                          | RunItOneTime LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      182386 | PA      | $182386.03    | 0.01%             | 2026-04-21      | Floating      | 16.42%                | No            |                  3 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                          | Gobierno Federal de los Estados Unidos Mexicanos                          | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |      594000 | PA      | $638823.24    | 0.02%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Volcan Compania Minera S.A.A.                                             | Volcan Compania Minera S.A.A.                                             | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56437.15     | 0.00%             | 2032-10-28      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                          | Virgin Media Secured Finance PLC                                          | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |      761000 | PA      | $920646.83    | 0.04%             | 2030-08-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                               | CUSIP: N/A<br>LEI: 98450038B4549046D794       | Long             | DBT              | CORP              | GB        |     1713000 | PA      | $2248426.94   | 0.09%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                 | Zayo Group Holdings, Inc.                                                 | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |       96228 | PA      | $91416.60     | 0.00%             | 2030-03-09      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen Spolka Akcyjna                              | Powszechny Zaklad Ubezpieczen Spolka Akcyjna                              | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |       66837 | NS      | $1239130.65   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| China Galaxy Securities Co., Ltd.                                         | China Galaxy Securities Co., Ltd.                                         | CUSIP: N/A<br>LEI: 3003008KFQXO06OK8582       | Long             | EC               | CORP              | CN        |      387000 | NS      | $498815.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                                             | Alimentation Couche-Tard Inc.                                             | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |       22867 | NS      | $1248850.91   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ayala Land Inc.                                                           | Ayala Land Inc.                                                           | CUSIP: N/A<br>LEI: 254900EWT10TQ6DKTV34       | Long             | EC               | CORP              | PH        |      234400 | NS      | $89316.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR Voyix Corporation                                                     | NCR Voyix Corporation                                                     | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      247000 | PA      | $244739.95    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| RCI Banque                                                                | RCI Banque                                                                | CUSIP: N/A<br>LEI: 8156009DFE7168C3B354       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $235921.40    | 0.01%             | 2500-12-31      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| ING Groep N.V.                                                            | ING Groep N.V.                                                            | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |      427394 | NS      | $12058439.23  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Maya                                                                      | Maya                                                                      | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |     1693000 | PA      | $2014583.23   | 0.08%             | 2028-10-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Eicher Motors Limited                                                     | Eicher Motors Limited                                                     | CUSIP: N/A<br>LEI: 25490059S64CN2OY7239       | Long             | EC               | CORP              | IN        |        1617 | NS      | $131610.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc.                                                        | CUSIP: 00164VAJ2<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      417000 | PA      | $412656.95    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| British American Tobacco P.L.C.                                           | British American Tobacco P.L.C.                                           | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |       56968 | NS      | $3229790.66   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                                                     | Scentre Group Trust 1                                                     | CUSIP: N/A<br>LEI: 549300SQ859FBKRKSI77       | Long             | DBT              | CORP              | AU        |      690000 | PA      | $440560.73    | 0.02%             | 2035-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SAIC Motor Corporation Limited                                            | SAIC Motor Corporation Limited                                            | CUSIP: N/A<br>LEI: 30030001QBC7EXJJGT71       | Long             | EC               | CORP              | CN        |      453300 | NS      | $986761.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                                            | GoTo Group Inc                                                            | CUSIP: 38349FAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      144245 | PA      | $127656.68    | 0.00%             | 2028-04-28      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco S.a.r.l                                                 | Froneri Lux Finco S.a.r.l                                                 | CUSIP: G3679YAL6<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |     2034883 | PA      | $2396081.61   | 0.09%             | 2032-07-17      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                  | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      125000 | PA      | $130027.50    | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corporation                                               | Deckers Outdoor Corporation                                               | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        2431 | NS      | $252021.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stonegate Pub Company Financing 2019 PLC                                  | Stonegate Pub Company Financing 2019 PLC                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |      369000 | PA      | $489932.83    | 0.02%             | 2029-07-31      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                                     | Banco Bilbao Vizcaya Argentaria, S.A.                                     | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      400000 | PA      | $508274.00    | 0.02%             | 2500-12-31      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Government of Ireland                                                     | Government of Ireland                                                     | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     9631599 | PA      | $10963636.72  | 0.42%             | 2034-10-18      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Stonegate Pub Company Financing 2019 PLC                                  | Stonegate Pub Company Financing 2019 PLC                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |      183000 | PA      | $209237.73    | 0.01%             | 2029-07-31      | Floating      | 8.69%                 | Yes           |                  2 | On Loan: No      |
| eBay Inc.                                                                 | eBay Inc.                                                                 | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       11239 | NS      | $978916.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JNL Government Money Market Fund                                          | JNL Government Money Market Fund                                          | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   196874762 | NS      | $196874762.00 | 7.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ZF Friedrichshafen AG                                                     | ZF Friedrichshafen AG                                                     | CUSIP: N/A<br>LEI: 529900CAYOWB8YIG7X25       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $370600.49    | 0.01%             | 2030-06-12      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Aptiv PLC                                                                 | Aptiv PLC                                                                 | CUSIP: N/A<br>LEI: 254900HTTDFIJZ32GX53       | Long             | EC               | CORP              | JE        |        6125 | NS      | $466051.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cegid SAS                                                                 | Cegid SAS                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1500000 | PA      | $1766872.05   | 0.07%             | 2030-01-16      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                | CUSIP: 88632NBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      502569 | PA      | $502885.33    | 0.02%             | 2032-08-07      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| KKR & Co. Inc.                                                            | KKR & Co. Inc.                                                            | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |       53909 | NS      | $6872319.32   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems, Inc.                                            | Monolithic Power Systems, Inc.                                            | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        1403 | NS      | $1271623.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep N.V.                                                            | ING Groep N.V.                                                            | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | US        |      250000 | PA      | $265972.50    | 0.01%             | 2500-12-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| MediaTek Inc.                                                             | MediaTek Inc.                                                             | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |       12760 | NS      | $579221.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                             | Netflix, Inc.                                                             | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       74131 | NS      | $6950522.56   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ION Platform Finance S.a r.l.                                             | ION Platform Finance S.a r.l.                                             | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |      831000 | PA      | $990335.33    | 0.04%             | 2029-05-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Medco Maple Tree Pte. Ltd.                                                | Medco Maple Tree Pte. Ltd.                                                | CUSIP: N/A<br>LEI: 254900T5AQZNR0THA508       | Long             | DBT              | CORP              | US        |      300000 | PA      | $312939.00    | 0.01%             | 2029-04-27      | Fixed         | 8.96%                 | Yes           |                  2 | On Loan: No      |
| RR 28 Ltd                                                                 | RR 28 Ltd                                                                 | CUSIP: 74989NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      761550 | PA      | $762894.90    | 0.03%             | 2037-04-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Sabre Financial Borrower, LLC                                             | Sabre Financial Borrower, LLC                                             | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      490000 | PA      | $495478.20    | 0.02%             | 2029-06-15      | Fixed         | 11.13%                | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                               | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      467000 | PA      | $441752.81    | 0.02%             | 2033-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                   | Bath & Body Works, Inc.                                                   | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102186.00    | 0.00%             | 2030-10-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| LCM Investments Holdings II, LLC                                          | LCM Investments Holdings II, LLC                                          | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      101000 | PA      | $106623.68    | 0.00%             | 2031-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Robinhood Markets, Inc.                                                   | Robinhood Markets, Inc.                                                   | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |        7121 | NS      | $805385.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuraray Co., Ltd.                                                         | Kuraray Co., Ltd.                                                         | CUSIP: N/A<br>LEI: 549300W9JPTOE739QZ31       | Long             | EC               | CORP              | JP        |        3700 | NS      | $37521.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVER Corporation                                                         | NAVER Corporation                                                         | CUSIP: N/A<br>LEI: 988400ULUQYDB2HQYJ61       | Long             | EC               | CORP              | KR        |        3139 | NS      | $527259.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA Communications Corporation                                            | SBA Communications Corporation                                            | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |      106000 | PA      | $101259.68    | 0.00%             | 2029-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Company, The                                           | Scotts Miracle-Gro Company, The                                           | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      227000 | PA      | $213441.29    | 0.01%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Mizuho Financial Group, Inc.                                              | Mizuho Financial Group, Inc.                                              | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |        7700 | NS      | $281081.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited                        | Taiwan Semiconductor Manufacturing Company Limited                        | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |      582000 | NS      | $28713655.95  | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Light and Wonder International, Inc.                                      | Light and Wonder International, Inc.                                      | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15356.25     | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                       | Solaris Energy Infrastructure, Inc.                                       | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |     2514000 | PA      | $2694404.64   | 0.10%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                 | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      400000 | PA      | $409000.00    | 0.02%             | 2500-12-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| NMC Health PLC                                                            | NMC Health PLC                                                            | CUSIP: N/A<br>LEI: 2138008YQEVWBE1V2M52       | Long             | EC               | CORP              | GB        |      161633 | NS      | $0.22         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Prudential Financial, Inc.                                                | Prudential Financial, Inc.                                                | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       20865 | NS      | $2355241.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gobierno De La Republica Oriental Del Uruguay                             | Gobierno De La Republica Oriental Del Uruguay                             | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     8161000 | PA      | $214185.76    | 0.01%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                  | Advance Auto Parts, Inc.                                                  | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100312.50    | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust 2025-5MW                                   | BFLD Commercial Mortgage Trust 2025-5MW                                   | CUSIP: 088921AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1132000 | PA      | $1160107.56   | 0.04%             | 2030-10-11      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                           | Bombardier Inc.                                                           | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | US        |       11000 | PA      | $11714.34     | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Teck Resources Limited                                                    | Teck Resources Limited                                                    | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |       26290 | NS      | $1258617.83   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                        | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100341.80    | 0.00%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 77 B Ltd                                       | Golub Capital Partners CLO 77 B Ltd                                       | CUSIP: 38180QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $250288.00    | 0.01%             | 2038-01-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                         | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       45965 | NS      | $4838275.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 26 Ltd                                 | Neuberger Berman Loan Advisers CLO 26 Ltd                                 | CUSIP: 64131QAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $501418.50    | 0.02%             | 2038-10-18      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                  | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      215000 | PA      | $225532.85    | 0.01%             | 2031-11-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO XXI Ltd                                                      | Symphony CLO XXI Ltd                                                      | CUSIP: 87166RGE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      192791 | PA      | $192786.87    | 0.01%             | 2032-07-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| International Container Terminal Services, Inc.                           | International Container Terminal Services, Inc.                           | CUSIP: N/A<br>LEI: 254900FU1MWK0I0Q4J61       | Long             | EC               | CORP              | PH        |       12100 | NS      | $116506.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                                            | Abu Dhabi Commercial Bank PJSC                                            | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | EC               | CORP              | AE        |       28050 | NS      | $109216.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nidec Corporation                                                         | Nidec Corporation                                                         | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |      123100 | NS      | $1677037.65   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Shinsei Bank, Limited                                                 | SBI Shinsei Bank, Limited                                                 | CUSIP: N/A<br>LEI: 549300PZYOQ2NW83V760       | Long             | EC               | CORP              | JP        |       44900 | NS      | $498761.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ulta Beauty, Inc.                                                         | Ulta Beauty, Inc.                                                         | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        1089 | NS      | $658855.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals (North America), Inc.                                      | United Rentals (North America), Inc.                                      | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      233000 | PA      | $235686.49    | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR3 Trust                                      | Progress Residential 2021-SFR3 Trust                                      | CUSIP: 74333VAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      419248 | PA      | $415900.22    | 0.02%             | 2026-05-19      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                | Government of Saudi Arabia                                                | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |      316000 | PA      | $280141.90    | 0.01%             | 2053-01-18      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PT. Astra International                                                   | PT. Astra International                                                   | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |      169200 | NS      | $67827.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONETA Money Bank, a.s.                                                   | MONETA Money Bank, a.s.                                                   | CUSIP: N/A<br>LEI: I6USJ58BDV2BO5KP3C31       | Long             | EC               | CORP              | CZ        |        8011 | NS      | $75364.52     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Viking Cruises Limited                                                    | Viking Cruises Limited                                                    | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100181.00    | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| VistaJet Malta Finance P.L.C.                                             | VistaJet Malta Finance P.L.C.                                             | CUSIP: 92840JAD1<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100750.00    | 0.00%             | 2027-05-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                             | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      203000 | PA      | $201357.73    | 0.01%             | 2027-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                     | Sumitomo Mitsui Financial Group, Inc.                                     | CUSIP: 86562MDW7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | US        |      107000 | PA      | $108599.26    | 0.00%             | 2500-12-31      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Krungthai Card Public Company Limited                                     | Krungthai Card Public Company Limited                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |      190800 | NS      | $158668.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Urad Vlady Ceske Republiky                                                | Urad Vlady Ceske Republiky                                                | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    18690000 | PA      | $919073.76    | 0.04%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                           | Cabinet of Ministers of Ukraine                                           | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |       56246 | PA      | $41903.27     | 0.00%             | 2029-02-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Legrand                                                                   | Legrand                                                                   | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |        7924 | NS      | $1182372.96   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Borouge PLC                                                               | Borouge PLC                                                               | CUSIP: N/A<br>LEI: 2549001Z4YA6WG9MBM08       | Long             | EC               | CORP              | AE        |      167254 | NS      | $119766.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eircom Limited                                                            | Eircom Limited                                                            | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |      442000 | PA      | $527339.05    | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                               | South Africa, Parliament of                                               | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    51469169 | PA      | $3180035.97   | 0.12%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance PLC                                        | BCP V Modular Services Finance PLC                                        | CUSIP: N/A<br>LEI: 213800K8U94KVZL98H64       | Long             | DBT              | CORP              | GB        |     1195000 | PA      | $1084520.09   | 0.04%             | 2029-11-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Boels Topholding B.V.                                                     | Boels Topholding B.V.                                                     | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |      949000 | PA      | $1148722.73   | 0.04%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Elo                                                                       | Elo                                                                       | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $234847.27    | 0.01%             | 2026-01-29      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Vista Energy Argentina S.A.U.                                             | Vista Energy Argentina S.A.U.                                             | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | US        |       34000 | PA      | $34765.00     | 0.00%             | 2033-06-10      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Xerox Corporation                                                         | Xerox Corporation                                                         | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     1218000 | PA      | $1173847.50   | 0.05%             | 2030-10-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: —       |
| Centrica PLC                                                              | Centrica PLC                                                              | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |      513000 | PA      | $711379.20    | 0.03%             | 2055-05-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Rossini S.a r.l.                                                          | Rossini S.a r.l.                                                          | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |      214000 | PA      | $263753.07    | 0.01%             | 2029-12-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                          | Gobierno Federal de los Estados Unidos Mexicanos                          | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    54945400 | PA      | $2830274.34   | 0.11%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CRH Public Limited Company                                                | CRH Public Limited Company                                                | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |       65660 | NS      | $8194368.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| alstria office AG                                                         | alstria office AG                                                         | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $360348.05    | 0.01%             | 2031-03-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Kestrel Acquisition LLC                                                   | Kestrel Acquisition LLC                                                   | CUSIP: 44579UAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      608475 | PA      | $608475.00    | 0.02%             | 2031-11-10      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1000000 | PA      | $1182298.20   | 0.05%             | 2049-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Techtronic Industries Company Limited                                     | Techtronic Industries Company Limited                                     | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |       91000 | NS      | $1048009.16   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                                                   | SSAB AB                                                                   | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |       19598 | NS      | $147408.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                         | NatWest Group PLC                                                         | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |      342962 | NS      | $3010435.59   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Loxama                                                                    | Loxama                                                                    | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |      854100 | PA      | $1037614.49   | 0.04%             | 2029-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Spirit Airlines, LLC                                                      | Spirit Airlines, LLC                                                      | CUSIP: 84858WAA4<br>LEI: 549300DCAFIXFNFR3304 | Long             | ABS-CBDO         | CORP              | US        |      271338 | PA      | $237538.58    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Summit Issuer, LLC                                                        | Summit Issuer, LLC                                                        | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1237000 | PA      | $1242237.95   | 0.05%             | 2030-11-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo LLC                                                        | APLD ComputeCo LLC                                                        | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $98000.00     | 0.00%             | 2030-12-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Arcosa, Inc.                                                              | Arcosa, Inc.                                                              | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |      137000 | PA      | $144287.03    | 0.01%             | 2032-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Rio Tinto PLC                                                             | Rio Tinto PLC                                                             | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |        4720 | NS      | $381528.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                    | CVS Health Corporation                                                    | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104927.34    | 0.00%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                               | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      155000 | PA      | $148477.60    | 0.01%             | 2029-10-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: —       |
| Cipher Compute LLC                                                        | Cipher Compute LLC                                                        | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       82000 | PA      | $83625.24     | 0.00%             | 2030-11-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Concord Music Royalties LLC                                               | Concord Music Royalties LLC                                               | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      441000 | PA      | $446332.00    | 0.02%             | 2029-10-20      | Fixed         | 5.64%                 | No            |                  3 | On Loan: No      |
| Harvest Midstream I, L.P.                                                 | Harvest Midstream I, L.P.                                                 | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      121000 | PA      | $122375.77    | 0.00%             | 2028-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Naturgy Energy Group S.A.                                                 | Naturgy Energy Group S.A.                                                 | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |        9351 | NS      | $284885.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-A                                          | Nelnet Student Loan Trust 2021-A                                          | CUSIP: 64035DAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      981000 | PA      | $890399.16    | 0.03%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Company LLC                                       | Nissan Motor Acceptance Company LLC                                       | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      222000 | PA      | $221753.58    | 0.01%             | 2028-09-29      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                           | Sabre GLBL Inc.                                                           | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      682000 | PA      | $560829.26    | 0.02%             | 2030-03-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-C                                   | SMB Private Education Loan Trust 2021-C                                   | CUSIP: 83208AAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      108163 | PA      | $96707.69     | 0.00%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| USA Compression Finance Corp.                                             | USA Compression Finance Corp.                                             | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       34000 | PA      | $34340.00     | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                             | Vistra Operations Company LLC                                             | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      300000 | PA      | $317850.00    | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank                                                               | Truist Bank                                                               | CUSIP: 897926CB5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | ABS-CBDO         | CORP              | US        |     1126427 | PA      | $1129286.48   | 0.04%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 Issuer Trust                                               | UPX HIL 2025-1 Issuer Trust                                               | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1212676 | PA      | $1222950.76   | 0.05%             | 2032-06-25      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| Engie                                                                     | Engie                                                                     | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |       70895 | NS      | $1867895.06   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ASMedia Technology Inc.                                                   | ASMedia Technology Inc.                                                   | CUSIP: N/A<br>LEI: 529900CQG67FQMMNX678       | Long             | EC               | CORP              | TW        |        6000 | NS      | $231163.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes III Designated Activity Company       | Virgin Media Vendor Financing Notes III Designated Activity Company       | CUSIP: N/A<br>LEI: 635400SSKC2QCGEPIQ43       | Long             | DBT              | CORP              | GB        |     1382000 | PA      | $1811638.74   | 0.07%             | 2028-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BCP V Modular Services Finance II PLC                                     | BCP V Modular Services Finance II PLC                                     | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |     1389000 | PA      | $1758542.11   | 0.07%             | 2028-11-30      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Al Rajhi Banking and Investment Corporation                               | Al Rajhi Banking and Investment Corporation                               | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               | CORP              | SA        |       15910 | NS      | $413239.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| eMemory Technology Inc.                                                   | eMemory Technology Inc.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |        7000 | NS      | $385030.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Development LLC                                                     | Emaar Development LLC                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |       24101 | NS      | $99286.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch+Lomb Netherlands B.V.                                              | Bausch+Lomb Netherlands B.V.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CA        |      181000 | PA      | $216412.37    | 0.01%             | 2031-01-15      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Group S.A.                                                         | Ardagh Group S.A.                                                         | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | DBT              | CORP              | LU        |     1363000 | PA      | $1459525.92   | 0.06%             | 2030-12-01      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: —       |
| MPT Operating Partnership, L.P.                                           | MPT Operating Partnership, L.P.                                           | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |      339000 | PA      | $412260.85    | 0.02%             | 2032-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Japan Post Bank Co., Ltd.                                                 | Japan Post Bank Co., Ltd.                                                 | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |       80800 | NS      | $1139808.96   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ITG Communications, LLC                                                   | ITG Communications, LLC                                                   | CUSIP: 45045PAQ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1399000 | PA      | $1350035.00   | 0.05%             | 2031-07-01      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 S.a r.l.                                               | Albion Financing 1 S.a r.l.                                               | CUSIP: N/A<br>LEI: 259400W9CABUZBRDLP97       | Long             | DBT              | CORP              | LU        |      345000 | PA      | $417080.24    | 0.02%             | 2030-05-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| New Immo Holding                                                          | New Immo Holding                                                          | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $594733.46    | 0.02%             | 2028-12-08      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Greece S.A.                                              | National Bank of Greece S.A.                                              | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | DBT              | CORP              | GR        |      200000 | PA      | $251034.47    | 0.01%             | 2035-06-28      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Texas Debt Capital Euro CLO 2025-I Designated Activity Company            | Texas Debt Capital Euro CLO 2025-I Designated Activity Company            | CUSIP: N/A<br>LEI: 635400XVZA41DT69MQ04       | Long             | ABS-CBDO         | CORP              | IE        |      520000 | PA      | $609408.79    | 0.02%             | 2039-04-16      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                    | Arsenal AIC Parent LLC                                                    | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      317000 | PA      | $347996.26    | 0.01%             | 2031-10-01      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| GoTo Group Inc                                                            | GoTo Group Inc                                                            | CUSIP: 38349FAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       33560 | PA      | $12944.37     | 0.00%             | 2028-04-28      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| Beignet Investments, LLC                                                  | Beignet Investments, LLC                                                  | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4997000 | PA      | $5290495.30   | 0.20%             | 2049-05-30      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| Chevron Corporation                                                       | Chevron Corporation                                                       | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       55484 | NS      | $8456316.44   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                                                        | Ford Motor Company                                                        | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      278479 | NS      | $3653644.48   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INEOS Finance PLC                                                         | INEOS Finance PLC                                                         | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | US        |      200000 | PA      | $172000.00    | 0.01%             | 2029-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| iShares MSCI Brazil ETF                                                   | iShares MSCI Brazil ETF                                                   | CUSIP: 464286400<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |       40596 | NS      | $1289734.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Telenor ASA                                                               | Telenor ASA                                                               | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |       28134 | NS      | $408937.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                     | Eli Lilly and Company                                                     | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       25416 | NS      | $27314066.88  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Infosys Limited                                                           | Infosys Limited                                                           | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               | CORP              | IN        |       23718 | NS      | $423622.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corporation                                             | FUJIFILM Holdings Corporation                                             | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |       18951 | NS      | $405169.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kakaku.com, Inc.                                                          | Kakaku.com, Inc.                                                          | CUSIP: N/A<br>LEI: 353800KA15Y0DCPWYY65       | Long             | EC               | CORP              | JP        |       20700 | NS      | $305474.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                 | Panther Escrow Issuer LLC                                                 | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      131000 | PA      | $135797.22    | 0.01%             | 2031-06-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                             | PepsiCo, Inc.                                                             | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        9710 | NS      | $1393579.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Group, Inc.                                                 | T. Rowe Price Group, Inc.                                                 | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |        6113 | NS      | $625848.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corporation, The                                              | Progressive Corporation, The                                              | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       43922 | NS      | $10001917.84  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Limited                                                  | Tencent Holdings Limited                                                  | CUSIP: 88032Q109<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |         220 | NS      | $16841.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Incorporated                                           | UnitedHealth Group Incorporated                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       12992 | NS      | $4288789.12   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Versant Media Group, Inc.                                                 | Versant Media Group, Inc.                                                 | CUSIP: 925283AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       42000 | PA      | $43281.42     | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| PT. Mitra Adiperkasa                                                      | PT. Mitra Adiperkasa                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ID        |      671400 | NS      | $46856.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genius Electronic Optical Co., Ltd.                                       | Genius Electronic Optical Co., Ltd.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       30580 | NS      | $437865.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                                 | Partners Group Holding AG                                                 | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |        2170 | NS      | $2660658.40   | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| PT. Telekomunikasi Indonesia                                              | PT. Telekomunikasi Indonesia                                              | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |      152500 | NS      | $31795.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kondor Finance PLC                                                        | Kondor Finance PLC                                                        | CUSIP: N/A<br>LEI: 213800PUC1T9GI6EIO63       | Long             | DBT              | CORP              | GB        |      123877 | PA      | $120463.37    | 0.00%             | 2026-07-19      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Herens Holdco S.a r.l.                                                    | Herens Holdco S.a r.l.                                                    | CUSIP: N/A<br>LEI: 2221002FZ55AMAUX4G64       | Long             | DBT              | CORP              | LU        |      944000 | PA      | $610163.83    | 0.02%             | 2029-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                      | Heimstaden Bostad AB                                                      | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | NL        |      219000 | PA      | $253186.55    | 0.01%             | 2027-03-03      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Motion Finco S.a r.l.                                                     | Motion Finco S.a r.l.                                                     | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | DBT              | CORP              | LU        |      294000 | PA      | $312685.46    | 0.01%             | 2030-06-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Intrum Investments and Financing AB                                       | Intrum Investments and Financing AB                                       | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |      161288 | PA      | $159692.22    | 0.01%             | 2029-09-11      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Avaya, Inc.                                                               | Avaya, Inc.                                                               | CUSIP: 05349UBN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        5676 | PA      | $5076.00      | 0.00%             | 2028-08-01      | Floating      | 11.42%                | No            |                  2 | On Loan: No      |
| PAX Holdco Spain SLU                                                      | PAX Holdco Spain SLU                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1632296 | PA      | $1922072.43   | 0.07%             | 2029-12-31      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Parts Europe                                                              | Parts Europe                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1131512 | PA      | $1344712.61   | 0.05%             | 2031-02-03      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                     | Coinbase Global, Inc.                                                     | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |        2617 | NS      | $591808.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAE Inc.                                                                  | CAE Inc.                                                                  | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |        8012 | NS      | $243649.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankinter Sociedad Anonima                                                | Bankinter Sociedad Anonima                                                | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |      200000 | PA      | $251786.60    | 0.01%             | 2500-12-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Dynamo NewCo II GmbH                                                      | Dynamo NewCo II GmbH                                                      | CUSIP: N/A<br>LEI: 391200FDSPYB8FKV7F97       | Long             | DBT              | CORP              | DE        |      185000 | PA      | $222575.53    | 0.01%             | 2031-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| D.R. Horton, Inc.                                                         | D.R. Horton, Inc.                                                         | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       43126 | NS      | $6211437.78   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortis Inc.                                                               | Fortis Inc.                                                               | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |       20867 | NS      | $1084892.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Flatiron CLO 28 Ltd                                                       | Flatiron CLO 28 Ltd                                                       | CUSIP: 33884EAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $250399.00    | 0.01%             | 2036-07-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                             | Ford Motor Credit Company LLC                                             | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      225000 | PA      | $224700.01    | 0.01%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Fortescue Ltd                                                             | Fortescue Ltd                                                             | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |       47176 | NS      | $689720.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corporation                                                       | Olympus Corporation                                                       | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |       88400 | NS      | $1121017.03   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Offerpad Solutions Inc.                                                   | Offerpad Solutions Inc.                                                   | CUSIP: 67623L117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       34553 | NS      | $483.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Finance Corporation                                               | OneMain Finance Corporation                                               | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       75000 | PA      | $78200.25     | 0.00%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Limited                                                  | Woolworths Group Limited                                                  | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |       27595 | NS      | $540828.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                                 | Holcim AG                                                                 | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |       17075 | NS      | $1663800.16   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LPP Spolka Akcyjna                                                        | LPP Spolka Akcyjna                                                        | CUSIP: N/A<br>LEI: 259400NUS7MKGPJL4752       | Long             | EC               | CORP              | PL        |          76 | NS      | $440228.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SCG Commercial Mortgage Trust 2025-DLFN                                   | SCG Commercial Mortgage Trust 2025-DLFN                                   | CUSIP: 78398EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      520000 | PA      | $516756.86    | 0.02%             | 2027-03-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                  | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     1778000 | PA      | $1789788.14   | 0.07%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Tesla Inc.                                                                | Tesla Inc.                                                                | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       42786 | NS      | $19241719.92  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| VistaJet Malta Finance P.L.C.                                             | VistaJet Malta Finance P.L.C.                                             | CUSIP: 92840JAB5<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95125.00     | 0.00%             | 2030-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| VoltaGrid LLC                                                             | VoltaGrid LLC                                                             | CUSIP: 92874BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      848000 | PA      | $840113.60    | 0.03%             | 2030-11-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                               | Wayfair LLC                                                               | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102676.00    | 0.00%             | 2032-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Company                                                     | Wells Fargo & Company                                                     | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      232674 | NS      | $21685216.80  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitebox Clo V Ltd                                                        | Whitebox Clo V Ltd                                                        | CUSIP: 96467PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3005919.00   | 0.12%             | 2038-07-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Symrise AG                                                                | Symrise AG                                                                | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |        9917 | NS      | $799875.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rasan Information Technology Company                                      | Rasan Information Technology Company                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |        7557 | NS      | $234211.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                                                 | Argenx SE                                                                 | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |         449 | NS      | $378059.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Engineering - Ingegneria Informatica - S.P.A.                             | Engineering - Ingegneria Informatica - S.P.A.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |      215000 | PA      | $270324.44    | 0.01%             | 2030-02-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Worldline                                                                 | Worldline                                                                 | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $103629.14    | 0.00%             | 2029-11-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| ICICI Bank Limited                                                        | ICICI Bank Limited                                                        | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |        3344 | NS      | $49843.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wal-Mart de Mexico, S.A.B. de C.V.                                        | Wal-Mart de Mexico, S.A.B. de C.V.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |       40372 | NS      | $125227.07    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Capital Four CLO VIII Designated Activity Company                         | Capital Four CLO VIII Designated Activity Company                         | CUSIP: N/A<br>LEI: 2549006Z0XBVN3OW8T93       | Long             | ABS-CBDO         | CORP              | IE        |      520000 | PA      | $614097.18    | 0.02%             | 2037-10-25      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Xerox Corp                                                                | Xerox Corp                                                                | CUSIP: 98415LAY2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        5033 | PA      | $4290.47      | 0.00%             | 2029-11-14      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                   | X Corp.                                                                   | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      279000 | PA      | $277803.09    | 0.01%             | 2199-12-31      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| RunItOneTime LLC                                                          | RunItOneTime LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14286 | PA      | $13964.46     | 0.00%             | 2026-04-16      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Albertsons Companies, Inc.                                                | Albertsons Companies, Inc.                                                | CUSIP: 01309QAB4<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |       33000 | PA      | $33906.51     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Alexander Funding Trust II                                                | Alexander Funding Trust II                                                | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      295000 | PA      | $314919.58    | 0.01%             | 2028-07-31      | Fixed         | 7.47%                 | Yes           |                  2 | On Loan: No      |
| Ashton Woods USA L.L.C.                                                   | Ashton Woods USA L.L.C.                                                   | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      301000 | PA      | $301382.27    | 0.01%             | 2033-08-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| Frontier Communications Holdings, LLC                                     | Frontier Communications Holdings, LLC                                     | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      415000 | PA      | $421457.40    | 0.02%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| SAP SE                                                                    | SAP SE                                                                    | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |       10566 | NS      | $2556678.51   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| LoanCore 2025-CRE8 Issuer LLC                                             | LoanCore 2025-CRE8 Issuer LLC                                             | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      830000 | PA      | $829999.75    | 0.03%             | 2029-11-01      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Keyence Corporation                                                       | Keyence Corporation                                                       | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |        4300 | NS      | $1556482.08   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Escrow Inc.                                                       | Nexstar Escrow Inc.                                                       | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      229000 | PA      | $229325.18    | 0.01%             | 2027-07-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Greek Organisation of Football Prognostics S.A.                           | Greek Organisation of Football Prognostics S.A.                           | CUSIP: N/A<br>LEI: 213800M4NRGFJCI34834       | Long             | EC               | CORP              | GR        |        5715 | NS      | $128265.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                            | TransDigm Inc.                                                            | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      600000 | PA      | $618924.00    | 0.02%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Localiza Rent A Car S/A                                                   | Localiza Rent A Car S/A                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       18580 | NS      | $146385.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontken Corporation Berhad                                               | Frontken Corporation Berhad                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |      174700 | NS      | $179556.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon AG                                                                  | Alcon AG                                                                  | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |        7757 | NS      | $610602.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bellis Acquisition Company PLC                                            | Bellis Acquisition Company PLC                                            | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |      677000 | PA      | $770747.57    | 0.03%             | 2031-07-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| Nationwide Building Society                                               | Nationwide Building Society                                               | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      567000 | PA      | $794729.53    | 0.03%             | 2500-12-31      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V.                           | Teva Pharmaceutical Finance Netherlands II B.V.                           | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      677000 | PA      | $950245.23    | 0.04%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance S.a r.l.                                             | ION Platform Finance S.a r.l.                                             | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |      241000 | PA      | $273364.20    | 0.01%             | 2030-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| J&J Ventures Gaming, LLC                                                  | J&J Ventures Gaming, LLC                                                  | CUSIP: 46604BAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      624096 | PA      | $618928.79    | 0.02%             | 2030-04-26      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Jack Ohio Finance LLC                                                     | Jack Ohio Finance LLC                                                     | CUSIP: 46647KAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      252095 | PA      | $250645.45    | 0.01%             | 2032-01-28      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Pinewood Finco PLC                                                        | Pinewood Finco PLC                                                        | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |      828000 | PA      | $1119228.11   | 0.04%             | 2030-03-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Beach Acquisition Bidco, LLC                                              | Beach Acquisition Bidco, LLC                                              | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | CORP              | US        |      256000 | PA      | $306438.00    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CFSP 2024-AHP1 A                                                          | CFSP 2024-AHP1 A                                                          | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      805396 | PA      | $786180.59    | 0.03%             | 2037-04-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                             | Ford Motor Credit Company LLC                                             | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      564000 | PA      | $569061.56    | 0.02%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                    | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     8581000 | PA      | $177400.32    | 0.01%             | 2028-02-04      | Fixed         | 21.38%                | No            |                  2 | On Loan: No      |
| GE Vernova Inc.                                                           | GE Vernova Inc.                                                           | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       10129 | NS      | $6620010.53   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. , The                                                    | Home Depot, Inc. , The                                                    | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       25956 | NS      | $8931459.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Morocco, Kingdom of                                                       | Morocco, Kingdom of                                                       | CUSIP: 617726AN4<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | US        |      200000 | PA      | $205500.00    | 0.01%             | 2028-03-08      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Doosan Enerbility Co., Ltd.                                               | Doosan Enerbility Co., Ltd.                                               | CUSIP: N/A<br>LEI: 988400TK5NA3GLSTN506       | Long             | EC               | CORP              | KR        |        2237 | NS      | $117743.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Hynix Inc.                                                             | SK Hynix Inc.                                                             | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |        7199 | NS      | $3232197.89   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Outfront Media Capital Corporation                                        | Outfront Media Capital Corporation                                        | CUSIP: 69007TAB0<br>LEI: 549300CVY0FI9ZKE7W77 | Long             | DBT              | CORP              | US        |      122000 | PA      | $121798.70    | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UOL Group Limited                                                         | UOL Group Limited                                                         | CUSIP: N/A<br>LEI: 254900O9PRCWTMR86R25       | Long             | EC               | CORP              | SG        |       28593 | NS      | $194214.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                          | Philip Morris International Inc.                                          | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       52281 | NS      | $8385872.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| OTP Bank Nyrt.                                                            | OTP Bank Nyrt.                                                            | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |        3847 | NS      | $412787.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shift4 Payments, LLC                                                      | Shift4 Payments, LLC                                                      | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $103171.00    | 0.00%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO XX Ltd                                                   | Sixth Street CLO XX Ltd                                                   | CUSIP: 83012QAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3007050.00   | 0.12%             | 2038-07-19      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| VNDO Trust 2016-350P                                                      | VNDO Trust 2016-350P                                                      | CUSIP: 91831UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      325000 | PA      | $320268.88    | 0.01%             | 2027-01-12      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                         | Vale Overseas Ltd                                                         | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13278.42     | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Ventas, Inc.                                                              | Ventas, Inc.                                                              | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |        3331 | NS      | $257752.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global Calcasieu Pass, LLC                                        | Venture Global Calcasieu Pass, LLC                                        | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90860.78     | 0.00%             | 2031-08-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Vera Therapeutics, Inc.                                                   | Vera Therapeutics, Inc.                                                   | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2698 | NS      | $136626.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Emaar Properties PJSC                                                     | Emaar Properties PJSC                                                     | CUSIP: N/A<br>LEI: 254900YWYEXYXK1BMP81       | Long             | EC               | CORP              | AE        |      115516 | NS      | $441501.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran                                                                    | Safran                                                                    | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |        2045 | NS      | $715065.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                             | Republic of Indonesia, The Government of, The                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   607000000 | PA      | $40689.93     | 0.00%             | 2032-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Thailand, Kingdom of                                                      | Thailand, Kingdom of                                                      | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |      588000 | PA      | $24711.18     | 0.00%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| alstria office AG                                                         | alstria office AG                                                         | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $232146.66    | 0.01%             | 2029-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Eurobank Ergasias Services And Holdings S.A.                              | Eurobank Ergasias Services And Holdings S.A.                              | CUSIP: N/A<br>LEI: JEUVK5RWVJEN8W0C9M24       | Long             | DBT              | CORP              | GR        |      421000 | PA      | $491048.50    | 0.02%             | 2036-02-07      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CD&R Firefly Bidco PLC                                                    | CD&R Firefly Bidco PLC                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |      122000 | PA      | $172261.34    | 0.01%             | 2029-04-30      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Altice France                                                             | Altice France                                                             | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | LU        |       90101 | PA      | $100533.06    | 0.00%             | 2032-06-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes V Designated Activity Company      | Virgin Media O2 Vendor Financing Notes V Designated Activity Company      | CUSIP: N/A<br>LEI: 635400ASSEVCXAPVGC36       | Long             | DBT              | CORP              | GB        |      139000 | PA      | $188120.20    | 0.01%             | 2032-03-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| New Immo Holding                                                          | New Immo Holding                                                          | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $242916.19    | 0.01%             | 2028-04-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Cirsa Finance International S.a r.l.                                      | Cirsa Finance International S.a r.l.                                      | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |      163000 | PA      | $193136.03    | 0.01%             | 2032-10-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Atos SE                                                                   | Atos SE                                                                   | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | DBT              | CORP              | FR        |      548215 | PA      | $635885.82    | 0.02%             | 2030-12-18      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Bper Banca S.P.A.                                                         | Bper Banca S.P.A.                                                         | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | DBT              | CORP              | IT        |      200000 | PA      | $243266.40    | 0.01%             | 2500-12-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Veritas NewCo.                                                            | Veritas NewCo.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        4035 | NS      | $92805.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Contego CLO VII Designated Activity Company                               | Contego CLO VII Designated Activity Company                               | CUSIP: N/A<br>LEI: 549300HTBV5M1YNUW859       | Long             | ABS-CBDO         | CORP              | IE        |      430000 | PA      | $501847.16    | 0.02%             | 2038-01-23      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Silver Point Euro CLO 1, Designated Activity Company                      | Silver Point Euro CLO 1, Designated Activity Company                      | CUSIP: N/A<br>LEI: 254900E59SU5T0V8CI79       | Long             | ABS-CBDO         | CORP              | IE        |      310000 | PA      | $362352.00    | 0.01%             | 2039-01-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                        | AmWINS Group, Inc.                                                        | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102501.00    | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| Automatic Data Processing, Inc.                                           | Automatic Data Processing, Inc.                                           | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        5663 | NS      | $1456693.49   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores, Inc.                                                   | Burlington Stores, Inc.                                                   | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |        2057 | NS      | $594164.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONE Trust 2024-DFW1                                                      | CONE Trust 2024-DFW1                                                      | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      480000 | PA      | $482338.66    | 0.02%             | 2041-08-15      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| GS Finance Corp.                                                          | GS Finance Corp.                                                          | CUSIP: 40058GUK5<br>LEI: 549300FR80KBVO6DRL61 | Long             | DBT              | CORP              | US        |     4390000 | PA      | $4378287.48   | 0.17%             | 2030-02-14      | Floating      | 8.75%                 | No            |                  3 | On Loan: No      |
| Danske Bank A/S                                                           | Danske Bank A/S                                                           | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |       20946 | NS      | $1046925.06   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-WPT           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-WPT           | CUSIP: 46645WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      191677 | PA      | $105148.00    | 0.00%             | 2033-07-08      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Bayer Aktiengesellschaft                                                  | Bayer Aktiengesellschaft                                                  | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |        6029 | NS      | $261160.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                   | Micron Technology, Inc.                                                   | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       56402 | NS      | $16097694.82  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International Limited Partnership                       | Restaurant Brands International Limited Partnership                       | CUSIP: 68245XAR0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102798.00    | 0.00%             | 2029-06-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                | Rogers Communications Inc.                                                | CUSIP: 775109BS9<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199012.00    | 0.01%             | 2082-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SLM Corporation                                                           | SLM Corporation                                                           | CUSIP: 78442PGF7<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103131.00    | 0.00%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                 | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      501000 | PA      | $531686.25    | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                                      | Sirius XM Radio Inc.                                                      | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      200000 | PA      | $195398.00    | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd                                        | Teva Pharmaceutical Industries Ltd                                        | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |       38689 | NS      | $1207483.69   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Financial Group Inc.                                                   | KB Financial Group Inc.                                                   | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |        2205 | NS      | $189995.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                                              | Dai-ichi Life Holdings, Inc.                                              | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |       80000 | NS      | $666584.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance Public Limited Company                     | Ardagh Metal Packaging Finance Public Limited Company                     | CUSIP: N/A<br>LEI: 635400FSFRHBFVPTP424       | Long             | DBT              | CORP              | NL        |      246000 | PA      | $291677.96    | 0.01%             | 2031-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HD Hyundai Marine Solution Co., Ltd.                                      | HD Hyundai Marine Solution Co., Ltd.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |         874 | NS      | $116891.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                    | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      794000 | PA      | $17007.64     | 0.00%             | 2027-12-03      | Fixed         | 24.14%                | No            |                  2 | On Loan: No      |
| Almaviva - The Italian Innovation Company S.P.A. In Breve Almaviva S.P.A. | Almaviva - The Italian Innovation Company S.P.A. In Breve Almaviva S.P.A. | CUSIP: N/A<br>LEI: 815600A862DA4DD9E211       | Long             | DBT              | CORP              | IT        |      619000 | PA      | $732795.54    | 0.03%             | 2030-10-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Goldstory                                                                 | Goldstory                                                                 | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |      669000 | PA      | $813419.48    | 0.03%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                      | Urzad Rady Ministrow                                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     2699000 | PA      | $742939.22    | 0.03%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lendlease Asia Treasury Pte. Ltd.                                         | Lendlease Asia Treasury Pte. Ltd.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | SG        |      500000 | PA      | $389411.86    | 0.01%             | 2500-12-31      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      560000 | PA      | $674176.51    | 0.03%             | 2033-07-10      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Gruppo San Donato S.P.A.                                                  | Gruppo San Donato S.P.A.                                                  | CUSIP: N/A<br>LEI: 8156003649DB0704FC22       | Long             | DBT              | CORP              | IT        |      189000 | PA      | $225653.28    | 0.01%             | 2031-10-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Unicredit, Societa' Per Azioni In Forma Abbreviata Unicredit S.P.A.       | Unicredit, Societa' Per Azioni In Forma Abbreviata Unicredit S.P.A.       | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |      174639 | NS      | $14443985.84  | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| XP Inc.                                                                   | XP Inc.                                                                   | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | KY        |        4147 | NS      | $67886.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziggo BV                                                                  | Ziggo BV                                                                  | CUSIP: N9833RAH2<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     6053203 | PA      | $7069263.33   | 0.27%             | 2029-01-16      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                           | CUSIP: 89364MCA0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      492500 | PA      | $494174.50    | 0.02%             | 2031-02-28      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| CDR Firefly Bidco PLC                                                     | CDR Firefly Bidco PLC                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     1642500 | PA      | $2227846.27   | 0.09%             | 2029-04-29      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| Diamond II Limited                                                        | Diamond II Limited                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      300000 | PA      | $300657.00    | 0.01%             | 2026-07-28      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Axis Bank Limited                                                         | Axis Bank Limited                                                         | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | DBT              | CORP              | US        |      300000 | PA      | $296250.00    | 0.01%             | 2500-12-31      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica de Chile                                      | Presidencia de la Republica de Chile                                      | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | US        |      354000 | PA      | $315641.98    | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company, The                                                  | Walt Disney Company, The                                                  | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      104257 | NS      | $11861318.89  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                                                  | Energizer Holdings, Inc.                                                  | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      196000 | PA      | $187193.72    | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                    | Federal Home Loan Mortgage Corporation                                    | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     2330377 | PA      | $127799.49    | 0.00%             | 2030-04-25      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust 2024- A                                    | Mariner Finance Issuance Trust 2024- A                                    | CUSIP: 567928AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      837000 | PA      | $848402.53    | 0.03%             | 2036-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| A + N Real Estate & Business Management Corporation                       | A + N Real Estate & Business Management Corporation                       | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       42000 | PA      | $40946.64     | 0.00%             | 2029-08-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Moderna, Inc.                                                             | Moderna, Inc.                                                             | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       75484 | NS      | $2226023.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Pharma Co., Ltd.                                                 | Sumitomo Pharma Co., Ltd.                                                 | CUSIP: N/A<br>LEI: 529900D60UKVYLJ2OJ79       | Long             | EC               | CORP              | JP        |       33700 | NS      | $500474.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-C                                          | Nelnet Student Loan Trust 2021-C                                          | CUSIP: 64035GAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      130000 | PA      | $115325.93    | 0.00%             | 2062-04-20      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Valterra Platinum                                                         | Valterra Platinum                                                         | CUSIP: N/A<br>LEI: 529900RORCZ0E5S5FX81       | Long             | EC               | CORP              | ZA        |        6381 | NS      | $539307.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corporation                                                       | Shimizu Corporation                                                       | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |       62500 | NS      | $1066573.76   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TD SYNNEX Corporation                                                     | TD SYNNEX Corporation                                                     | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |        3516 | NS      | $528208.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                           | Cabinet of Ministers of Ukraine                                           | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |       19135 | PA      | $9089.13      | 0.00%             | 2034-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass Through Trust 2019-2AA                               | United Airlines Pass Through Trust 2019-2AA                               | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      110968 | PA      | $104815.21    | 0.00%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                             | Univision Communications Inc.                                             | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26838.75     | 0.00%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                            | Walgreens Boots Alliance, Inc.                                            | CUSIP: N/A<br>LEI: 549300RPTUOIXG4LIH86       | Long             | EC               | CORP              | US        |       38176 | NS      | $20233.28     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Wynn Macau, Limited                                                       | Wynn Macau, Limited                                                       | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | US        |      226000 | PA      | $225511.84    | 0.01%             | 2027-10-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Admiral Group PLC                                                         | Admiral Group PLC                                                         | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |       22273 | NS      | $954006.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Etihad Etisalat Company                                                   | Etihad Etisalat Company                                                   | CUSIP: N/A<br>LEI: 2549007BA9ABDE3HVK79       | Long             | EC               | CORP              | SA        |       21989 | NS      | $386803.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lune Holdings S.a r.l.                                                    | Lune Holdings S.a r.l.                                                    | CUSIP: N/A<br>LEI: 54930003WQ56T0558M33       | Long             | DBT              | CORP              | LU        |      479000 | PA      | $64735.89     | 0.00%             | 2028-11-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                       | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |      343000 | PA      | $389489.19    | 0.01%             | 2500-12-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Kleopatra Finco S.a r.l.                                                  | Kleopatra Finco S.a r.l.                                                  | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |      626000 | PA      | $114618.20    | 0.00%             | 2026-03-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Schroders PLC                                                             | Schroders PLC                                                             | CUSIP: N/A<br>LEI: 2138001YYBULX5SZ2H24       | Long             | EC               | CORP              | GB        |       92768 | NS      | $509114.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Group B.V.                                                         | United Group B.V.                                                         | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |      155000 | PA      | $186026.81    | 0.01%             | 2031-10-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Deuce Finco PLC                                                           | Deuce Finco PLC                                                           | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |      305000 | PA      | $415581.50    | 0.02%             | 2031-11-20      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Clarios                                                                   | Clarios                                                                   | CUSIP: C8000CAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |     1500000 | PA      | $1778823.84   | 0.07%             | 2032-01-28      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc.                                                        | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      208000 | PA      | $229823.36    | 0.01%             | 2032-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: —       |
| Adient Global Holdings Ltd                                                | Adient Global Holdings Ltd                                                | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | US        |      166000 | PA      | $170305.51    | 0.01%             | 2028-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Comerica Incorporated                                                     | Comerica Incorporated                                                     | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |        1881 | NS      | $163515.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares, Inc.                                           | First Citizens BancShares, Inc.                                           | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     2373000 | PA      | $2414437.33   | 0.09%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                  | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      100000 | PA      | $86543.00     | 0.00%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                   | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      166000 | PA      | $170860.48    | 0.01%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| U.S. Foods Inc.                                                           | U.S. Foods Inc.                                                           | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98481.00     | 0.00%             | 2030-06-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                                       | Vertex Pharmaceuticals Incorporated                                       | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       11058 | NS      | $5013254.88   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresnillo PLC                                                             | Fresnillo PLC                                                             | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | GB        |       43753 | NS      | $1955476.49   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Krafton, Inc.                                                             | Krafton, Inc.                                                             | CUSIP: N/A<br>LEI: 988400CE024EWSCICK17       | Long             | EC               | CORP              | KR        |        3350 | NS      | $570035.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dolcetto HoldCo S.p.A.                                                    | Dolcetto HoldCo S.p.A.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |      110000 | PA      | $130651.33    | 0.01%             | 2032-07-14      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| FNZ Group Entities Ltd                                                    | FNZ Group Entities Ltd                                                    | CUSIP: 30339HAC5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     1500000 | PA      | $1627650.24   | 0.06%             | 2031-10-30      | Floating      | 9.97%                 | No            |                  3 | On Loan: No      |
| Coca-Cola Company, The                                                    | Coca-Cola Company, The                                                    | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       32720 | NS      | $2287455.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                           | Turkiye Cumhuriyeti Basbakanlik                                           | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     7148000 | PA      | $164875.96    | 0.01%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| Electricite de France                                                     | Electricite de France                                                     | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $348593.70    | 0.01%             | 2500-12-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc.                                                        | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      804000 | PA      | $705510.00    | 0.03%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Alliant Holdings Intermediate, LLC                                        | Alliant Holdings Intermediate, LLC                                        | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51785.00     | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BMP 2024-MF23                                                             | BMP 2024-MF23                                                             | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      376000 | PA      | $376469.10    | 0.01%             | 2026-06-15      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                       | Cisco Systems, Inc.                                                       | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |      140728 | NS      | $10840277.84  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                      | CUSIP: 18453HAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       58000 | PA      | $60685.98     | 0.00%             | 2031-02-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| KLA Corporation                                                           | KLA Corporation                                                           | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        1200 | NS      | $1458096.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                                | Allianz SE                                                                | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |        3084 | NS      | $1408597.11   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                  | Marvell Technology, Inc.                                                  | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       15345 | NS      | $1304018.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MCR 2024-TWA Mortgage Trust                                               | MCR 2024-TWA Mortgage Trust                                               | CUSIP: 582923AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      314000 | PA      | $318790.26    | 0.01%             | 2027-06-12      | Fixed         | 8.72%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                                      | NextEra Energy, Inc.                                                      | CUSIP: 65339F101<br>LEI: TWQ1WATU9P8ZBX9T3I54 | Long             | EC               | CORP              | US        |      121918 | NS      | $9787577.04   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corporation                                                 | Toyota Tsusho Corporation                                                 | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |       26200 | NS      | $884191.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie de Saint-Gobain                                                 | Compagnie de Saint-Gobain                                                 | CUSIP: N/A<br>LEI: 213800LNEAQECBWERP38       | Long             | EC               | CORP              | FR        |       65718 | NS      | $6713376.84   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust 2024-A                                    | Republic Finance Issuance Trust 2024-A                                    | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1284000 | PA      | $1296615.43   | 0.05%             | 2027-06-21      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Sea Limited                                                               | Sea Limited                                                               | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |         178 | NS      | $22707.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                 | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      933000 | PA      | $988980.00    | 0.04%             | 2029-12-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| 720 East CLO VII Ltd                                                      | 720 East CLO VII Ltd                                                      | CUSIP: 81800WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      420000 | PA      | $419483.82    | 0.02%             | 2037-04-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2024-D                                   | SMB Private Education Loan Trust 2024-D                                   | CUSIP: 83207QAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1051381 | PA      | $1042925.16   | 0.04%             | 2053-07-05      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| SPLT_24-1: R1 ABS                                                         | SPLT_24-1: R1 ABS                                                         | CUSIP: 83407R105<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       23818 | PA      | $406197.41    | 0.02%             | 2031-02-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                          | Standard Building Solutions Inc.                                          | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      120000 | PA      | $122512.80    | 0.00%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Toll Brothers, Inc.                                                       | Toll Brothers, Inc.                                                       | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |        9774 | NS      | $1321640.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRESTLES CLO III LTD                                                      | TRESTLES CLO III LTD                                                      | CUSIP: 89532TAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1250000 | PA      | $1254518.75   | 0.05%             | 2037-10-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                              | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |      200000 | PA      | $202750.00    | 0.01%             | 2500-12-31      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Voyager Parent, LLC                                                       | Voyager Parent, LLC                                                       | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |       55000 | PA      | $58331.90     | 0.00%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                             | Republic of Indonesia, The Government of, The                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 19263000000 | PA      | $1185468.70   | 0.05%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Vodacom Group                                                             | Vodacom Group                                                             | CUSIP: N/A<br>LEI: 37890012A8DC24B8D663       | Long             | EC               | CORP              | ZA        |        7890 | NS      | $67233.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Cellnex Telecom, S.A.                                                     | Cellnex Telecom, S.A.                                                     | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |      200000 | PA      | $211677.02    | 0.01%             | 2031-11-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zartkoruen Mukodo Reszvenytarsasag              | Magyar Export-Import Bank Zartkoruen Mukodo Reszvenytarsasag              | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | NUSS              | HU        |      240000 | PA      | $301774.43    | 0.01%             | 2029-05-16      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| America Movil, S.A.B. De C.V.                                             | America Movil, S.A.B. De C.V.                                             | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | EC               | CORP              | MX        |      202163 | NS      | $208409.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bracken Midco1 PLC                                                        | Bracken Midco1 PLC                                                        | CUSIP: N/A<br>LEI: 213800AFGHKES7J58805       | Long             | DBT              | CORP              | GB        |      183000 | PA      | $245133.22    | 0.01%             | 2027-11-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Elm Company                                                               | Elm Company                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |         425 | NS      | $84662.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France                                                     | Electricite de France                                                     | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $240916.00    | 0.01%             | 2500-12-31      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Romania, Government of                                                    | Romania, Government of                                                    | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       61000 | PA      | $71264.96     | 0.00%             | 2045-10-07      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Henley CLO XII Designated Activity Company                                | Henley CLO XII Designated Activity Company                                | CUSIP: N/A<br>LEI: 635400SQELBB2FR6QN30       | Long             | ABS-CBDO         | CORP              | IE        |      320000 | PA      | $376634.49    | 0.01%             | 2038-01-15      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| DirecTV Financing, LLC                                                    | DirecTV Financing, LLC                                                    | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       38728 | PA      | $38739.19     | 0.00%             | 2027-07-22      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| DRI Holdings, Inc                                                         | DRI Holdings, Inc                                                         | CUSIP: 78473KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      540925 | PA      | $530106.50    | 0.02%             | 2028-12-15      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| Speed Midco 3 S.a.r.l.                                                    | Speed Midco 3 S.a.r.l.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |     1500000 | PA      | $1773447.30   | 0.07%             | 2032-09-19      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| PT. Indofood CBP Sukses Makmur                                            | PT. Indofood CBP Sukses Makmur                                            | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | US        |      300000 | PA      | $257523.33    | 0.01%             | 2051-06-09      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-25

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer