# EDGAR Filing Document

**Accession Number:** 0001864843
**File Stem:** 0001410368-26-016962
**Filing Date:** 2026-2
**Character Count:** 529254
**Document Hash:** 35e6da8ff68f2a8ff6bb29590738f9ba
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-016962.hdr.sgml**: 20260224

**ACCESSION NUMBER**: 0001410368-26-016962

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260224

**DATE AS OF CHANGE**: 20260224

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock ESG Capital Allocation Term Trust
- **CENTRAL INDEX KEY:** 0001864843

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23701
- **FILM NUMBER:** 26668859

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** (800) 882-0052

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BlackRock ESG Capital Allocation Trust
- **DATE OF NAME CHANGE:** 20210527

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock ESG Capital Allocation Term Trust

- **b. Investment Company Act file number:** 811-23701

- **c. CIK number of Registrant:** 0001864843

- **d. LEI of Registrant:** 549300EWOI5G0PSVIX17

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock ESG Capital Allocation Term Trust

- **c. LEI of Series:** 549300EWOI5G0PSVIX17

**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:** $1780195506.67

**Total Liabilities:** $171598342.51

**Net Assets:** $1608597164.16

**Amount of Assets Invested in Other Investment Companies:** $40913362.64

**Delayed Delivery Securities:** $20160167.00

**Cash Not Reported:** $13838989.81

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 7822.10000000 | **1-Year:** 7178.72000000 | **5-Year:** 48546.83000000 | **10-Year:** 29764.65000000 | **30-Year:** 19448.14000000

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

- **3-Month:** 8578.11000000 | **1-Year:** 37707.35000000 | **5-Year:** 177584.54000000 | **10-Year:** 19829.34000000 | **30-Year:** 29504.53000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 2.41%                | 0.11%                | 0.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5362156.18              | $19056727.68                               |
| Month 2  | $8545151.88              | $-9897047.78                               |
| Month 3  | $2030207.57              | $5517987.98                                |

**Designated Index Information**

- **Index Name:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

- **Index Identifier:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ADT SEC CORP                                      | ADT Security Corp/The                                                            | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     148000 | PA      | $149834.24    | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                  | AMC Networks Inc                                                                 | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     201000 | PA      | $222052.86    | 0.01%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                | APLD ComputeCo LLC                                                               | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $196180.08    | 0.01%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                         | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     718000 | PA      | $722219.26    | 0.04%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                          | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      96000 | PA      | $97760.54     | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                               | Abbott Laboratories                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      35038 | NS      | $4389911.02   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                        | AbbVie Inc                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      24098 | NS      | $5506152.02   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                          | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      99000 | PA      | $99990.40     | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                            | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     107000 | PA      | $111456.38    | 0.01%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                            | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     114000 | PA      | $117432.31    | 0.01%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                            | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      38000 | PA      | $39051.74     | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                            | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     128000 | PA      | $132103.04    | 0.01%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     271000 | PA      | $272075.87    | 0.02%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                        | Advanced Micro Devices Inc                                                       | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       1608 | NS      | $344369.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAIC HOLDINGS INC                                | Osaic Holdings Inc                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      70000 | PA      | $73123.39     | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                        | Air Canada                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     182000 | PA      | $181132.59    | 0.01%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                    | Air Products and Chemicals Inc                                                   | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      12141 | NS      | $2999069.82   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AE1<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     135000 | PA      | $133886.28    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     193000 | PA      | $185355.73    | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                          | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     200000 | PA      | $208742.14    | 0.01%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                         | Alibaba Group Holding Ltd                                                        | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |       1170 | NS      | $171498.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                           | ATI Inc                                                                          | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     220000 | PA      | $232424.94    | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $99912.02     | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      39000 | PA      | $39708.84     | 0.00%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     238000 | PA      | $246774.82    | 0.02%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                  | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     417000 | PA      | $412685.09    | 0.03%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     400000 | PA      | $369765.62    | 0.02%             | 2056-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19071000 | PA      | $17569903.66  | 1.09%             | 2056-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042616<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |   40005000 | PA      | $39050567.51  | 2.43%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   50035000 | PA      | $50734618.89  | 3.15%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F060618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17318000 | PA      | $17780866.33  | 1.11%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial Inc                                                               | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     119000 | PA      | $119770.03    | 0.01%             | 2040-01-17      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                              | Alpha Generation LLC                                                             | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     166000 | PA      | $167490.18    | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                      | Alphabet Inc                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     155603 | NS      | $48828221.40  | 3.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Altar Bidco Inc                                   | Altar Bidco Inc 2021 2nd Lien Term Loan                                          | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3107457 | PA      | $2919704.29   | 0.18%             | 2030-02-01      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                    | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      90688 | NS      | $20932604.16  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES INC                             | American Airlines Inc                                                            | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     183000 | PA      | $187081.01    | 0.01%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                           | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96327.70     | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                           | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101857.86    | 0.01%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| American Express Co                               | American Express Co                                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       6500 | NS      | $2404675.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                              | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    2500000 | PA      | $1590368.03   | 0.10%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                        | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $1201487.05   | 0.07%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                  | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98344.50     | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                          | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    2189000 | PA      | $2823188.04   | 0.18%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                      | Apollo Global Management Inc                                                     | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |      35387 | NS      | $5122622.12   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                         | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     154500 | NS      | $42002370.00  | 2.61%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                     | AppLovin Corp                                                                    | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       1891 | NS      | $1274193.62   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK SERVICES INC                              | Aramark Services Inc                                                             | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     116000 | PA      | $115982.87    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                  | Arches Buyer Inc                                                                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     110000 | PA      | $107955.42    | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                            | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     200000 | PA      | $188277.14    | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     229000 | PA      | $240073.25    | 0.01%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                  | Aretec Group Inc                                                                 | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     126000 | PA      | $135972.02    | 0.01%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Arista Networks Inc                               | Arista Networks Inc                                                              | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       9514 | NS      | $1246619.42   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARSENAL AIC PARENT LLC                            | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      18000 | PA      | $19100.89     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                            | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     170000 | PA      | $187094.01    | 0.01%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                           | Asbury Automotive Group Inc                                                      | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98579.26     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                           | Asbury Automotive Group Inc                                                      | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      58000 | PA      | $56364.28     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                          | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     145000 | PA      | $145115.30    | 0.01%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                      | Autodesk Inc                                                                     | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      19657 | NS      | $5818668.57   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                      | AutoZone Inc                                                                     | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         91 | NS      | $308626.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR FUNDING INC                               | Avantor Funding Inc                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99456.65     | 0.01%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                               | Avantor Funding Inc                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      88000 | PA      | $84150.47     | 0.01%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                       | Avient Corp                                                                      | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     103000 | PA      | $106050.24    | 0.01%             | 2030-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                           | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      89000 | PA      | $91466.41     | 0.01%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                           | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     179000 | PA      | $184834.75    | 0.01%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                               | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      92000 | PA      | $94975.65     | 0.01%             | 2030-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                    | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     115000 | PA      | $121468.75    | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                         | Ball Corp                                                                        | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      88000 | PA      | $90454.12     | 0.01%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     311577 | NS      | $17136735.00  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     119000 | PA      | $106415.76    | 0.01%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                      | Barclays Mortgage Loan Trust 2021-NQM1                                           | CUSIP: 06744UAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2047000 | PA      | $1810295.56   | 0.11%             | 2051-09-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $208750.00    | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT/ISSUER                           | BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer Inc                       | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     158000 | PA      | $150992.64    | 0.01%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                           | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     200000 | PA      | $220756.60    | 0.01%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                              | Beignet Investor LLC                                                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3057000 | PA      | $3229705.58   | 0.20%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                       | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     173000 | PA      | $178489.81    | 0.01%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                   | Best Buy Co Inc                                                                  | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       4390 | NS      | $293822.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     107000 | PA      | $115603.66    | 0.01%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $105664.10    | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                              | Booking Holdings Inc                                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        112 | NS      | $599796.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                   | AstraZeneca PLC                                                                  | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       4000 | NS      | $740237.14    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                            | Boston Scientific Corp                                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     220309 | NS      | $21006463.15  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAKWATER ENRGY HOLD                             | Breakwater Energy Holdings Sarl                                                  | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |     250000 | PA      | $261788.75    | 0.02%             | 2030-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                    | Brink's Co/The                                                                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |      84000 | PA      | $86973.18     | 0.01%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                          | British Telecommunications PLC                                                   | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     380000 | PA      | $367111.01    | 0.02%             | 2081-11-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                      | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      67481 | NS      | $23355174.10  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD RESID PROPERT                          | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     100000 | PA      | $93145.40     | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                          | Builders FirstSource Inc                                                         | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      52000 | PA      | $51847.42     | 0.00%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                          | Builders FirstSource Inc                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103393.19    | 0.01%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                          | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      75000 | PA      | $78413.58     | 0.00%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                             | Burlington Stores Inc                                                            | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       1279 | NS      | $369439.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $98871.98     | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $94151.19     | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     232000 | PA      | $213173.22    | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     209000 | PA      | $182949.94    | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     278000 | PA      | $236376.26    | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     245000 | PA      | $223915.83    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     211000 | PA      | $215322.87    | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                          | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     190000 | PA      | $207373.60    | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                          | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     333000 | PA      | $349759.43    | 0.02%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-2                       | CHNGE Mortgage Trust 2022-2                                                      | CUSIP: 12546YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4471856.50   | 0.28%             | 2067-03-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1294000 | PA      | $938830.39    | 0.06%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      79000 | PA      | $82505.23     | 0.01%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      93000 | PA      | $97561.47     | 0.01%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                        | Cadence Design Systems Inc                                                       | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      28626 | NS      | $8947915.08   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                          | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                  | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     150000 | PA      | $150247.35    | 0.01%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                     | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100066.20    | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     151000 | PA      | $151169.27    | 0.01%             | 2028-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Cameco Corp                                       | Cameco Corp                                                                      | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |     142517 | NS      | $13038880.33  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                        | Capital One Financial Corp                                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      60826 | NS      | $14741789.36  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                               | Carrier Global Corp                                                              | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       4672 | NS      | $246868.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carval CLO LTD                                    | CarVal CLO VC Ltd                                                                | CUSIP: 14687LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $247006.28    | 0.02%             | 2034-10-15      | Floating      | 10.92%                | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                    | CarVal CLO VC Ltd                                                                | CUSIP: 14687MAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250014.00    | 0.02%             | 2034-10-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                              | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93254.38     | 0.01%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                               | Century Communities Inc                                                          | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101119.88    | 0.01%             | 2033-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                          | Charles River Laboratories International Inc                                     | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     104000 | PA      | $103064.45    | 0.01%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                          | Charles River Laboratories International Inc                                     | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      62000 | PA      | $59862.98     | 0.00%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                       | Chemours Co/The                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      71000 | PA      | $64200.24     | 0.00%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                       | Chemours Co/The                                                                  | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     233000 | PA      | $225570.26    | 0.01%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                               | Cheniere Energy Inc                                                              | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       1540 | NS      | $299360.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                          | Chobani LLC / Chobani Finance Corp Inc                                           | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     126000 | PA      | $131433.37    | 0.01%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-1                       | CHNGE Mortgage Trust 2022-1                                                      | CUSIP: 17030JAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1724662.80   | 0.11%             | 2067-01-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                  | Cinemark USA Inc                                                                 | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      44000 | PA      | $43995.14     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                  | Cinemark USA Inc                                                                 | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      94000 | PA      | $97543.99     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $101848.29    | 0.01%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Circle Internet Group Inc                         | Circle Internet Group Inc                                                        | CUSIP: 172573107<br>LEI: 254900HFVVR6NPMQVN93 | Long             | EC               | CORP              | US        |       3874 | NS      | $307208.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                 | Cisco Systems Inc                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     164140 | NS      | $12643704.20  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 17292GAT2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |    2000000 | PA      | $1982438.00   | 0.12%             | 2030-09-09      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 17292GKU8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |     893000 | PA      | $893000.00    | 0.06%             | 2030-12-11      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     145203 | NS      | $16943738.07  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $993640.11    | 0.06%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                          | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     214000 | PA      | $221916.40    | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                               | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      81000 | PA      | $78635.10     | 0.00%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                          | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      96000 | PA      | $101106.53    | 0.01%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                          | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     157000 | PA      | $165837.71    | 0.01%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                            | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93388.74     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     152000 | PA      | $155800.07    | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     202000 | PA      | $210086.61    | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                            | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     109000 | PA      | $113524.63    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                            | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     375000 | PA      | $391890.09    | 0.02%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                            | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     287000 | PA      | $291786.87    | 0.02%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                            | Cogent Communications Group LLC / Cogent Finance Inc                             | CUSIP: 19240WAB5<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     175000 | PA      | $163661.31    | 0.01%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                               | Coinbase Global Inc                                                              | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       1670 | NS      | $377653.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMSCOPE LLC                                     | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      85000 | PA      | $85853.42     | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                          | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     200000 | PA      | $212147.84    | 0.01%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                         | Constellation Energy Corp                                                        | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |        873 | NS      | $308404.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreWeave Inc                                     | CoreWeave Inc                                                                    | CUSIP: 21873S108<br>LEI: 984500511DP2B6186053 | Long             | EC               | CORP              | US        |      10353 | NS      | $741378.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COREWEAVE INC                                     | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     110000 | PA      | $102274.99    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                     | CoreWeave Inc                                                                    | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     170000 | PA      | $155808.40    | 0.01%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                             | Costco Wholesale Corp                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      20161 | NS      | $17385636.74  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT ACCEPTANC                                  | Credit Acceptance Corp                                                           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     198000 | PA      | $198390.54    | 0.01%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                            | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |      91000 | PA      | $91483.12     | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                     | DR Horton Inc                                                                    | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      28744 | NS      | $4139998.32   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA INC                                          | Dana Inc                                                                         | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99835.33     | 0.01%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                           | Darling Ingredients Inc                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     129000 | PA      | $131106.70    | 0.01%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Datadog Inc                                       | Datadog Inc                                                                      | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       4527 | NS      | $615626.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                        | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     213000 | PA      | $207119.07    | 0.01%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                        | DaVita Inc                                                                       | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      69000 | PA      | $71545.61     | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     300000 | PA      | $309567.37    | 0.02%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                               | Delta Air Lines Inc                                                              | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     112684 | NS      | $7820269.60   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA INC                               | DENTSPLY SIRONA Inc                                                              | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |     138000 | PA      | $129186.00    | 0.01%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc                         | Dick's Sporting Goods Inc                                                        | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |       1662 | NS      | $329026.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV FINANCING LLC                             | Directv Financing LLC                                                            | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $101344.08    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                             | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     427000 | PA      | $436416.11    | 0.03%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                | Walt Disney Co/The                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      96696 | NS      | $11001103.92  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                          | Discovery Communications LLC                                                     | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     244000 | PA      | $195229.28    | 0.01%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                          | Discovery Communications LLC                                                     | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     200000 | PA      | $165651.35    | 0.01%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | PURCHASED DKK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | DK        |          1 | NC      | $26183.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-21953.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |          1 | NC      | $38130.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |          1 | NC      | $-8523.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |          1 | NC      | $72083.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-2082.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | PURCHASED CHF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |          1 | NC      | $17716.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | PURCHASED DKK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | DK        |          1 | NC      | $6113.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-10490.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED USD / SOLD HKD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $3032.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED USD / SOLD HKD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $1534.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-21203.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |          1 | NC      | $-21891.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-11676.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $5075.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-489270.49   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | GB        |          1 | NC      | $33355.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-20860.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |          1 | NC      | $26671.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |          1 | NC      | $21865.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED USD / SOLD TWD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $391268.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-11532.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD DKK                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-114078.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |          1 | NC      | $56438.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-41554.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |          1 | NC      | $7906.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-7177.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |          1 | NC      | $-856.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |          1 | NC      | $682.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                           | PURCHASED SEK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | SE        |          1 | NC      | $22664.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                           | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | XX        |          1 | NC      | $-2456.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-411838.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-492846.29   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-26847.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | GB        |          1 | NC      | $14204.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED USD / SOLD HKD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $62.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1482.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |          1 | NC      | $-2428.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $108.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $2731.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $423.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $456.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $1729.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CA        |          1 | NC      | $-2742.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |          1 | NC      | $-537.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $569.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |          1 | NC      | $-6773.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |          1 | NC      | $-18100.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                           | Duke Energy Florida LLC                                                          | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1355115.72   | 0.08%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35856.40     | 0.00%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     135000 | PA      | $149283.16    | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                            | Edgewell Personal Care Co                                                        | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     165000 | PA      | $157648.10    | 0.01%             | 2029-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                              | Edison International                                                             | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      72000 | PA      | $74917.52     | 0.00%             | 2053-06-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                              | Edison International                                                             | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      40000 | PA      | $41990.08     | 0.00%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                         | Edwards Lifesciences Corp                                                        | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      15420 | NS      | $1314555.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmwood CLO I Ltd.                                | Elmwood CLO I Ltd                                                                | CUSIP: 290015AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250864.00    | 0.02%             | 2037-04-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VII Ltd.                              | Elmwood CLO VII Ltd                                                              | CUSIP: 29002RAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $318170.00    | 0.02%             | 2037-10-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                          | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |     219000 | PA      | $228091.15    | 0.01%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                      | Enbridge Inc                                                                     | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      22000 | NS      | $1052755.82   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                             | Encompass Health Corp                                                            | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     117000 | PA      | $116797.06    | 0.01%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                            | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95550.56     | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                            | Energizer Holdings Inc                                                           | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95920.44     | 0.01%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS                             | Endo Finance Holdings Inc                                                        | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     156000 | PA      | $164882.80    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                      | Entegris Inc                                                                     | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     140000 | PA      | $140305.48    | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                       | Equinor ASA                                                                      | CUSIP: 29446M102<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      24000 | NS      | $567120.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                            | EquipmentShare.com Inc                                                           | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     164000 | PA      | $173228.61    | 0.01%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                          | FMC Corp                                                                         | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     100000 | PA      | $88696.22     | 0.01%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                          | FMC Corp                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     286000 | PA      | $226370.64    | 0.01%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                          | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      40000 | PA      | $39900.40     | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                          | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      41000 | PA      | $42782.83     | 0.00%             | 2032-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                | Meta Platforms Inc                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      24594 | NS      | $16234253.46  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FREMF Mortgage Trust                              | FREMF 2018-KW05 Trust                                                            | CUSIP: 30307MAN8<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |    1923000 | PA      | $1806169.67   | 0.11%             | 2028-04-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                   | Fair Isaac Corp                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     122000 | PA      | $120322.62    | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNZ Group Services Ltd                            | FNZ Group Services Ltd 2024 GBP Term Loan B                                      | CUSIP: 30339HAC5<br>LEI: 254900MQTZKERVE6YB70 | Long             | LON              | CORP              | NZ        |    1000000 | PA      | $1085100.16   | 0.07%             | 2031-11-05      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136BQEZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     754560 | PA      | $756674.71    | 0.05%             | 2053-08-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136BQF38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     795259 | PA      | $797277.61    | 0.05%             | 2054-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136BSQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     575985 | PA      | $577604.27    | 0.04%             | 2054-09-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136BT7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     479501 | PA      | $483118.55    | 0.03%             | 2054-12-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136BTK85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     834441 | PA      | $840954.58    | 0.05%             | 2054-12-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136BU2R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     570367 | PA      | $573949.89    | 0.04%             | 2055-03-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136BUE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     572229 | PA      | $576337.03    | 0.04%             | 2055-02-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136BVEA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     311218 | PA      | $313400.80    | 0.02%             | 2055-03-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136BWXP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     375520 | PA      | $378978.98    | 0.02%             | 2055-08-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137HHC58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     586368 | PA      | $587602.34    | 0.04%             | 2054-11-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137HHLV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     658232 | PA      | $664725.32    | 0.04%             | 2054-12-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137HHSB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     418134 | PA      | $421371.19    | 0.03%             | 2054-02-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137HJAC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     513852 | PA      | $517629.86    | 0.03%             | 2054-10-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137HJD53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     498677 | PA      | $502497.07    | 0.03%             | 2055-02-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137HJGG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     559006 | PA      | $564985.96    | 0.04%             | 2055-02-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137HJSS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     409263 | PA      | $412700.32    | 0.03%             | 2055-02-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137HLLG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     555181 | PA      | $560787.37    | 0.03%             | 2055-06-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137HMKA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     935692 | PA      | $943201.51    | 0.06%             | 2055-08-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137HMZ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     452941 | PA      | $456528.48    | 0.03%             | 2055-09-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                            | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $285232.47    | 0.02%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                               | Fifth Third Bancorp                                                              | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       9451 | NS      | $442401.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Figma Inc                                         | Figma Inc                                                                        | CUSIP: 316841105<br>LEI: 254900273Q0J4Z65HU28 | Long             | EC               | CORP              | US        |       4658 | NS      | $174069.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                    | FirstKey Homes 2022-SFR1 Trust                                                   | CUSIP: 33768NAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2975697.90   | 0.18%             | 2039-05-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1915000 | PA      | $1912392.90   | 0.12%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                           | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     200000 | PA      | $212680.80    | 0.01%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                           | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     100000 | PA      | $105125.30    | 0.01%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                             | Freedom Mortgage Corp                                                            | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     100000 | PA      | $110914.33    | 0.01%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     100000 | PA      | $107405.70    | 0.01%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     194000 | PA      | $204216.97    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                              | Freeport-McMoRan Inc                                                             | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      25415 | NS      | $1290827.85   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABE7<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      81000 | PA      | $81261.57     | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABG2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     779000 | PA      | $784899.08    | 0.05%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAB6<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      75000 | PA      | $76271.85     | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1305325.55   | 0.08%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAE0<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     350000 | PA      | $368264.05    | 0.02%             | 2031-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                             | GFL Environmental Inc                                                            | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $98332.71     | 0.01%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                  | GGAM Finance Ltd                                                                 | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      55000 | PA      | $58243.30     | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                  | GGAM Finance Ltd                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     229000 | PA      | $237515.59    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER FLORIDA LLC                              | Frontier Florida LLC                                                             | CUSIP: 362333AH9<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     500000 | PA      | $517930.00    | 0.03%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                       | Gap Inc/The                                                                      | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92430.27     | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                              | Garda World Security Corp                                                        | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      17000 | PA      | $16671.76     | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                              | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $101632.40    | 0.01%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                              | Garda World Security Corp                                                        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     120000 | PA      | $122233.56    | 0.01%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                    | GE Vernova Inc                                                                   | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        572 | NS      | $373842.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                               | General Electric Co                                                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      12254 | NS      | $3774599.62   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2669398.68   | 0.17%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                               | Gilead Sciences Inc                                                              | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    1729000 | PA      | $1728237.46   | 0.11%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                               | Gilead Sciences Inc                                                              | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    1198000 | PA      | $1182045.05   | 0.07%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                            | Global Atlantic Fin Co                                                           | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     103000 | PA      | $106345.03    | 0.01%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                           | Global Medical Response Inc                                                      | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |      69000 | PA      | $71716.79     | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                               | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     160000 | PA      | $160436.00    | 0.01%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                       | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       1313 | NS      | $1154127.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                            | Goldman Sachs Bank USA/New York NY                                               | CUSIP: 38151G5B3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | SN               | CORP              | US        |    2000000 | PA      | $1992800.00   | 0.12%             | 2030-09-12      | Variable      | 6.60%                 | No            |                  3 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                            | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94719.81     | 0.01%             | 2033-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                            | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      42000 | PA      | $39841.53     | 0.00%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                            | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102403.50    | 0.01%             | 2030-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                    | GoTo Group Inc 2024 First Out Term Loan                                          | CUSIP: 38349FAC0<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |     149240 | PA      | $132077.84    | 0.01%             | 2028-04-28      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                    | GoTo Group Inc 2024 Second Out Term Loan                                         | CUSIP: 38349FAD8<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |     114383 | PA      | $44118.61     | 0.00%             | 2028-04-28      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                    | GoTo Group Inc                                                                   | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |     285000 | PA      | $239400.00    | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                    | GoTo Group Inc                                                                   | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |     374660 | PA      | $140497.50    | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                         | CUSIP: 38385BZM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     484160 | PA      | $486268.44    | 0.03%             | 2055-01-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Gracechurch Mortgage Finance Plc                  | Grace Trust 2020-GRCE                                                            | CUSIP: 38406JAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1758844.40   | 0.11%             | 2040-12-10      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                          | Graphic Packaging International LLC                                              | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     103000 | PA      | $104923.22    | 0.01%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                    | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     292000 | PA      | $303028.36    | 0.02%             | 2032-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                            | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     125000 | PA      | $128624.13    | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                   | GS Finance Corp                                                                  | CUSIP: 40058GUK5<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |    2890000 | PA      | $2882289.48   | 0.18%             | 2030-02-14      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| adidas AG                                         | adidas AG                                                                        | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |       1775 | NS      | $351247.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                          | HLF Financing Sarl LLC / Herbalife International Inc                             | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     430000 | PA      | $403823.25    | 0.03%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1515000 | PA      | $1578778.36   | 0.10%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1301000 | PA      | $1285254.02   | 0.08%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE               | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       3736 | NS      | $2815956.48   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                               | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    2549440 | NS      | $17616890.20  | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                 | Healthpeak OP LLC                                                                | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    3000000 | PA      | $3075036.06   | 0.19%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     227000 | PA      | $238901.26    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     284000 | PA      | $290758.11    | 0.02%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                          | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      27000 | PA      | $26225.85     | 0.00%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                          | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     153000 | PA      | $142828.64    | 0.01%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                     | Hilton Worldwide Holdings Inc                                                    | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      18228 | NS      | $5235993.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC INC                                       | Hologic Inc                                                                      | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99995.70     | 0.01%             | 2028-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                | Home Depot Inc/The                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      34858 | NS      | $11994637.80  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Partners of America Trust                    | Home Partners of America 2021-3 Trust                                            | CUSIP: 43730XAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3593976 | PA      | $3337534.05   | 0.21%             | 2041-01-17      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                    | Home Partners of America 2021-2 Trust                                            | CUSIP: 43732VAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2398739 | PA      | $2351085.73   | 0.15%             | 2026-12-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                          | Service Properties Trust                                                         | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     147000 | PA      | $124557.47    | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                          | Service Properties Trust                                                         | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     197000 | PA      | $170754.87    | 0.01%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                | Howard Hughes Corp/The                                                           | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     127000 | PA      | $127473.20    | 0.01%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                          | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     200000 | PA      | $206466.40    | 0.01%             | 2032-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                             | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     275000 | PA      | $288729.40    | 0.02%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                      | Hudson Yards 2019-55HY Mortgage Trust                                            | CUSIP: 44421MAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1721259.80   | 0.11%             | 2041-12-10      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                          | Huntsman International LLC                                                       | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |      54000 | PA      | $51777.56     | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                 | Iliad Holding SAS                                                                | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $202486.80    | 0.01%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                 | Iliad Holding SAS                                                                | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $206130.60    | 0.01%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                 | INEOS Finance PLC                                                                | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $173736.14    | 0.01%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                         | IQVIA Inc                                                                        | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199886.28    | 0.01%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                          | iHeartCommunications Inc                                                         | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     124000 | PA      | $119425.64    | 0.01%             | 2029-05-01      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                          | iHeartCommunications Inc                                                         | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     131000 | PA      | $114625.00    | 0.01%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                 | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     101000 | PA      | $99688.99     | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING Groep NV                                                                     | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $194185.00    | 0.01%             | 2027-05-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                        | Intel Corp                                                                       | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      29508 | NS      | $1088845.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                        | Intuit Inc                                                                       | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      18539 | NS      | $12280604.38  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                            | Intuitive Surgical Inc                                                           | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      39440 | NS      | $22337238.40  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ION PLATFORM FINANCE US                           | ION Platform Finance US Inc                                                      | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     200000 | PA      | $189771.46    | 0.01%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                              | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $377190.56    | 0.02%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                              | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $101269.82    | 0.01%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                              | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $98454.04     | 0.01%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                         | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104491.81    | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                 | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     171000 | PA      | $168931.72    | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                 | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     114000 | PA      | $117102.05    | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                 | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     100000 | PA      | $100836.67    | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                           | Iron Mountain Information Management Services Inc                                | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |     116000 | PA      | $110741.14    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| iShares China Large-Cap ETF                       | iShares China Large-Cap ETF                                                      | CUSIP: 464287184<br>LEI: 5493001YVWPO25CNKN94 | Long             | EC               | RF                | US        |      91382 | NS      | $3499016.78   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      58520 | NS      | $18856314.40  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP                  | CUSIP: 466317AQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1664395 | PA      | $1595393.89   | 0.10%             | 2037-04-15      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                    | CUSIP: 466330AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2114000 | PA      | $2113989.01   | 0.13%             | 2038-04-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     547000 | PA      | $566921.09    | 0.04%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH                   | CUSIP: 46654EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1715926.00   | 0.11%             | 2038-06-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                  | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     860000 | PA      | $707818.79    | 0.04%             | 2039-01-05      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                          | Jaguar Land Rover Automotive PLC                                                 | CUSIP: 47010BAK0<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $199798.37    | 0.01%             | 2028-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                           | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      88000 | PA      | $92467.44     | 0.01%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                           | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      77000 | PA      | $78352.12     | 0.00%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                               | Jazz Securities DAC                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $197262.35    | 0.01%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                          | Jefferies Finance LLC / JFIN Co-Issuer Corp                                      | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $192553.90    | 0.01%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                          | Jefferson Capital Holdings LLC                                                   | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     103000 | PA      | $108325.82    | 0.01%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                           | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     224000 | PA      | $225671.31    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                 | Johnson & Johnson                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      25753 | NS      | $5329583.35   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES DESLAURIERS INSURA                          | Jones Deslauriers Insurance Management Inc                                       | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     133000 | PA      | $139398.36    | 0.01%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                          | KLA Corp                                                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        300 | NS      | $364524.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                           | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     110000 | PA      | $112262.37    | 0.01%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                              | Kaiser Aluminum Corp                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      43000 | PA      | $41543.34     | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                             | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |      62857 | NS      | $17196118.37  | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                            | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      15100 | NS      | $3668824.79   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                          | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc            | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     166000 | PA      | $174250.02    | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                              | Kioxia Holdings Corp                                                             | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $205767.13    | 0.01%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                | Kohl's Corp                                                                      | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     185000 | PA      | $162730.77    | 0.01%             | 2031-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KraneShares CSI China Internet ETF                | KraneShares CSI China Internet ETF                                               | CUSIP: 500767306<br>LEI: 549300URDNVSGEWBN526 | Long             | EC               | RF                | US        |      52473 | NS      | $1786705.65   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS INC                             | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      97000 | PA      | $99172.51     | 0.01%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                     | LGI Homes Inc                                                                    | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     197000 | PA      | $188306.81    | 0.01%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                          | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     124000 | PA      | $131153.99    | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                          | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              |  | US        |     100000 | PA      | $99332.65     | 0.01%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                          | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |     120000 | PA      | $127230.36    | 0.01%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                 | Lam Research Corp                                                                | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      20035 | NS      | $3429591.30   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR MEDIA CORP                                  | Lamar Media Corp                                                                 | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $99826.41     | 0.01%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                   | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     108000 | PA      | $107724.91    | 0.01%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hermes International SCA                          | Hermes International SCA                                                         | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |       4637 | NS      | $11512971.52  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| LESSEN INC                                        | LESSEN INC                                                                       | CUSIP: 527083AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1909581 | PA      | $1485844.98   | 0.09%             | 2028-01-05      | Variable      | 12.80%                | No            |                  3 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     324000 | PA      | $331542.07    | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                              | LifePoint Health Inc                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     156000 | PA      | $167964.11    | 0.01%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                              | LifePoint Health Inc                                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     140000 | PA      | $151964.96    | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                    | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      31848 | NS      | $34226408.64  | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                    | Eli Lilly & Co                                                                   | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    2640000 | PA      | $2466116.69   | 0.15%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOL 1                          | Starz Capital Holdings 1 Inc                                                     | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1171000 | PA      | $1118305.00   | 0.07%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lionsgate Studios Corp                            | Lionsgate Studios Corp                                                           | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      66792 | NS      | $609810.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS INC                                 | Lithia Motors Inc                                                                | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      65000 | PA      | $62850.25     | 0.00%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                 | Lithia Motors Inc                                                                | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     123000 | PA      | $123488.46    | 0.01%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                     | Live Nation Entertainment Inc                                                    | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      30660 | NS      | $4369050.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                          | Live Nation Entertainment Inc                                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      83000 | PA      | $83169.07     | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                          | Live Nation Entertainment Inc                                                    | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      28000 | PA      | $27526.77     | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                            | Lumen Technologies Inc                                                           | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      17002 | NS      | $132105.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MFRA Trust                                        | MFA 2022-CHM1 Trust                                                              | CUSIP: 552758AB0<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3588580.80   | 0.22%             | 2056-09-25      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                     | MHC Commercial Mortgage Trust 2021-MHC                                           | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     810400 | PA      | $811408.88    | 0.05%             | 2038-04-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                   | Madison IAQ LLC                                                                  | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98260.51     | 0.01%             | 2028-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                          | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     100000 | PA      | $87782.00     | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                      | Magnera Corp                                                                     | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     116000 | PA      | $113872.56    | 0.01%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority  | MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE                                       | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     325000 | PA      | $340933.45    | 0.02%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                         | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      53836 | NS      | $5208910.67   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                    | Mariner Finance Issuance Trust 2021-B                                            | CUSIP: 56847JAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     470000 | PA      | $442402.45    | 0.03%             | 2036-11-20      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                          | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     138000 | PA      | $132384.17    | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                          | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      81570 | NS      | $15132866.40  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                    | Mastercard Inc                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      47980 | NS      | $27390822.40  | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP HLD II LLC                            | Match Group Holdings II LLC                                                      | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      90000 | PA      | $85186.01     | 0.01%             | 2030-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                            | Match Group Holdings II LLC                                                      | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99105.32     | 0.01%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                | Mattamy Group Corp                                                               | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     139000 | PA      | $137765.02    | 0.01%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                            | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     537000 | PA      | $532763.26    | 0.03%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                            | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     682000 | PA      | $654720.00    | 0.04%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                             | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     103000 | PA      | $103531.79    | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                       | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     313000 | PA      | $272960.28    | 0.02%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                   | McDonald's Corp                                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       7356 | NS      | $2248214.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MCGRAW-HILL EDUCATION                             | McGraw-Hill Education Inc                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      68000 | PA      | $71743.88     | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                     | McKesson Corp                                                                    | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      20596 | NS      | $16894692.84  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                          | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     109000 | PA      | $112679.98    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                    | Merck & Co Inc                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      38134 | NS      | $4013984.84   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| METHANEX CORP                                     | Methanex Corp                                                                    | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $100565.80    | 0.01%             | 2027-10-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                    | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     127925 | NS      | $61867088.50  | 3.85%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                    | Microsoft Corp                                                                   | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    3342000 | PA      | $2040455.26   | 0.13%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                             | Micron Technology Inc                                                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      54149 | NS      | $15454666.09  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                           | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     155000 | PA      | $151147.92    | 0.01%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      78262 | NS      | $6300402.19   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Mill City Solar Loan Ltd.                         | Mill City Solar Loan 2019-1 Ltd                                                  | CUSIP: 59982WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     952123 | PA      | $745055.45    | 0.05%             | 2043-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Mill City Solar Loan Ltd.                         | Mill City Solar Loan 2019-1 Ltd                                                  | CUSIP: 59982WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1483160 | PA      | $1043349.17   | 0.06%             | 2043-03-20      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                             | Mineral Resources Ltd                                                            | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     146000 | PA      | $149109.80    | 0.01%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                             | Mineral Resources Ltd                                                            | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     115000 | PA      | $119592.89    | 0.01%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                           | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                          | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     109000 | PA      | $111745.77    | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                            | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBX6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2040000 | PA      | $1974610.94   | 0.12%             | 2030-05-22      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                             | Molina Healthcare Inc                                                            | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      72000 | PA      | $70808.08     | 0.00%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                             | Molina Healthcare Inc                                                            | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     100000 | PA      | $90817.73     | 0.01%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MongoDB Inc                                       | MongoDB Inc                                                                      | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |       6796 | NS      | $2852213.24   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       6989 | NS      | $1240757.17   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2344991.48   | 0.15%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     119000 | PA      | $104511.83    | 0.01%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                            | Mosaic Solar Loan Trust 2018-2-GS                                                | CUSIP: 61946LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     251901 | PA      | $224418.89    | 0.01%             | 2044-02-22      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                               | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     220000 | PA      | $214787.99    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                    | NCR Voyix Corp                                                                   | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     115000 | PA      | $114190.66    | 0.01%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                     | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     169000 | PA      | $179900.83    | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     232000 | PA      | $237549.99    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                    | NRG Energy Inc                                                                   | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       3651 | NS      | $581385.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                   | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     112000 | PA      | $112301.62    | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      62000 | PA      | $63227.54     | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                   | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     113000 | PA      | $116052.70    | 0.01%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                   | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     178000 | PA      | $177128.64    | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                    | NCR Atleos Corp                                                                  | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     475000 | PA      | $515553.60    | 0.03%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                       | Netflix Inc                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      71121 | NS      | $6668304.96   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO Ltd                          | Neuberger Berman Loan Advisers CLO 46 Ltd                                        | CUSIP: 64134QAL1<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250410.05    | 0.02%             | 2037-01-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| SK hynix Inc                                      | SK hynix Inc                                                                     | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |       2111 | NS      | $956025.07    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust 2022-SFR1                                    | CUSIP: 64831KAN6<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2936366.10   | 0.18%             | 2039-02-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     114000 | PA      | $110598.39    | 0.01%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     156000 | PA      | $152343.61    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                | NextEra Energy Inc                                                               | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     215933 | NS      | $17335101.24  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA INC                                 | Nexstar Media Inc                                                                | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100269.11    | 0.01%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                        | BYD Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |     567000 | NS      | $6929168.82   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                           | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95016.18     | 0.01%             | 2028-03-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                   | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $188500.14    | 0.01%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                           | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103423.43    | 0.01%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                   | Nissan Motor Co Ltd                                                              | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $212524.47    | 0.01%             | 2035-07-17      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                     | Nordstrom Inc                                                                    | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      86000 | PA      | $79751.07     | 0.00%             | 2031-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                          | Northern States Power Co/MN                                                      | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $803010.80    | 0.05%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                   | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     118000 | PA      | $119757.73    | 0.01%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                               | NOVA Chemicals Corp                                                              | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      60000 | PA      | $60367.02     | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                               | NOVA Chemicals Corp                                                              | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     192000 | PA      | $205010.88    | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                               | NOVA Chemicals Corp                                                              | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      61000 | PA      | $64971.65     | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                      | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     143000 | PA      | $137946.38    | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                      | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      88000 | PA      | $91374.89     | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                       | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     347136 | NS      | $64740864.00  | 4.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Octagon Investment Partners 54 Ltd                | Octagon 54 Ltd                                                                   | CUSIP: 67577FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1478687.10   | 0.09%             | 2034-07-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                          | Olympus Water US Holding Corp                                                    | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     200000 | PA      | $194616.51    | 0.01%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                          | Olympus Water US Holding Corp                                                    | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200988.31    | 0.01%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     129000 | PA      | $132429.02    | 0.01%             | 2029-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     119000 | PA      | $121164.13    | 0.01%             | 2029-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                    | Open Text Corp                                                                   | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     207000 | PA      | $196449.25    | 0.01%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                       | Oracle Corp                                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      23125 | NS      | $4507293.75   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd         | Taiwan Semiconductor Manufacturing Co Ltd                                        | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      18000 | NS      | $884830.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                          | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $97614.77     | 0.01%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                          | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      52000 | PA      | $50642.16     | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                    | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102077.70    | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                         | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     300000 | PA      | $312447.30    | 0.02%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                             | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     185000 | PA      | $191705.88    | 0.01%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                            | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              |  | US        |     100000 | PA      | $97648.29     | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                            | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              |  | US        |     100000 | PA      | $102639.00    | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                           | Park River Holdings Inc                                                          | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103099.50    | 0.01%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                           | Park River Holdings Inc                                                          | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98375.00     | 0.01%             | 2030-12-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      96000 | PA      | $102148.58    | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     111000 | PA      | $116686.42    | 0.01%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104395.27    | 0.01%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                          | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     100000 | PA      | $97406.69     | 0.01%             | 2032-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                          | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $257419.25    | 0.02%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                               | EssilorLuxottica SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |      40217 | NS      | $12716527.17  | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                  | Pitney Bowes Inc                                                                 | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |    1071000 | PA      | $1071697.22   | 0.07%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes Inc                                  | Pitney Bowes Inc 2025 Term Loan B                                                | CUSIP: 72448FAW5<br>LEI: 549300N2O26NW4ST6W55 | Long             | LON              | CORP              | US        |     181601 | PA      | $180238.85    | 0.01%             | 2032-03-19      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                 | Polaris Newco LLC EUR Term Loan B                                                | CUSIP: 73108RAC2<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |     989664 | PA      | $1101783.58   | 0.07%             | 2028-06-02      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                                | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102747.49    | 0.01%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     228000 | PA      | $230279.98    | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                            | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |     165453 | NS      | $16825225.68  | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                          | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      66000 | PA      | $64710.06     | 0.00%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                          | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $97288.41     | 0.01%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                              | Progressive Corp/The                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      48425 | NS      | $11027341.00  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2022-SFR3 Trust                                             | CUSIP: 74331UAJ7<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    2700000 | PA      | $2689353.36   | 0.17%             | 2039-04-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR9 Trust                                             | CUSIP: 74333QAN5<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    2400000 | PA      | $2323306.32   | 0.14%             | 2040-11-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR10 Trust                                            | CUSIP: 74333WAN2<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    2497293 | PA      | $2459131.29   | 0.15%             | 2040-12-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR11 Trust                                            | CUSIP: 74333XAQ3<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2914331.40   | 0.18%             | 2039-01-17      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2022-SFR1 Trust                                             | CUSIP: 74333YAN8<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1952007.80   | 0.12%             | 2041-02-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2022-SFR1 Trust                                             | CUSIP: 74333YAQ1<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1973399.80   | 0.12%             | 2041-02-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                       | Prologis LP                                                                      | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     119000 | PA      | $105298.82    | 0.01%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNIQUE PUB FINANCE CO                             | Unique Pub Finance Co PLC/The                                                    | CUSIP: 000000000<br>LEI: 213800FOMWLKHQTI5562 | Long             | DBT              | CORP              | GB        |     280876 | PA      | $396378.45    | 0.02%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                           | Public Service Electric and Gas Co                                               | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2665082.02   | 0.17%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                       | PUERTO RICO CMWLTH                                                               | CUSIP: 74514L4G9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    4013428 | PA      | $2347855.28   | 0.15%             | 2051-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                             | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |      79000 | PA      | $82509.08     | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                             | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     307000 | PA      | $319550.16    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                          | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              |  | US        |     138000 | PA      | $137428.07    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                              | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |     180000 | PA      | $178998.30    | 0.01%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RMF Buyout Issuance Trust                         | RMF Buyout Issuance Trust 2021-HB1                                               | CUSIP: 74969TAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3500000 | PA      | $3331480.60   | 0.21%             | 2031-11-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                            | RR 28 Ltd                                                                        | CUSIP: 74989NAA7<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $501777.50    | 0.03%             | 2037-04-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                 | Rakuten Group Inc                                                                | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     400000 | PA      | $411988.49    | 0.03%             | 2029-12-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                              | Redstone Holdco 2 LP 2021 Term Loan                                              | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1297366 | PA      | $524784.69    | 0.03%             | 2028-04-27      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| Regatta XXIV Funding Ltd.                         | Regatta XXIV Funding Ltd                                                         | CUSIP: 75889HAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250607.43    | 0.02%             | 2038-01-20      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                   | Republic Finance Issuance Trust 2021-A                                           | CUSIP: 76042UAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     800000 | PA      | $798173.36    | 0.05%             | 2031-12-22      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                             | Republic Services Inc                                                            | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3486243.64   | 0.22%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| RESORT CMNTYS LOANCO LP                           | RESORT CMNTYS LOANCO LP                                                          | CUSIP: 76125UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    4426119 | PA      | $4506231.75   | 0.28%             | 2028-11-21      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| RINGCENTRAL INC                                   | RingCentral Inc                                                                  | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1181993.41   | 0.07%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                    | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     164000 | PA      | $169523.38    | 0.01%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                    | Rocket Cos Inc                                                                   | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     218000 | PA      | $224842.54    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                    | Rocket Cos Inc                                                                   | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $63119.93     | 0.00%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                               | Rocket Software Inc                                                              | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |      83000 | PA      | $85586.02     | 0.01%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                        | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     130000 | PA      | $136006.13    | 0.01%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      70000 | PA      | $73709.43     | 0.00%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                              | Ryan Specialty LLC                                                               | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      94000 | PA      | $92255.00     | 0.01%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                           | SBA Communications Corp                                                          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |     118000 | PA      | $117110.99    | 0.01%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                           | SBA Communications Corp                                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |     100000 | PA      | $95654.51     | 0.01%             | 2029-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                            | SCIH Salt Holdings Inc                                                           | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      95000 | PA      | $95023.09     | 0.01%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                          | SLM Corp                                                                         | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      41000 | PA      | $40301.46     | 0.00%             | 2026-11-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                          | SLM Corp                                                                         | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     135000 | PA      | $139732.83    | 0.01%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SPDR Gold Shares                                  | SPDR Gold Shares                                                                 | CUSIP: 78463V107<br>LEI: 549300SMREV46EHBHL79 | Long             | EC               | RF                | US        |     100162 | NS      | $39695202.22  | 2.47%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street SPDR S&P Regional Banking ETF        | State Street SPDR S&P Regional Banking ETF                                       | CUSIP: 78464A698<br>LEI: 549300EFWJBKUN6WJX52 | Long             | EC               | RF                | US        |      23375 | NS      | $1514933.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street SPDR S&P Biotech ETF                 | State Street SPDR S&P Biotech ETF                                                | CUSIP: 78464A870<br>LEI: 549300Y3ODFMPD5XXL58 | Long             | EC               | RF                | US        |      40000 | NS      | $4877200.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street SPDR S&P Homebuilders ETF            | State Street SPDR S&P Homebuilders ETF                                           | CUSIP: 78464A888<br>LEI: 549300MSE80LL1UJS132 | Long             | EC               | RF                | US        |       4200 | NS      | $432432.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| SABRE GLBL INC                                    | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     429000 | PA      | $364790.61    | 0.02%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                    | Sabre GLBL Inc                                                                   | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4145.35      | 0.00%             | 2030-07-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                    | Sabre GLBL Inc                                                                   | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     598000 | PA      | $491753.53    | 0.03%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SABRE FINANCIAL BORROWER                          | Sabre Financial Borrower LLC                                                     | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     515000 | PA      | $521868.88    | 0.03%             | 2029-06-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| Salesforce Inc                                    | Salesforce Inc                                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      53018 | NS      | $14044998.38  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE DATA STOR                                 | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      55000 | PA      | $56697.63     | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd           | SEAGATE DATA STOR                                                                | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     566000 | PA      | $600207.34    | 0.04%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd           | SEAGATE DATA STOR                                                                | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      85000 | PA      | $90368.76     | 0.01%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                   | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100657.60    | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                          | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AB4<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     137000 | PA      | $142663.85    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                  | Sensata Technologies Inc                                                         | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      55000 | PA      | $53718.49     | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                 | Service Corp International/US                                                    | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     152000 | PA      | $153003.35    | 0.01%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                          | Service Properties Trust                                                         | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      24000 | PA      | $24129.48     | 0.00%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                          | Service Properties Trust                                                         | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     100000 | PA      | $98645.29     | 0.01%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                    | ServiceNow Inc                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      35760 | NS      | $5478074.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceTitan Inc                                  | ServiceTitan Inc                                                                 | CUSIP: 81764X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11422 | NS      | $1216443.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                           | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      67000 | PA      | $69176.96     | 0.00%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                               | Sirius XM Radio LLC                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      69000 | PA      | $69168.02     | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                               | Sirius XM Radio LLC                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     181000 | PA      | $172143.20    | 0.01%             | 2030-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                               | Sirius XM Radio LLC                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     141000 | PA      | $137836.82    | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                             | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     189000 | PA      | $181348.79    | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                          | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      95000 | PA      | $101615.12    | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                          | Snap Inc                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102962.20    | 0.01%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                              | Sonic Automotive Inc                                                             | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |      76000 | PA      | $73402.02     | 0.00%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                         | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     107000 | PA      | $111265.02    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                         | Block Inc                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     121000 | PA      | $123458.96    | 0.01%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                          | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100462.20    | 0.01%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                          | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     229000 | PA      | $235761.45    | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                          | Standard Industries Inc/NY                                                       | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     116000 | PA      | $115687.52    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                   | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     207000 | PA      | $220912.08    | 0.01%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                    | Starbucks Corp                                                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       4213 | NS      | $354776.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST                           | Starwood Property Trust Inc                                                      | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |      99000 | PA      | $98515.10     | 0.01%             | 2026-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                           | Starwood Property Trust Inc                                                      | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     100000 | PA      | $99378.70     | 0.01%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Starz Entertainment Corp                          | Starz Entertainment Corp                                                         | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |       1506 | NS      | $17620.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                                | Steel Dynamics Inc                                                               | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    3060000 | PA      | $2956251.10   | 0.18%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| STEM INC                                          | Stem Inc                                                                         | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |     275000 | PA      | $107250.00    | 0.01%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                          | Stonex Escrow Issuer LLC                                                         | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      53000 | PA      | $54973.30     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Stratus CLO                                       | Stratus CLO 2021-1 Ltd                                                           | CUSIP: 863171AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1250000 | PA      | $0.13         | 0.00%             | 2029-12-29      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Stryker Corp                                      | Stryker Corp                                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      29914 | NS      | $10513873.58  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMIT 2022-BVUE Mortgage Trust                    | SUMIT 2022-BVUE Mortgage Trust                                                   | CUSIP: 865592AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     650000 | PA      | $525821.14    | 0.03%             | 2041-02-12      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                              | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      92000 | PA      | $98827.44     | 0.01%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                   | TJX Cos Inc/The                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      32465 | NS      | $4986948.65   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TKC HOLDINGS INC                                  | TKC Holdings Inc                                                                 | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     146000 | PA      | $147423.35    | 0.01%             | 2028-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2741360.60   | 0.17%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $2124675.28   | 0.13%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1193367.83   | 0.07%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd         | Taiwan Semiconductor Manufacturing Co Ltd                                        | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     124157 | NS      | $37730070.73  | 2.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                       | Target Corp                                                                      | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       3937 | NS      | $384841.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC                                         | TEGNA Inc                                                                        | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      62000 | PA      | $61454.04     | 0.00%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                         | TEGNA Inc                                                                        | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      72000 | PA      | $71259.86     | 0.00%             | 2028-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                            | Telecom Italia Capital SA                                                        | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      78000 | PA      | $86401.91     | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                      | Teleflex Inc                                                                     | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |     104000 | PA      | $102401.17    | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                        | TELUS Corp                                                                       | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      58000 | PA      | $60376.84     | 0.00%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                            | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200447.32    | 0.01%             | 2027-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                            | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      73000 | PA      | $73135.59     | 0.00%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     134000 | PA      | $137121.32    | 0.01%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                            | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     128000 | PA      | $133185.15    | 0.01%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                       | Tenneco Inc                                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |     237000 | PA      | $237758.37    | 0.01%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                        | Terex Corp                                                                       | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     152000 | PA      | $151482.97    | 0.01%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                         | Tesla Inc                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      25755 | NS      | $11582538.60  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     318000 | PA      | $313826.25    | 0.02%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                      | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       7078 | NS      | $4101347.10   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                            | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     231000 | PA      | $234023.31    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Inc                                 | Toll Brothers Inc                                                                | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       3273 | NS      | $442575.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                               | TransDigm Group Inc                                                              | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1594 | NS      | $2119780.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                    | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99337.03     | 0.01%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101761.59    | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      77000 | PA      | $80924.69     | 0.01%             | 2031-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      54000 | PA      | $55688.52     | 0.00%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     325000 | PA      | $338136.18    | 0.02%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25586.75     | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     222000 | PA      | $227800.19    | 0.01%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                | Tricon Residential 2021-SFR1 Trust                                               | CUSIP: 89614YAG1<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |    1375000 | PA      | $1360732.45   | 0.08%             | 2038-07-17      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                | Tricon Residential 2021-SFR1 Trust                                               | CUSIP: 89614YAH9<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |     887000 | PA      | $877998.10    | 0.05%             | 2038-07-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                | Tricon Residential 2022-SFR1 Trust                                               | CUSIP: 89616QAF8<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |    1200000 | PA      | $1194992.88   | 0.07%             | 2039-04-17      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU 2019-1 Ltd                          | Trimaran Cavu 2021-2 Ltd                                                         | CUSIP: 89624UAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     550000 | PA      | $550648.18    | 0.03%             | 2034-10-25      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                             | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $217007.26    | 0.01%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| TRONOX INC                                        | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     144000 | PA      | $100808.13    | 0.01%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UKG INC                                           | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     182000 | PA      | $186952.77    | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                      | US Foods Inc                                                                     | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     197000 | PA      | $203792.17    | 0.01%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RAPIDSOS SERIES C 1 EQUITY                        | RAPIDSOS SERIES C 1 EQUITY                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1707127 | NS      | $1894910.97   | 0.12%             |  |  |  | No            |                  3 | On Loan: No      |
| LESSEN HOLDINGS INC PREF                          | LESSEN HOLDINGS INC PREF                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      24168 | NS      | $0.24         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HNG HOSPITALITY OFFSHORE LP                       | HNG HOSPITALITY OFFSHORE LP                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    2660000 | NS      | $1968400.00   | 0.12%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BRIGHT MACHINES SERIES C 1                        | BRIGHT MACHINES SERIES C 1                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     985055 | NS      | $78804.42     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BRIGHT MACHINES SERIES C                          | BRIGHT MACHINES SERIES C                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     472895 | NS      | $94579.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| FREEWIRE EQUITY                                   | FREEWIRE EQUITY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         63 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RAPIDSOS WARRANTS                                 | RAPIDSOS WARRANTS                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     946544 | NS      | $1041198.40   | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| INSIGHT M INC SERIES D                            | INSIGHT M INC SERIES D                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    2854422 | NS      | $923120.07    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| WESTBAY 4A2 NOTES                                 | WESTBAY 4A2 NOTES                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9276000 | PA      | $9380818.80   | 0.58%             | 2030-02-06      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| INSIGHT M INC WARRANTS                            | INSIGHT M INC WARRANTS                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    2957679 | NS      | $29.58        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SUNRISE FINCO I BV                                | Sunrise FinCo I BV                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |     780000 | PA      | $742950.00    | 0.05%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                  | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     104000 | PA      | $105308.22    | 0.01%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                  | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      80000 | PA      | $79872.46     | 0.00%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                             | Uber Technologies Inc                                                            | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      31890 | NS      | $2605731.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                   | Ulta Beauty Inc                                                                  | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        683 | NS      | $413221.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                | Union Pacific Corp                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      38783 | NS      | $8971283.56   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                      | United Airlines Holdings Inc                                                     | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      63724 | NS      | $7125617.68   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                 | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96937.83     | 0.01%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93818.92     | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                          | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     187000 | PA      | $185659.85    | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                          | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     146000 | PA      | $146389.09    | 0.01%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group Inc                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      10008 | NS      | $3303740.88   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                           | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              |  | US        |     133000 | PA      | $132182.30    | 0.01%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                          | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     117000 | PA      | $122221.59    | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                          | Univision Communications Inc                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     263000 | PA      | $282675.82    | 0.02%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| VF CORP                                           | VF Corp                                                                          | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     101000 | PA      | $91430.11     | 0.01%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                    | VOC Escrow Ltd                                                                   | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     224000 | PA      | $223991.49    | 0.01%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                           | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $180990.63    | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                  | Vail Resorts Inc                                                                 | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      69000 | PA      | $70121.94     | 0.00%             | 2030-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust            | Velocity Commercial Capital Loan Trust 2021-4                                    | CUSIP: 92258DAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2104204 | PA      | $1733854.61   | 0.11%             | 2051-12-26      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                       | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1494637.37   | 0.09%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                       | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     461000 | PA      | $460639.00    | 0.03%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verifone Systems Inc                              | Verifone Systems Inc 2025 Term Loan                                              | CUSIP: 92346NAH2<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |    1853925 | PA      | $1751959.01   | 0.11%             | 2028-08-18      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                        | Vertex Pharmaceuticals Inc                                                       | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      10586 | NS      | $4799268.96   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                | Vertiv Holdings Co                                                               | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       2169 | NS      | $351399.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                          | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200047.00    | 0.01%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                        | Viasat Inc                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     137000 | PA      | $136802.82    | 0.01%             | 2027-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                 | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     200000 | PA      | $179382.00    | 0.01%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      56000 | PA      | $51989.53     | 0.00%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                          | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $185147.04    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                | Vodafone Group PLC                                                               | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      68000 | PA      | $72033.24     | 0.00%             | 2079-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                | Vodafone Group PLC                                                               | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     160000 | PA      | $149392.42    | 0.01%             | 2081-06-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                  | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     202000 | PA      | $184225.94    | 0.01%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                  | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $184642.70    | 0.01%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                     | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99074.57     | 0.01%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                      | Voya CLO 2019-3 Ltd                                                              | CUSIP: 92918FAG9<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250122.75    | 0.02%             | 2032-10-17      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     157000 | PA      | $166596.00    | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                              | WR Grace Holdings LLC                                                            | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     172000 | PA      | $174196.38    | 0.01%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                       | Walmart Inc                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     162002 | NS      | $18048642.82  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity Funds                         | BlackRock Liquidity Funds: T-Fund, Institutional Shares                          | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |   22637962 | NS      | $22637961.92  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| WAND NEWCO 3 INC                                  | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     110000 | PA      | $116415.75    | 0.01%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Median B V                                        | Median B V 2021 EUR Term Loan B1                                                 | CUSIP: 000000000<br>LEI: 724500RPUQI0L3Z5NX16 | Long             | LON              | CORP              | NL        |     981818 | PA      | $1141578.80   | 0.07%             | 2027-10-14      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| FLYR SECURED NOTES WTS                            | FLYR SECURED NOTES WTS                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1111543 | PA      | $296559.78    | 0.02%             | 2027-01-20      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| OCEANA A NOTE 4 YEAR                              | OCEANA A NOTE 4 YEAR                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    4206000 | PA      | $2891080.47   | 0.18%             | 2027-07-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| PROJECT MONTELENA                                 | PROJECT MONTELENA                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    3631840 | PA      | $3804191.52   | 0.24%             | 2030-06-20      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| EIS Group Inc                                     | EIS Group Inc Term Loan                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3406310 | PA      | $3265970.03   | 0.20%             | 2028-07-10      | Floating      | 10.72%                | No            |                  3 | On Loan: No      |
| Hydrofarm Holdings LLC                            | Hydrofarm Holdings LLC 2021 Term Loan                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1036865 | PA      | $850228.90    | 0.05%             | 2028-10-25      | Floating      | 9.60%                 | No            |                  3 | On Loan: No      |
| AMF MF Portfolio                                  | AMF MF Portfolio Term Loan                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2985363 | PA      | $3086194.78   | 0.19%             | 2028-11-01      | Fixed         | 7.67%                 | No            |                  3 | On Loan: No      |
| WAYFAIR LLC                                       | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      97000 | PA      | $101235.99    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                       | Wayfair LLC                                                                      | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      79000 | PA      | $84171.42     | 0.01%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TEYA SERVICES LTD                                 | TEYA SERVICES LTD                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        566 | NS      | $176886.32    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SONDER HOLDINGS CLS A LEGENDED                    | SONDER HOLDINGS CLS A LEGENDED                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15727 | NS      | $157.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volta Trucks                                      | Volta Trucks                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |       2492 | NS      | $0.02         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CLARIFY HEALTH                                    | CLARIFY HEALTH                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     318926 | NS      | $918506.88    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| CAP HILL BRANDS PREF EQUITY                       | CAP HILL BRANDS PREF EQUITY                                                      | CUSIP: 000000000<br>LEI: U246OE781574J2BUD366 | Long             | EP               | CORP              | US        |    1088268 | NS      | $10.88        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AIVEN SERIES D PREFERRED                          | AIVEN SERIES D PREFERRED                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | FI        |      35053 | NS      | $1902326.31   | 0.12%             |  |  |  | No            |                  3 | On Loan: No      |
| DEEP INSTINCT LTD                                 | DEEP INSTINCT LTD                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IL        |      36915 | NS      | $369.15       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| VERSA NETWORKS INC                                | VERSA NETWORKS INC                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     195273 | NS      | $939263.13    | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| VERSA NETWORKS INC                                | VERSA NETWORKS INC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    1584337 | NS      | $9664455.70   | 0.60%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EIS Group Inc                                     | EIS Group Inc Revolver                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     340631 | PA      | $326597.00    | 0.02%             | 2028-07-10      | Floating      | 10.72%                | No            |                  3 | On Loan: No      |
| Coreweave Compute Acquisition Co II LLC           | Coreweave Compute Acquisition Co II LLC Delayed Draw Term Loan                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4899825 | PA      | $4838577.19   | 0.30%             | 2028-07-31      | Floating      | 14.63%                | No            |                  3 | On Loan: No      |
| Promontoria Beech Designated Activity Co          | Promontoria Beech Designated Activity Co EUR Term Loan                           | CUSIP: 000000000<br>LEI: 54930082UZ8R6QVSNJ70 | Long             | LON              | CORP              | IE        |     845191 | PA      | $993268.65    | 0.06%             | 2027-05-17      | Floating      | 5.69%                 | No            |                  3 | On Loan: No      |
| VOLATO GROUP INC                                  | VOLATO GROUP INC                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      41409 | NS      | $372.68       | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                  | Wells Fargo & Co                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       5799 | NS      | $540466.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                           | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101451.40    | 0.01%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                           | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     115000 | PA      | $118756.91    | 0.01%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCEANA A NOTE 3 YEAR                              | OCEANA A NOTE 3 YEAR                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    2524000 | PA      | $1705446.38   | 0.11%             | 2026-07-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| SCREAMING EAGLE ACQUISITION CORP                  | SCREAMING EAGLE ACQUISITION CORP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     115000 | NS      | $1039064.10   | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DAVIDSON HOMES PREF EQIUTY/PFD                    | DAVIDSON HOMES PREF EQIUTY/PFD                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       7258 | NS      | $8159588.76   | 0.51%             |  |  |  | No            |                  3 | On Loan: No      |
| COREWEAVE CONVERTIBLE PREF EQ                     | COREWEAVE CONVERTIBLE PREF EQ                                                    | CUSIP: 000000000<br>LEI: 984500511DP2B6186053 | Long             | EP               | CORP              | US        |    1594000 | NS      | $1578060.00   | 0.10%             |  |  |  | No            |                  3 | On Loan: No      |
| DAVIDSON HOMES WARRANTS                           | DAVIDSON HOMES WARRANTS                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      50374 | NS      | $113845.24    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| DF RESIDENTIAL III EQUITY                         | DF RESIDENTIAL III EQUITY                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    2270079 | NS      | $2451685.46   | 0.15%             |  |  |  | No            |                  3 | On Loan: No      |
| OCEANA A 4YR NOTE UPSIZE                          | OCEANA A 4YR NOTE UPSIZE                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    3541000 | PA      | $2360250.76   | 0.15%             | 2028-07-31      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| SONDER WARRANTS DEC 30 2029                       | SONDER WARRANTS DEC 30 2029                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      15626 | NS      | $0.16         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SOURCE GLOBAL PBC COMMON                          | SOURCE GLOBAL PBC COMMON                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4243 | NS      | $339.44       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DEEP INSTINCT ORDINARY                            | DEEP INSTINCT ORDINARY                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      52360 | NS      | $3141.60      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SONDER WARRANTS 5 YR                              | SONDER WARRANTS 5 YR                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     155888 | NS      | $1.56         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LESSEN HLDS SERIES BX                             | LESSEN HLDS SERIES BX                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     456729 | NS      | $4.57         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SONDER 1L PIK NOTES 7 12/10/27                    | SONDER 1L PIK NOTES 7 12/10/27                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6532842 | PA      | $0.65         | 0.00%             | 2027-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| VERITAS SERIES G 1 PREFERRED                      | VERITAS SERIES G 1 PREFERRED                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        672 | NS      | $15456.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BlackRock Funds III                               | BlackRock Cash Funds: Institutional, SL Agency Shares                            | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |    2795646 | NS      | $2797043.54   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                                    | Whirlpool Corp                                                                   | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     110000 | PA      | $109866.33    | 0.01%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                    | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96970.61     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERITAS SERIES G PREFERRED STO                    | VERITAS SERIES G PREFERRED STO                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        973 | NS      | $22865.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                             | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103287.30    | 0.01%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                           | Windstream Services LLC                                                          | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     179000 | PA      | $183494.31    | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                     | Wolfspeed Inc                                                                    | CUSIP: 977852AP7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |       4000 | PA      | $5925.00      | 0.00%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                     | Wolfspeed Inc                                                                    | CUSIP: 977852AQ5<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |       3000 | PA      | $4443.75      | 0.00%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                     | Wolfspeed Inc                                                                    | CUSIP: 977852AS1<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |       4800 | PA      | $3840.00      | 0.00%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wolfspeed Inc                                     | Wolfspeed Inc                                                                    | CUSIP: 97785W106<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |         31 | NS      | $539.71       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVEL + LEISURE CO                               | Travel + Leisure Co                                                              | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     148000 | PA      | $149035.70    | 0.01%             | 2026-07-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| XPO INC                                           | XPO Inc                                                                          | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      88000 | PA      | $92557.34     | 0.01%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                            | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     174000 | PA      | $176834.88    | 0.01%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                            | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     105000 | PA      | $110461.50    | 0.01%             | 2033-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                 | Xerox Corp                                                                       | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    1549000 | PA      | $1482003.57   | 0.09%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                 | Xerox Corp                                                                       | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     776000 | PA      | $631955.00    | 0.04%             | 2031-04-15      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp                               | Xerox Holdings Corp 2023 Term Loan B                                             | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |     122794 | PA      | $104681.75    | 0.01%             | 2029-11-19      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                         | Xylem Inc/NY                                                                     | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2722002.42   | 0.17%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                   | Yum! Brands Inc                                                                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      93000 | PA      | $93073.94     | 0.01%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                     | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     150000 | PA      | $148225.72    | 0.01%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     150000 | PA      | $146690.30    | 0.01%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VERGE COMMON EQ                                   | VERGE COMMON EQ                                                                  | CUSIP: 000000000<br>LEI: 549300Y1L2KQEZ7TU221 | Long             | EC               | CORP              | US        |     317866 | NS      | $47679.90     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ANTHROPIC PBC                                     | ANTHROPIC PBC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4922 | NS      | $1000937.92   | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FLYR SERIES D X PREF EQ                           | FLYR SERIES D X PREF EQ                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     392187 | NS      | $3.92         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FLYR SERIES D X WRNT 12/31/49                     | FLYR SERIES D X WRNT 12/31/49                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |       5576 | NS      | $0.06         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ASML Holding NV                                   | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      22581 | NS      | $24331482.68  | 1.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                     | Industria de Diseno Textil SA                                                    | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |       6419 | NS      | $423427.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GATEGROUP FINANCE LUX SA                          | gategroup Finance Luxembourg SA                                                  | CUSIP: 000000000<br>LEI: 529900Q1OR7LI4GOGW68 | Long             | DBT              | CORP              | LU        |     270000 | PA      | $339182.82    | 0.02%             | 2027-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TELE COLUMBUS AG                                  | Tele Columbus AG                                                                 | CUSIP: 000000000<br>LEI: 3912004GMFDLY04RUQ19 | Long             | DBT              | CORP              | DE        |     324116 | PA      | $250481.76    | 0.02%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                          | Virgin Media Secured Finance PLC                                                 | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     292000 | PA      | $360701.02    | 0.02%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                               | Altice Financing SA                                                              | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     621000 | PA      | $501497.64    | 0.03%             | 2028-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                          | ELO SACA                                                                         | CUSIP: 000000000<br>LEI: 969500ASEC557H5A4F22 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $117308.15    | 0.01%             | 2026-01-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                           | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $269288.16    | 0.02%             | 2027-06-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                               | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     250000 | PA      | $300777.75    | 0.02%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL SWITCH FINANCE                             | Global Switch Finance BV                                                         | CUSIP: 000000000<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |     224000 | PA      | $246191.38    | 0.02%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $243252.30    | 0.02%             | 2027-10-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                  | Mobico Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |     165000 | PA      | $130881.86    | 0.01%             | 2026-01-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KLEOPATRA FINCO SARL                              | Kleopatra Finco Sarl                                                             | CUSIP: 000000000<br>LEI: 222100M6T1N8VIC8M726 | Long             | DBT              | CORP              | LU        |     416000 | PA      | $229775.10    | 0.01%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PCF GMBH                                          | PCF GmbH                                                                         | CUSIP: 000000000<br>LEI: 5299001ZMR76CCHGY076 | Long             | DBT              | CORP              | DE        |     101000 | PA      | $55313.70     | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PCF GMBH                                          | PCF GmbH                                                                         | CUSIP: 000000000<br>LEI: 5299001ZMR76CCHGY076 | Long             | DBT              | CORP              | DE        |     131300 | PA      | $72078.00     | 0.00%             | 2029-04-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| CEDACRI SPA                                       | Cedacri SpA                                                                      | CUSIP: 000000000<br>LEI: 815600E85FCD78B3EE61 | Long             | DBT              | CORP              | IT        |     102000 | PA      | $120963.14    | 0.01%             | 2028-05-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                  | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     165000 | PA      | $197070.59    | 0.01%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                               | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     100000 | PA      | $113395.66    | 0.01%             | 2029-07-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BRANICKS GROUP AG                                 | BRANICKS Group AG                                                                | CUSIP: 000000000<br>LEI: 52990044JL2ZPWONU738 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $82073.53     | 0.01%             | 2026-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KAIXO BONDCO TELECOM SA                           | Kaixo Bondco Telecom SA                                                          | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |     190000 | PA      | $226000.81    | 0.01%             | 2029-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LUNE HOLDINGS SARL                                | Lune Holdings Sarl                                                               | CUSIP: 000000000<br>LEI: 54930003WQ56T0558M33 | Long             | DBT              | CORP              | LU        |     315000 | PA      | $42571.67     | 0.00%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FABBRICA ITA SINTETICI                            | FIS Fabbrica Italiana Sintetici SpA                                              | CUSIP: 000000000<br>LEI: 8156004D7056C63EC525 | Long             | DBT              | CORP              | IT        |     263000 | PA      | $309073.26    | 0.02%             | 2027-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                          | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |     300000 | PA      | $361795.51    | 0.02%             | 2082-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PREEM PETROLEUM AB                                | Preem AB                                                                         | CUSIP: 000000000<br>LEI: 549300MIHCMD8DCSBY41 | Long             | DBT              | CORP              | SE        |     137600 | PA      | $166920.94    | 0.01%             | 2027-06-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| BANKINTER SA                                      | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $252004.24    | 0.02%             | 2028-08-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FOMENTO ECONOMICO MEX                             | Fomento Economico Mexicano SAB de CV                                             | CUSIP: 000000000<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |     500000 | PA      | $587289.87    | 0.04%             | 2026-02-24      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ENGINEERING SPA                                   | Engineering - Ingegneria Informatica - SpA                                       | CUSIP: 000000000<br>LEI: 81560042F5E23EE61346 | Long             | DBT              | CORP              | IT        |     456000 | PA      | $567260.12    | 0.04%             | 2028-05-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                 | Motion Finco Sarl                                                                | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |     204000 | PA      | $217587.81    | 0.01%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                          | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $257983.19    | 0.02%             | 2028-06-21      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                | Vivion Investments Sarl                                                          | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |     254000 | PA      | $297636.41    | 0.02%             | 2029-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                | Vivion Investments Sarl                                                          | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |      74598 | PA      | $87724.59     | 0.01%             | 2028-08-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                  | Mobico Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |     306000 | PA      | $284656.51    | 0.02%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PINNACLE BIDCO PLC                                | Pinnacle Bidco PLC                                                               | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |     181000 | PA      | $256786.77    | 0.02%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LOXAM SAS                                         | Loxam SAS                                                                        | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |     595800 | PA      | $724484.88    | 0.05%             | 2029-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                          | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |          0 | PA      | $0.00         | 0.00%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                 | INEOS Finance PLC                                                                | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     393000 | PA      | $405239.28    | 0.03%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOLDSTORY SASU                                    | Goldstory SAS                                                                    | CUSIP: 000000000<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |     328000 | PA      | $399854.98    | 0.02%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KRONOS INTERNATIONAL INC                          | Kronos International Inc                                                         | CUSIP: 000000000<br>LEI: 529900NTVDLUSYY9F493 | Long             | DBT              | CORP              | US        |     200000 | PA      | $218196.36    | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                | Ardonagh Finco Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    1052000 | PA      | $1274230.94   | 0.08%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                         | Forvia SE                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     360000 | PA      | $437714.24    | 0.03%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HEATHROW FINANCE PLC                              | Heathrow Finance PLC                                                             | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |     756000 | PA      | $1024675.02   | 0.06%             | 2031-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                          | Aston Martin Capital Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |     296000 | PA      | $363199.13    | 0.02%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| NATIONAL BANK GREECE SA                           | National Bank of Greece SA                                                       | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | DBT              | CORP              | GR        |     246000 | PA      | $308880.75    | 0.02%             | 2035-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                            | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     683000 | PA      | $807022.22    | 0.05%             | 2032-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                            | CD&R Firefly Bidco PLC                                                           | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $141035.13    | 0.01%             | 2029-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                               | New Immo Holding SA                                                              | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $121563.07    | 0.01%             | 2028-04-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                            | IMA Industria Macchine Automatiche SpA                                           | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |     411000 | PA      | $488563.59    | 0.03%             | 2029-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                               | Boels Topholding BV                                                              | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |     335000 | PA      | $407074.59    | 0.03%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MAHLE GMBH                                        | Mahle GmbH                                                                       | CUSIP: 000000000<br>LEI: 52990098TR1QJBWIYG58 | Long             | DBT              | CORP              | DE        |     499000 | PA      | $609761.34    | 0.04%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MULTIVERSITY SPA                                  | Multiversity SpA                                                                 | CUSIP: 000000000<br>LEI: 8945002RM8LY280ZUC12 | Long             | DBT              | CORP              | IT        |     137000 | PA      | $171940.43    | 0.01%             | 2031-05-17      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| MULTIVERSITY SPA                                  | Multiversity SpA                                                                 | CUSIP: 000000000<br>LEI: 8945002RM8LY280ZUC12 | Long             | DBT              | CORP              | IT        |     125000 | PA      | $148540.98    | 0.01%             | 2031-05-17      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                           | Aroundtown Finance Sarl                                                          | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |     150000 | PA      | $150758.00    | 0.01%             | 2029-08-07      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FEDRIGONI SPA                                     | Fedrigoni SpA                                                                    | CUSIP: 000000000<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |     410000 | PA      | $469566.21    | 0.03%             | 2031-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FIBER MIDCO SPA                                   | Fiber Midco Spa                                                                  | CUSIP: 000000000<br>LEI: 8156000AFE5C06C4D309 | Long             | DBT              | CORP              | IT        |     230504 | PA      | $207739.80    | 0.01%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                      | Centrica PLC                                                                     | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |     505000 | PA      | $701143.26    | 0.04%             | 2055-05-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                          | Unipol Assicurazioni SpA                                                         | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $123135.55    | 0.01%             | 2034-05-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BERTRAND FRANCHISE                                | Bertrand Franchise Finance SAS                                                   | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |     137000 | PA      | $160049.25    | 0.01%             | 2030-07-18      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| A2A SPA                                           | A2A SpA                                                                          | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $242562.74    | 0.02%             | 2029-06-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                          | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     400000 | PA      | $508904.84    | 0.03%             | 2030-12-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Penta CLO S.A.                                    | Penta CLO 17 DAC                                                                 | CUSIP: 000000000<br>LEI: 254900P6EQ7DE06DX267 | Long             | ABS-CBDO         | CORP              | IE        |     253000 | PA      | $299262.29    | 0.02%             | 2038-08-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| PRESTIGEBIDCO GMBH                                | PrestigeBidCo GmbH                                                               | CUSIP: 000000000<br>LEI: 529900CSF1DNOCHMI763 | Long             | DBT              | CORP              | DE        |     242000 | PA      | $286723.00    | 0.02%             | 2029-07-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Q-PARK HOLDING I BV                               | Q-Park Holding I BV                                                              | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |     463000 | PA      | $561784.56    | 0.03%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                    | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $265089.39    | 0.02%             | 2031-10-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                     | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |     600000 | PA      | $743155.34    | 0.05%             | 2034-10-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LION/POLARIS LUX 4 SA                             | Lion/Polaris Lux 4 SA                                                            | CUSIP: 000000000<br>LEI: 984500BFD3F99A7UB874 | Long             | DBT              | CORP              | LU        |     312000 | PA      | $370894.88    | 0.02%             | 2029-07-01      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Tikehau                                           | Tikehau CLO XII DAC                                                              | CUSIP: 000000000<br>LEI: 635400XEDWHMLUXZJY76 | Long             | ABS-CBDO         | CORP              | IE        |     380000 | PA      | $448201.22    | 0.03%             | 2038-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                               | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     557000 | PA      | $663646.26    | 0.04%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                               | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     182000 | PA      | $218941.04    | 0.01%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMBER FINCO PLC                                   | Amber Finco PLC                                                                  | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |     586000 | PA      | $723168.17    | 0.04%             | 2029-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AB CarVal Euro CLO                                | AB Carval Euro CLO II-C DAC                                                      | CUSIP: 000000000<br>LEI: 6354004BYSUDKD9P4215 | Long             | ABS-CBDO         | CORP              | IE        |     270000 | PA      | $320600.32    | 0.02%             | 2037-02-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                | Zegona Finance PLC                                                               | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     759700 | PA      | $938207.07    | 0.06%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                      | Rossini Sarl                                                                     | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |     149000 | PA      | $183982.98    | 0.01%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                      | Rossini Sarl                                                                     | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |      89945 | PA      | $107572.55    | 0.01%             | 2029-12-31      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding 2020-1 DAC    | Palmer Square European Loan Funding 2024-2 DAC                                   | CUSIP: 000000000<br>LEI: 254900G4AVDGFB7U1712 | Long             | ABS-CBDO         | CORP              | IE        |     270000 | PA      | $317299.97    | 0.02%             | 2034-05-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                    | TeamSystem SpA                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     222000 | PA      | $262680.73    | 0.02%             | 2031-07-31      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| AFFLELOU SAS                                      | Afflelou SAS                                                                     | CUSIP: 000000000<br>LEI: 969500I7CS80FNB7CZ43 | Long             | DBT              | CORP              | FR        |     299000 | PA      | $365543.39    | 0.02%             | 2029-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                                 | Stonegate Pub Co Financing 2019 PLC                                              | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |     125000 | PA      | $143180.08    | 0.01%             | 2029-07-31      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                                 | Stonegate Pub Co Financing 2019 PLC                                              | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |     155000 | PA      | $206331.93    | 0.01%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SONA FIOS CLO                                     | Sona Fios Clo III DAC                                                            | CUSIP: 000000000<br>LEI: 635400CQGC8D7FRXGH67 | Long             | ABS-CBDO         | CORP              | IE        |     470000 | PA      | $556665.31    | 0.03%             | 2037-04-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $319048.80    | 0.02%             | 2034-11-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                           | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     440000 | PA      | $617323.91    | 0.04%             | 2030-12-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EDP SA                                            | EDP SA                                                                           | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |     200000 | PA      | $241182.23    | 0.01%             | 2054-09-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                          | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $244681.33    | 0.02%             | 2032-06-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                          | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $276299.40    | 0.02%             | 2035-06-17      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                          | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $241367.44    | 0.02%             | 2029-09-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BUBBLES BIDCO SPA                                 | Bubbles Bidco SPA                                                                | CUSIP: 000000000<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |     241000 | PA      | $290563.83    | 0.02%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BUBBLES BIDCO SPA                                 | Bubbles Bidco SPA                                                                | CUSIP: 000000000<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |     235000 | PA      | $278502.89    | 0.02%             | 2031-09-30      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Providus CLO                                      | Providus CLO II DAC                                                              | CUSIP: 000000000<br>LEI: 635400JFBYET5G2XFP83 | Long             | ABS-CBDO         | CORP              | IE        |     238000 | PA      | $279836.07    | 0.02%             | 2038-10-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Arbour CLO                                        | Arbour CLO VI DAC                                                                | CUSIP: 000000000<br>LEI: 635400HEJB8VLV1GBH66 | Long             | ABS-CBDO         | CORP              | IE        |     300000 | PA      | $353788.56    | 0.02%             | 2037-11-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Capital Four CLO                                  | Capital Four CLO VIII DAC                                                        | CUSIP: 000000000<br>LEI: 2549006Z0XBVN3OW8T93 | Long             | ABS-CBDO         | CORP              | IE        |     350000 | PA      | $412724.65    | 0.03%             | 2037-10-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| OEG FINANCE PLC                                   | OEG Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 254900KMBHWF9UK63G44 | Long             | DBT              | CORP              | GB        |     290000 | PA      | $356249.78    | 0.02%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| APCOA HOLDINGS GMBH                               | APCOA Group GmbH/Germany                                                         | CUSIP: 000000000<br>LEI: 529900H8FIYAOV5FUW68 | Long             | DBT              | CORP              | DE        |     315000 | PA      | $373050.04    | 0.02%             | 2031-04-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| DYNAMO NEWCO II GMBH                              | Dynamo Newco II GmbH                                                             | CUSIP: 000000000<br>LEI: 391200FDSPYB8FKV7F97 | Long             | DBT              | CORP              | DE        |     121000 | PA      | $144836.21    | 0.01%             | 2031-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Jubilee CDO BV                                    | Jubilee CLO 2024-XXIX DAC                                                        | CUSIP: 000000000<br>LEI: 635400VFSWKTVSOVPY94 | Long             | ABS-CBDO         | CORP              | IE        |     370000 | PA      | $436941.89    | 0.03%             | 2039-01-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                           | INEOS Quattro Finance 2 Plc                                                      | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |     178000 | PA      | $154286.64    | 0.01%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EDGE FINCO PLC                                    | Edge Finco PLC                                                                   | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |     503000 | PA      | $720404.86    | 0.04%             | 2031-08-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                              | IHO Verwaltungs GmbH                                                             | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     250000 | PA      | $317195.76    | 0.02%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                   | United Group BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     104000 | PA      | $124751.78    | 0.01%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding 2020-1 DAC    | Palmer Square European Loan Funding 2024-3 DAC                                   | CUSIP: 000000000<br>LEI: 254900IYUKLJNYNCCC63 | Long             | ABS-CBDO         | CORP              | IE        |     220000 | PA      | $258586.53    | 0.02%             | 2034-05-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Henley Funding Ltd.                               | Henley CLO XII DAC                                                               | CUSIP: 000000000<br>LEI: 635400SQELBB2FR6QN30 | Long             | ABS-CBDO         | CORP              | IE        |     220000 | PA      | $259168.98    | 0.02%             | 2038-01-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| FRESSNAPF HOLDING SE                              | Fressnapf Holding SE                                                             | CUSIP: 000000000<br>LEI: 529900NLSO3VLFW8JQ35 | Long             | DBT              | CORP              | DE        |     138000 | PA      | $161835.78    | 0.01%             | 2031-10-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                          | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     202000 | PA      | $242499.02    | 0.02%             | 2032-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Arini European CLO                                | Arini European Clo IV DAC                                                        | CUSIP: 000000000<br>LEI: 635400S1CQWFRKNVAN93 | Long             | ABS-CBDO         | CORP              | IE        |     430000 | PA      | $511482.50    | 0.03%             | 2038-01-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                   | Contego CLO XI DAC                                                               | CUSIP: 000000000<br>LEI: 6354008HTD4GEZHRKR02 | Long             | ABS-CBDO         | CORP              | IE        |     220000 | PA      | $259219.66    | 0.02%             | 2038-11-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Avoca Static CLO                                  | Avoca Static CLO I DAC                                                           | CUSIP: 000000000<br>LEI: 549300D0MXVAW7ZB0873 | Long             | ABS-CBDO         | CORP              | IE        |     150000 | PA      | $176277.62    | 0.01%             | 2035-01-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Victory Street CLO                                | Victory Street CLO I DAC                                                         | CUSIP: 000000000<br>LEI: 635400D4KWYZ4IFHKI82 | Long             | ABS-CBDO         | CORP              | IE        |     320000 | PA      | $378039.24    | 0.02%             | 2038-01-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BPER BANCA                                        | BPER Banca SPA                                                                   | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $243120.67    | 0.02%             | 2030-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TUI CRUISES GMBH                                  | TUI Cruises GmbH                                                                 | CUSIP: 000000000<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |     108000 | PA      | $130232.00    | 0.01%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                               | Citycon Treasury BV                                                              | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $111639.83    | 0.01%             | 2030-03-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                   | Contego CLO VII DAC                                                              | CUSIP: 000000000<br>LEI: 549300HTBV5M1YNUW859 | Long             | ABS-CBDO         | CORP              | IE        |     290000 | PA      | $340408.33    | 0.02%             | 2038-01-23      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA O2 V DAC                             | Virgin Media O2 Vendor Financing Notes V DAC                                     | CUSIP: 000000000<br>LEI: 635400ASSEVCXAPVGC36 | Long             | DBT              | CORP              | IE        |     464000 | PA      | $627403.32    | 0.04%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Avoca CLO                                         | Avoca CLO XVIII DAC                                                              | CUSIP: 000000000<br>LEI: 549300K6K5XESJRIKM24 | Long             | ABS-CBDO         | CORP              | IE        |     170000 | PA      | $199876.86    | 0.01%             | 2038-01-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                        | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     230000 | PA      | $283580.26    | 0.02%             | 2030-05-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ATOS SE                                           | Atos SE                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |     250229 | PA      | $192625.97    | 0.01%             | 2032-12-18      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                     | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     300000 | PA      | $361015.44    | 0.02%             | 2031-07-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                             | Deutsche Lufthansa AG                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |     400000 | PA      | $487841.97    | 0.03%             | 2055-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                           | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     225000 | PA      | $268055.77    | 0.02%             | 2034-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $247076.87    | 0.02%             | 2032-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ADLER FINANCING SARL                              | Adler Financing Sarl                                                             | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |     766142 | PA      | $986161.67    | 0.06%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                           | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | US        |     204000 | PA      | $249125.09    | 0.02%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SGL GROUP APS                                     | SGL Group ApS                                                                    | CUSIP: 000000000<br>LEI: 636700YQKGLXCPPUYE74 | Long             | DBT              | CORP              | DK        |     148000 | PA      | $166799.74    | 0.01%             | 2031-02-24      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Aurium CLO                                        | Aurium Clo XIII DAC                                                              | CUSIP: 000000000<br>LEI: 635400NUJFLZMWBUGF89 | Long             | ABS-CBDO         | CORP              | IE        |     160000 | PA      | $187027.00    | 0.01%             | 2038-04-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                       | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |     325000 | PA      | $380259.46    | 0.02%             | 2036-02-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                           | Summer BC Holdco B SARL                                                          | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |     201000 | PA      | $217682.86    | 0.01%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                           | Summer BC Holdco B SARL                                                          | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |     131000 | PA      | $144314.92    | 0.01%             | 2030-02-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO                        | Fidelity Grand Harbour Clo 2023-1 DAC                                            | CUSIP: 000000000<br>LEI: 635400GMXFDXRDDHLG52 | Long             | ABS-CBDO         | CORP              | IE        |     300000 | PA      | $350750.45    | 0.02%             | 2038-02-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Henley Funding Ltd.                               | Henley Clo Xi DAC                                                                | CUSIP: 000000000<br>LEI: 6354004ZEQIYPXESRG76 | Long             | ABS-CBDO         | CORP              | IE        |     330000 | PA      | $387086.33    | 0.02%             | 2039-04-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Arini European CLO                                | Arini European CLO V DAC                                                         | CUSIP: 000000000<br>LEI: 635400HVHHJPCXB66K47 | Long             | ABS-CBDO         | CORP              | IE        |     230000 | PA      | $271362.80    | 0.02%             | 2039-01-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $279679.24    | 0.02%             | 2032-02-28      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                   | Contego Clo V DAC                                                                | CUSIP: 000000000<br>LEI: 549300RF10WJ1D9VYK55 | Long             | ABS-CBDO         | CORP              | IE        |     230000 | PA      | $268778.74    | 0.02%             | 2037-10-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| TAG IMMOBILIEN AG                                 | TAG Immobilien AG                                                                | CUSIP: 000000000<br>LEI: 529900TAE68USJNXLR59 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $119583.65    | 0.01%             | 2031-03-11      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| NN GROUP NV                                       | NN Group NV                                                                      | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $239297.04    | 0.01%             | 2034-09-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SAPPI PAPIER HOLDNG GMBH                          | Sappi Papier Holding GmbH                                                        | CUSIP: 000000000<br>LEI: 549300XBCUMUR5CI0181 | Long             | DBT              | CORP              | AT        |     152000 | PA      | $173400.14    | 0.01%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                     | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $239537.35    | 0.01%             | 2037-03-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO                         | Rockford Tower Europe Clo 2025-1 DAC                                             | CUSIP: 000000000<br>LEI: 635400NARJYDXJRPGF02 | Long             | ABS-CBDO         | CORP              | IE        |     290000 | PA      | $338593.19    | 0.02%             | 2037-10-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Arcano Euro CLO                                   | Arcano Euro CLO I DAC                                                            | CUSIP: 000000000<br>LEI: 635400KVFUOP733LMF93 | Long             | ABS-CBDO         | CORP              | IE        |     350000 | PA      | $413631.12    | 0.03%             | 2039-04-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ALSTRIA OFFICE AG                                 | Alstria Office AG                                                                | CUSIP: 000000000<br>LEI: 529900QIJIGPI0DRL085 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $120292.06    | 0.01%             | 2031-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Opportunity Loan Fund DAC            | CVC Cordatus Opportunity Loan Fund-R DAC                                         | CUSIP: 000000000<br>LEI: 635400C8SJP8XE4FXA57 | Long             | ABS-CBDO         | CORP              | IE        |     700000 | PA      | $821166.81    | 0.05%             | 2033-08-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital Euro CLO DAC                   | Texas Debt Capital Euro CLO 2025-I DAC                                           | CUSIP: 000000000<br>LEI: 6354005CUY8PX5XJT459 | Long             | ABS-CBDO         | CORP              | IE        |     350000 | PA      | $410470.21    | 0.03%             | 2039-04-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                            | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $131440.18    | 0.01%             | 2030-03-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                  | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $248664.33    | 0.02%             | 2030-10-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                     | Schaeffler AG                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $123906.33    | 0.01%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                     | Schaeffler AG                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $119966.20    | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARENA LUX FIN SARL                                | Arena Luxembourg Finance Sarl                                                    | CUSIP: 000000000<br>LEI: 222100KX2LPK5KRSIG74 | Long             | DBT              | CORP              | LU        |     194000 | PA      | $230013.82    | 0.01%             | 2030-05-01      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| ITELYUM REGENERATION SPA                          | Itelyum Regeneration Spa                                                         | CUSIP: 000000000<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $117135.90    | 0.01%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                               | Citycon Treasury BV                                                              | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $111475.53    | 0.01%             | 2031-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                          | IPD 3 BV                                                                         | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |     282000 | PA      | $335205.72    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                   | Ocado Group PLC                                                                  | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |     146000 | PA      | $198499.62    | 0.01%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                           | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     139000 | PA      | $167286.11    | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                            | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $121282.60    | 0.01%             | 2030-11-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                         | Ball Corp                                                                        | CUSIP: 000000000<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     181000 | PA      | $217680.13    | 0.01%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                            | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $121608.75    | 0.01%             | 2033-11-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| PRYSMIAN SPA                                      | Prysmian SpA                                                                     | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | DBT              | CORP              | IT        |     275000 | PA      | $336377.38    | 0.02%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                          | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     186000 | PA      | $225450.05    | 0.01%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AIR FRANCE-KLM                                    | Air France-KLM                                                                   | CUSIP: 000000000<br>LEI: 969500AQW31GYO8JZD66 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $238089.85    | 0.01%             | 2030-05-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                              | Teva Pharmaceutical Finance Netherlands II BV                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |     261000 | PA      | $310561.29    | 0.02%             | 2031-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                             | Trivium Packaging Finance BV                                                     | CUSIP: 000000000<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $123746.73    | 0.01%             | 2030-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                              | ZF Europe Finance BV                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $123805.97    | 0.01%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                          | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     231000 | PA      | $275336.74    | 0.02%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                              | Mehilainen Yhtiot Oy                                                             | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |     162000 | PA      | $193272.34    | 0.01%             | 2032-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                    | TeamSystem SpA                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118602.50    | 0.01%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                    | TeamSystem SpA                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     125000 | PA      | $147691.98    | 0.01%             | 2032-07-01      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| BAUSCH & LOMB NL BV/INC                           | Bausch + Lomb Netherlands BV and Bausch & Lomb Inc                               | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | XX        |     100000 | PA      | $119371.90    | 0.01%             | 2031-01-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                          | Bellis Acquisition Co PLC                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     656000 | PA      | $747111.24    | 0.05%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DARLING GLOBAL FINANCE                            | Darling Global Finance BV                                                        | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |     210000 | PA      | $250017.49    | 0.02%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LUNA 2 5SARL                                      | Luna 2 5SARL                                                                     | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $119668.57    | 0.01%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA                           | Garfunkelux Holdco 3 SA                                                          | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |     482754 | PA      | $543114.55    | 0.03%             | 2028-09-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP                                | Czechoslovak Group AS                                                            | CUSIP: 000000000<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |     325000 | PA      | $395307.90    | 0.02%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOLCETTO HOLDCO SPA                               | Dolcetto Holdco SpA                                                              | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |     166000 | PA      | $198006.24    | 0.01%             | 2032-07-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DOLCETTO HOLDCO SPA                               | Dolcetto Holdco SpA                                                              | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $119105.78    | 0.01%             | 2032-07-14      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                  | Maxam Prill Sarl                                                                 | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |     326000 | PA      | $391422.37    | 0.02%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                           | Beach Acquisition Bidco LLC                                                      | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     137000 | PA      | $163908.91    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Arcano Euro CLO                                   | Arcano Euro Clo II DAC                                                           | CUSIP: 000000000<br>LEI: 635400HGPOTPFZDKOF20 | Long             | ABS-CBDO         | CORP              | IE        |     160000 | PA      | $188842.53    | 0.01%             | 2039-07-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| PAPREC HOLDING SA                                 | Paprec Holding SA                                                                | CUSIP: 000000000<br>LEI: 969500ASAFSVN9KVC873 | Long             | DBT              | CORP              | FR        |     286000 | PA      | $337710.04    | 0.02%             | 2030-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                              | BCP V Modular Services Finance II PLC                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |     555000 | PA      | $608109.16    | 0.04%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                               | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     100000 | PA      | $119304.97    | 0.01%             | 2029-10-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                               | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     230000 | PA      | $277208.75    | 0.02%             | 2033-07-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                               | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     270000 | PA      | $324232.71    | 0.02%             | 2031-07-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SONA FIOS CLO                                     | Sona Fios CLO V DAC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     180000 | PA      | $212666.92    | 0.01%             | 2038-08-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                   | Nissan Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     231000 | PA      | $278720.41    | 0.02%             | 2029-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                            | Froneri Lux FinCo SARL                                                           | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |     162000 | PA      | $191812.05    | 0.01%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTRUM INV AND FIN                                | Intrum Investments And Financing AB                                              | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |     118277 | PA      | $121178.14    | 0.01%             | 2028-09-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INTRUM INV AND FIN                                | Intrum Investments And Financing AB                                              | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |      70427 | PA      | $69492.71     | 0.00%             | 2030-09-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INTRUM INV AND FIN                                | Intrum Investments And Financing AB                                              | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |     141196 | PA      | $168109.29    | 0.01%             | 2027-09-11      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INTRUM INV AND FIN                                | Intrum Investments And Financing AB                                              | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |      85774 | PA      | $85182.70     | 0.01%             | 2029-09-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRITE LAKE LUX HOL                          | Alexandrite Lake Lux Holdings Sarl                                               | CUSIP: 000000000<br>LEI: 213800RY78YHYF5J8L55 | Long             | DBT              | CORP              | LU        |     403000 | PA      | $481775.29    | 0.03%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LUNA 1.5 SARL                                     | Luna 1.5 Sarl                                                                    | CUSIP: 000000000<br>LEI: 64884UZ60Y77J5XK5C41 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $122200.35    | 0.01%             | 2032-07-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Aurium CLO                                        | Aurium CLO VII DAC                                                               | CUSIP: 000000000<br>LEI: 549300V2IBKMYWMKX423 | Long             | ABS-CBDO         | CORP              | IE        |     110000 | PA      | $129606.58    | 0.01%             | 2038-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Signal Harmonic CLO                               | Signal Harmonic CLO I DAC                                                        | CUSIP: 000000000<br>LEI: 635400CPGNMPPUYRUY64 | Long             | ABS-CBDO         | CORP              | IE        |     190000 | PA      | $224538.23    | 0.01%             | 2038-07-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ILIAD SA                                          | iliad SA                                                                         | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $355644.90    | 0.02%             | 2032-01-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                           | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |     200000 | PA      | $239282.47    | 0.01%             | 2031-06-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                 | Iron Mountain Inc                                                                | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     296000 | PA      | $338266.63    | 0.02%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                           | VZ Secured Financing BV                                                          | CUSIP: 000000000<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     258000 | PA      | $297258.85    | 0.02%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                             | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $475759.14    | 0.03%             | 2033-09-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                     | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $236277.25    | 0.01%             | 2030-09-24      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Hambridge Euro CLO DAC                            | Hambridge Euro Clo 1 DAC                                                         | CUSIP: 000000000<br>LEI: 635400P8G4JAUUUQGV26 | Long             | ABS-CBDO         | CORP              | IE        |     210000 | PA      | $248569.10    | 0.02%             | 2038-10-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                           | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116943.21    | 0.01%             | 2032-10-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                 | INEOS Finance PLC                                                                | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     201000 | PA      | $203257.74    | 0.01%             | 2031-03-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DEEPOCEAN LTD                                     | Deepocean Ltd                                                                    | CUSIP: 000000000<br>LEI: 213800OYKN2J6ZFIFU40 | Long             | DBT              | CORP              | JE        |     100000 | PA      | $120573.38    | 0.01%             | 2031-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRA GROUP EUROPE HOLDING                          | PRA Group Europe Holding II Sarl                                                 | CUSIP: 000000000<br>LEI: 635400CWOMLGBIP4GA24 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $114582.00    | 0.01%             | 2032-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                          | Olympus Water US Holding Corp                                                    | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     246000 | PA      | $286823.69    | 0.02%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                          | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116288.86    | 0.01%             | 2031-01-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SAR                          | ION Platform Finance SARL                                                        | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $112412.11    | 0.01%             | 2032-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SAR                          | ION Platform Finance SARL                                                        | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |     128000 | PA      | $145566.26    | 0.01%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                          | Nidda Healthcare Holding GmbH                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |     414000 | PA      | $490925.25    | 0.03%             | 2032-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SAR                          | ION Platform Finance SARL                                                        | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |     292000 | PA      | $348280.39    | 0.02%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALSTRIA OFFICE                                    | Alstria Office AG                                                                | CUSIP: 000000000<br>LEI: 529900QIJIGPI0DRL085 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $232243.02    | 0.01%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SALZGITTER AG                                     | Salzgitter AG                                                                    | CUSIP: 000000000<br>LEI: 529900E12Z6HXIMHFA15 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $256076.08    | 0.02%             | 2032-10-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GRUPPO SAN DONATO SPA                             | Gruppo San Donato SPA                                                            | CUSIP: 000000000<br>LEI: 8156003649DB0704FC22 | Long             | DBT              | CORP              | IT        |     126000 | PA      | $150712.71    | 0.01%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding                             | CIFC European Funding CLO II DAC                                                 | CUSIP: 000000000<br>LEI: 549300NYQTL91Z5R9B69 | Long             | ABS-CBDO         | CORP              | IE        |     210000 | PA      | $247845.08    | 0.02%             | 2039-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Silver Point Euro CLO Designated Activity Company | Silver Point Euro Clo 1 DAC                                                      | CUSIP: 000000000<br>LEI: 254900E59SU5T0V8CI79 | Long             | ABS-CBDO         | CORP              | IE        |     110000 | PA      | $129542.99    | 0.01%             | 2039-01-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                           | Aroundtown Finance Sarl                                                          | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |     821000 | PA      | $940459.19    | 0.06%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO                         | Rockford Tower Europe Clo 2025-3 DAC                                             | CUSIP: 000000000<br>LEI: 6354009EFUWKAOBABO62 | Long             | ABS-CBDO         | CORP              | IE        |     160000 | PA      | $187089.81    | 0.01%             | 2040-01-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Victory Street CLO                                | Victory Street Clo II DAC                                                        | CUSIP: 000000000<br>LEI: 635400ZBAAJJTSW7YN78 | Long             | ABS-CBDO         | CORP              | IE        |     250000 | PA      | $295457.24    | 0.02%             | 2039-01-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| FR BONDCO SAS                                     | FR Bondco SAS                                                                    | CUSIP: 000000000<br>LEI: 9695005XHXDZWSFICJ23 | Long             | DBT              | CORP              | FR        |     113000 | PA      | $133262.21    | 0.01%             | 2032-10-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                   | Ardagh Group SA                                                                  | CUSIP: 000000000<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     718000 | PA      | $773589.51    | 0.05%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                       | Deuce Finco PLC                                                                  | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $136137.58    | 0.01%             | 2031-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KING US BIDCO INC                                 | King US Bidco Inc                                                                | CUSIP: 000000000<br>LEI: 254900FMEU5P81WHKR41 | Long             | DBT              | CORP              | US        |     182000 | PA      | $215904.39    | 0.01%             | 2032-12-01      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                       | Deuce Finco PLC                                                                  | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |     128000 | PA      | $152568.14    | 0.01%             | 2032-11-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                  | Gruenenthal GmbH                                                                 | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |     214000 | PA      | $254130.04    | 0.02%             | 2031-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                          | IPD 3 BV                                                                         | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |     102000 | PA      | $120621.99    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                            | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     106000 | PA      | $125945.65    | 0.01%             | 2031-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                | Vivion Investments Sarl                                                          | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |     308000 | PA      | $348613.85    | 0.02%             | 2030-06-08      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Elm Park CLO                                      | Elm Park CLO DAC                                                                 | CUSIP: 000000000<br>LEI: 549300U4MCTO5672RE42 | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $118184.17    | 0.01%             | 2038-01-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                | Vivion Investments Sarl                                                          | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $217546.19    | 0.01%             | 2031-03-08      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                  | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $240034.60    | 0.01%             | 2034-10-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DUOMO BIDCO SPA                                   | Duomo Bidco SpA                                                                  | CUSIP: 000000000<br>LEI: 8156008BEDB552B30829 | Long             | DBT              | CORP              | IT        |     183000 | PA      | $216708.28    | 0.01%             | 2032-01-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| ENCORE ISSUANCES SA                               | Encore Issuances SA                                                              | CUSIP: 000000000<br>LEI: 529900AZGF6OODGSBY09 | Long             | DBT              | CORP              | LU        |     133110 | PA      | $157058.71    | 0.01%             | 2026-08-14      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                           | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     268000 | PA      | $322537.21    | 0.02%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                          | Biffa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |     115000 | PA      | $134757.35    | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                          | Biffa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |     200000 | PA      | $271913.42    | 0.02%             | 2031-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                   | United Group BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     117000 | PA      | $138020.66    | 0.01%             | 2032-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | 3 MONTH SOFR FUT DEC25                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         13 | NC      | $10382.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                       | S+P500 EMINI FUT MAR26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         59 | NC      | $11007.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | EURO STOXX 50 MAR26                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         74 | NC      | $54684.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Exchange (Futures Market)                   | KOSPI2 INX FUT MAR26                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KR        |         51 | NC      | $220755.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | INTUITIVE SURGICAL INC                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -4 | NC      | $-5780.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | TESLA INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -10 | NC      | $-5400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | COSTCO WHOLESALE CORP                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -5 | NC      | $-2175.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | APPLE INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -49 | NC      | $-26950.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | BROADCOM INC                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -26 | NC      | $-4225.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | CAMECO CORP                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |        -30 | NC      | $-5865.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | MCKESSON CORP                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -5 | NC      | $-4100.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | BOSTON SCIENTIFIC CORP                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -41 | NC      | $-1640.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | MICRON TECHNOLOGY INC                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -17 | NC      | $-222190.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ELI LILLY + CO                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -9 | NC      | $-160650.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | LIVE NATION ENTERTAINMENT INC                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -17 | NC      | $-2720.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | CRH PLC                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |        -25 | NC      | $-2250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | BANK OF AMERICA CORP                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -386 | NC      | $-3667.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | EURO STOXX BANK MAR26                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        333 | NC      | $121582.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | EURO-BOBL FUTURE MAR26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        181 | NC      | $-97613.93    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | EURO-SCHATZ FUT MAR26                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         33 | NC      | $-5467.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | EURO-BUND FUTURE MAR26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        137 | NC      | $-91848.97    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | EURO-BTP FUTURE MAR26                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         24 | NC      | $-10040.06    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | SHORT EURO-BTP FU MAR26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         48 | NC      | $9713.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | EURO-OAT FUTURE MAR26                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -20 | NC      | $12199.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US LONG BOND(CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         38 | NC      | $-33107.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR NOTE (CBT)MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -134 | NC      | $61474.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US ULTRA BOND CBT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -17 | NC      | $-1282.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                       | NASDAQ 100 E-MINI MAR26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         95 | NC      | $231546.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                       | E-MINI RUSS 2000 MAR26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         61 | NC      | $-171207.85   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        697 | NC      | $-73893.90    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        394 | NC      | $20781.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR ULTRA FUT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -385 | NC      | $64843.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division  | LONG GILT FUTURE MAR26                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         39 | NC      | $31049.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                               | AUST 10Y BOND FUT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         27 | NC      | $-1984.55     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | SPDR GOLD SHARES                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        659 | NC      | $771639.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ISHARES IBOXX HIGH YIELD COR                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -329 | NC      | $-610.69      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | NVIDIA CORP                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -77 | NC      | $-83545.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | BROADCOM INC                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -48 | NC      | $-111960.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | SPDR GOLD SHARES                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        386 | NC      | $166583.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | APPLE INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         35 | NC      | $4165.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | APPLE INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        269 | NC      | $11970.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | CARRIER GLOBAL CORP                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -141 | NC      | $-3877.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | CARRIER GLOBAL CORP                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        141 | NC      | $1057.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | TESLA INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -5 | NC      | $-1320.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | BROADCOM INC                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -73 | NC      | $-3321.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                    | NIKKEI 225 (OSE) MAR26                                                           | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         28 | NC      | $-47365.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                    | JPN 10Y BOND(OSE) MAR26                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |         -6 | NC      | $41779.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | SPDR GOLD SHARES                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -196 | NC      | $-170703.30   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | APOLLO GLOBAL MANAGEMENT INC                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -18 | NC      | $-5445.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | CITIGROUP INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -73 | NC      | $-57122.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | WALMART INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        153 | NC      | $8721.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ALPHABET INC                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -28 | NC      | $-3850.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | FREEPORT-MCMORAN INC                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -99 | NC      | $-19750.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | STATE STREET SPDR S+P REGIONAL                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        432 | NC      | $8172.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | CISCO SYSTEMS INC                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -57 | NC      | $-1083.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | TRANE TECHNOLOGIES PLC                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |        -10 | NC      | $-2150.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | HILTON WORLDWIDE HOLDINGS INC                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -15 | NC      | $-1687.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | MCKESSON CORP                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -5 | NC      | $-2400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          5 | NC      | $14075.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | NVIDIA CORP                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -240 | NC      | $-3840.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | MEDTRONIC PLC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |        -42 | NC      | $-168.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        176 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -220 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | WALT DISNEY CO/THE                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -29 | NC      | $-72.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | WALT DISNEY CO/THE                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         29 | NC      | $13195.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | ESTX BANKS (EUR) PR                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        394 | NC      | $177108.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | BANK OF AMERICA CORP                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        386 | NC      | $52689.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | SPDR GOLD SHARES                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        766 | NC      | $1337550.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | SPDR GOLD SHARES                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -1532 | NC      | $-862121.05   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | NETFLIX INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         35 | NC      | $87.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ISHARES IBOXX HIGH YIELD COR                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -493 | NC      | $-3793.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                               | AUST 3YR BOND FUT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        123 | NC      | $-4091.34     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | NVIDIA CORP                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        170 | NC      | $169150.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | CITIGROUP INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         59 | NC      | $62392.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ISHARES IBOXX HIGH YIELD COR                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -329 | NC      | $-4536.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ROCKWELL AUTOMATION INC                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         23 | NC      | $25070.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ROCKWELL AUTOMATION INC                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -23 | NC      | $-4025.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ALPHABET INC                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        241 | NC      | $10363.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | NVIDIA CORP                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -194 | NC      | $-10088.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | NVIDIA CORP                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -242 | NC      | $-58564.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ALPHABET INC                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -194 | NC      | $-123675.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | AMAZON.COM INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -242 | NC      | $-68970.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | AMAZON.COM INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        242 | NC      | $200255.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ALPHABET INC                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        194 | NC      | $132405.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | JPMORGAN CHASE + CO                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         96 | NC      | $96000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | APPLE INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        145 | NC      | $41180.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | APPLE INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -145 | NC      | $-27332.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | BROADCOM INC                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -87 | NC      | $-125932.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | BROADCOM INC                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         87 | NC      | $65032.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | TESLA INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -65 | NC      | $-47450.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | JPMORGAN CHASE + CO                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -96 | NC      | $-12672.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | TESLA INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -65 | NC      | $-23400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | TESLA INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         65 | NC      | $214662.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | JPMORGAN CHASE + CO                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -96 | NC      | $-11664.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | MICROSOFT CORP                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         80 | NC      | $71600.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | MICROSOFT CORP                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -80 | NC      | $-11000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | MICROSOFT CORP                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -80 | NC      | $-37200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | META PLATFORMS INC                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -51 | NC      | $-15555.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | META PLATFORMS INC                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         51 | NC      | $158482.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | META PLATFORMS INC                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -51 | NC      | $-41182.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ISHARES RUSSELL 2000 ETF                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        177 | NC      | $36661.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ISHARES RUSSELL 2000 ETF                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -177 | NC      | $-577.06      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | AMAZON.COM INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -43 | NC      | $-21715.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | WALMART INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -192 | NC      | $-672.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | AMAZON.COM INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         43 | NC      | $16340.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | NVIDIA CORP                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        240 | NC      | $51360.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | TESLA INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -31 | NC      | $-19685.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | TESLA INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -31 | NC      | $-14027.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -7 | NC      | $-3972.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | TESLA INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         31 | NC      | $65487.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          7 | NC      | $32217.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | CITIGROUP INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -59 | NC      | $-5339.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        101 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | DELTA AIR LINES INC                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -581 | NC      | $-9296.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | DELTA AIR LINES INC                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        581 | NC      | $146702.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        187 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ALPHABET INC                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -263 | NC      | $-50627.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | DELTA AIR LINES INC                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -336 | NC      | $-7560.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | VERTIV HOLDINGS CO                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -43 | NC      | $-21500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | VERTIV HOLDINGS CO                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -43 | NC      | $-4020.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | VERTIV HOLDINGS CO                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         43 | NC      | $14297.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Stock Exchange Of India                  | IFSC NIFTY 50 FUT JAN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |         43 | NC      | $3721.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | STATE STREET SPDR S+P REGIONAL                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -432 | NC      | $-390.53      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | STATE STREET SPDR S+P REGIONAL                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -240 | NC      | $-9431.69     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | SPDR GOLD SHARES                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -259 | NC      | $-80736.93    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | SPDR GOLD SHARES                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -450 | NC      | $-21618.59    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | INVESCO QQQ TRUST SERIES 1                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        226 | NC      | $133912.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | INVESCO QQQ TRUST SERIES 1                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -226 | NC      | $-4777.93     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        282 | NC      | $705.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | ESTX BANKS (EUR) PR                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -56 | NC      | $-21224.11    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | CITIGROUP INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        241 | NC      | $84350.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | CITIGROUP INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -241 | NC      | $-22895.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ALPHABET INC                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -31 | NC      | $-17437.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -282 | NC      | $-1.13        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | SPDR GOLD SHARES                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -193 | NC      | $-115483.52   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | SPDR GOLD SHARES                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        193 | NC      | $171092.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | FIFTH THIRD BANCORP                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        233 | NC      | $13980.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | DELTA AIR LINES INC                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -175 | NC      | $-15925.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | FIFTH THIRD BANCORP                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -233 | NC      | $-12815.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        562 | NC      | $43672.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -562 | NC      | $-3634.34     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | DELTA AIR LINES INC                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         43 | NC      | $12857.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | DELTA AIR LINES INC                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -43 | NC      | $-6815.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | UNITED AIRLINES HOLDINGS INC                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -31 | NC      | $-4107.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | UNITED AIRLINES HOLDINGS INC                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         31 | NC      | $19762.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arkema SA                                         | Arkema SA                                                                        | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |      23768 | NS      | $1448508.85   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                           | DSV A/S                                                                          | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |      37087 | NS      | $9340594.52   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                      | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |      60037 | NS      | $734019.65    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                          | RELX PLC                                                                         | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     196026 | NS      | $7897263.57   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Project Montage                                   | Project Montage PIK Term Loan                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1283472 | PA      | $1238550.12   | 0.08%             | 2029-02-16      | Floating      | 12.75%                | No            |                  3 | On Loan: No      |
| Coreweave Compute Acquisition Co., IV, LLC        | Coreweave Compute Acquisition Co IV LLC 2024 Delayed Draw Term Loan              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     383105 | PA      | $380232.13    | 0.02%             | 2029-05-16      | Floating      | 9.90%                 | No            |                  3 | On Loan: No      |
| Europa University Education Group, S.L            | Europa University Education Group SL 2024 EUR 1st Lien Term Loan B               | CUSIP: 000000000<br>LEI: 2549009PF73QPWLZWG67 | Long             | LON              | CORP              | ES        |     741599 | PA      | $877218.21    | 0.05%             | 2031-10-30      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| AERNNOVA AEROSPACE SAU                            | Aernnova Aerospace SAU 2024 EUR Term Loan B                                      | CUSIP: 000000000<br>LEI: 95980020140005473208 | Long             | LON              | CORP              | ES        |    1302917 | PA      | $1510134.21   | 0.09%             | 2030-02-27      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Obol France 3 SAS                                 | Obol France 3 SAS 2024 EUR Term Loan B                                           | CUSIP: 000000000<br>LEI: 969500K3AWY66FOPOS97 | Long             | LON              | CORP              | FR        |    1000000 | PA      | $1158312.37   | 0.07%             | 2028-12-31      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| STAGE ENTERTAINMENT BV                            | Stage Entertainment BV 2024 EUR Term Loan B                                      | CUSIP: 000000000<br>LEI: 213800LK9D4ZNEX9VB03 | Long             | LON              | CORP              | NL        |    1000000 | PA      | $1140919.41   | 0.07%             | 2029-06-02      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Quimper AB                                        | Quimper AB 2024 EUR Term Loan B                                                  | CUSIP: 000000000<br>LEI: 549300EI2YNCQDXVO313 | Long             | LON              | CORP              | SE        |    1008696 | PA      | $1198091.66   | 0.07%             | 2030-03-29      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Applegreen Ireland                                | Applegreen Ireland 2025 EUR Term Loan B                                          | CUSIP: 000000000<br>LEI: 635400OPREBBJDTRR459 | Long             | LON              | CORP              | IE        |     569620 | PA      | $673266.57    | 0.04%             | 2032-01-30      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Aviv Group GmbH                                   | Aviv Group GmbH EUR Term Loan B                                                  | CUSIP: 000000000<br>LEI: 529900ACQ8JBRCMB0082 | Long             | LON              | CORP              | DE        |    1146496 | PA      | $1355405.84   | 0.08%             | 2032-04-23      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Ramsay Generale de Sante SA                       | Ramsay Generale de Sante SA 2025 EUR Term Loan B4                                | CUSIP: 000000000<br>LEI: 969500I1EJGUAT223F44 | Long             | LON              | CORP              | FR        |     900000 | PA      | $1058229.98   | 0.07%             | 2031-08-13      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Tackle SARL                                       | Tackle SARL 2025 EUR Repriced Term Loan B2                                       | CUSIP: 000000000<br>LEI: 222100DLH8KKOD63ZQ23 | Long             | LON              | CORP              | LU        |    1226093 | PA      | $1442431.72   | 0.09%             | 2028-05-22      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco Limited                        | CD&R Firefly Bidco Limited 2025 GBP Term Loan                                    | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | LON              | CORP              | GB        |    1000000 | PA      | $1356375.20   | 0.08%             | 2029-04-29      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| TRAVIATA BV                                       | Traviata BV 2025 EUR PIK Term Loan                                               | CUSIP: 000000000<br>LEI: 529900TJUCAM0UQXSF21 | Long             | LON              | CORP              | DE        |    1070425 | PA      | $1182485.18   | 0.07%             | 2033-01-22      | Floating      | 9.90%                 | No            |                  3 | On Loan: No      |
| Hestiafloor 2                                     | Hestiafloor 2 2025 EUR Term Loan B                                               | CUSIP: 000000000<br>LEI: 969500P2FDMGGWHDLV86 | Long             | LON              | CORP              | FR        |     588235 | PA      | $697861.05    | 0.04%             | 2030-02-27      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd                             | Boots Group Bidco Ltd GBP Term Loan B                                            | CUSIP: 000000000<br>LEI: 254900Q2CMXV6QWMW891 | Long             | LON              | CORP              | GB        |    1159420 | PA      | $1574562.08   | 0.10%             | 2032-08-30      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| HomeVi S.a.S.                                     | HomeVi SaS 2025 EUR Term Loan B                                                  | CUSIP: 000000000<br>LEI: 9695001URJB6VUATPK20 | Long             | LON              | CORP              | FR        |          0 | PA      | $0.00         | 0.00%             | 2029-10-31      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Node AcquiCo GmbH                                 | Node AcquiCo GmbH EUR Term Loan                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    1000000 | PA      | $1180958.47   | 0.07%             | 2032-12-08      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Indy US Bidco LLC                                 | Indy US Bidco LLC 2025 EUR Term Loan B                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     883922 | PA      | $1044374.04   | 0.06%             | 2030-10-31      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Speed Midco 3 S.a r.l.                            | Speed Midco 3 Sa rl 2025 EUR Term Loan                                           | CUSIP: 000000000<br>LEI: 2549003UA52U0RYFOG67 | Long             | LON              | CORP              | LU        |    1000000 | PA      | $1182298.20   | 0.07%             | 2032-10-07      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING AG                       | NIDDA HEALTHCARE HOLDING AG 2025 EUR 1st LIEN TERM LOAN B                        | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | LON              | CORP              | DE        |    1439393 | PA      | $1701791.92   | 0.11%             | 2032-12-09      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| GALAXY UNIVERSAL LLC                              | GALAXY UNIVERSAL LLC 2025 PIK TERM LOAN                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6052233 | PA      | $5727227.78   | 0.36%             | 2028-05-16      | Floating      | 9.96%                 | No            |                  3 | On Loan: No      |
| Compass Group PLC                                 | Compass Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     211366 | NS      | $6697145.14   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                 | National Grid PLC                                                                | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     882078 | NS      | $13529734.40  | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE                          | Telenet Finance Luxembourg Notes Sarl                                            | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |     600000 | PA      | $596189.47    | 0.04%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLARIANE SE                                       | Clariane SE                                                                      | CUSIP: 000000000<br>LEI: 969500WEPS61H6TJM037 | Long             | DBT              | CORP              | FR        |     251700 | PA      | $169563.52    | 0.01%             | 2027-03-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DEMIRE REAL ESTATE AG                             | DEMIRE Deutsche Mittelstand Real Estate AG                                       | CUSIP: 000000000<br>LEI: 391200FHEFGXUKL2BO93 | Long             | DBT              | CORP              | DE        |     440379 | PA      | $486493.21    | 0.03%             | 2027-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                              | BCP V Modular Services Finance II PLC                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |     606000 | PA      | $766767.14    | 0.05%             | 2028-11-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                              | Tencent Holdings Ltd                                                             | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |      47010 | NS      | $3607713.43   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BRACKEN MIDCO ONE                                 | Bracken MidCo1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800AFGHKES7J58805 | Long             | DBT              | CORP              | GB        |     123000 | PA      | $164243.29    | 0.01%             | 2027-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                  | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     800000 | PA      | $931117.53    | 0.06%             | 2027-10-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                               | New Immo Holding SA                                                              | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $357048.99    | 0.02%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: OIS 3.470500 10-MAR-2027                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    4700000 | OU      | $-28223.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: OIS 3.137500 12-MAY-2033                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    6700642 | OU      | $-190566.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SWP: GBP 4.860000 20-JUN-2028 SON                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    6370000 | OU      | $305447.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                | SWP: OIS 9.965000 04-JAN-2027 BZD                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   14577981 | OU      | $-299796.66   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                       | SWP: OIS 9.950000 04-JAN-2027 BZD                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   14190595 | OU      | $-296870.62   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                              | SWP: OIS 10.025000 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   14157917 | OU      | $-288920.28   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                | SWP: OIS 9.990000 04-JAN-2027 BZD                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   14173155 | OU      | $-292627.49   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.311000 29-SEP-2033 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   26166300 | OU      | $1158051.60   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.422000 02-OCT-2028 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  135611000 | OU      | $4006277.43   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 3.299000 23-OCT-2027 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    3402580 | OU      | $-6016.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: OIS 4.169300 23-OCT-2026 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    9509300 | OU      | $53861.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: OIS 4.198500 23-OCT-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    4949000 | OU      | $77982.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: OIS 4.212000 27-OCT-2026 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   18989400 | OU      | $117829.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.400000 31-OCT-2028 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    6490250 | OU      | $191415.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 3.65000 03-NOV-2053 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    2576915 | OU      | $232054.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: OIS 4.072500 03-NOV-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    9541016 | OU      | $129485.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.000000 03-NOV-2053 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    2576915 | OU      | $-81108.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: USD 3.270000 05-FEB-2028 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   11932500 | OU      | $5395.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: USD 3.870000 05-FEB-2028 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   11932500 | OU      | $132617.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: OIS 3.952300 03-NOV-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    2363950 | OU      | $26565.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: OIS 3.922300 03-NOV-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    2363950 | OU      | $25188.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: OIS 3.987300 03-NOV-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    4727900 | OU      | $56343.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: OIS 3.864300 10-NOV-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    9918800 | OU      | $95970.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SWP: GBP 4.122440 17-NOV-2028 SON                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    3004061 | OU      | $65974.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SWP: GBP 4.123300 21-NOV-2028 SON                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    3004000 | OU      | $66212.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: OIS 3.460130 15-DEC-2036 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    4824462 | OU      | $177048.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: OIS 3.250130 15-DEC-2028 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   21108486 | OU      | $-13290.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.000000 12-JAN-2034 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    4817000 | OU      | $90445.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.000000 17-JAN-2034 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1388625 | OU      | $26087.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: OIS 3.481000 23-JAN-2028                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   13664955 | OU      | $47295.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: USD 3.995900 26-JAN-2028 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   11825105 | OU      | $158485.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: USD 3.4459 26-JAN-2028 SOF                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   11825105 | OU      | $-33328.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: USD 4.1485 30-MAY-2027 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   15272212 | OU      | $154330.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SWP: EUR 3.000000 05-MAR-2029 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    7712963 | OU      | $323240.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | FSWP: OIS 6.336374 20-MAR-2027 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  103210483 | OU      | $14789.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | FSWP: OIS 6.300000 20-MAR-2029 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   39035311 | OU      | $8071.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SWP: JPY 0.283000 09-MAR-2026 FTO                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 2930800634 | OU      | $47994.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | FSWP: OIS 6.262000 20-MAR-2029 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   31937982 | OU      | $6179.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | FSWP: OIS 6.337000 20-MAR-2034 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   13127004 | OU      | $2647.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | FSWP: OIS 6.347000 20-MAR-2034 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   13127003 | OU      | $2743.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 3.790000 29-MAR-2029 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   17015480 | OU      | $161015.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.00000 08-APR-2029 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   10561416 | OU      | $187189.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.400000 08-APR-2026 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   21824193 | OU      | $57463.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.052000 09-APR-2029 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    7989757 | OU      | $157034.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.450000 09-APR-2026 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    7989757 | OU      | $25251.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATOS SE                                           | Atos SE                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |     305134 | PA      | $353622.48    | 0.02%             | 2030-12-18      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| ATOS SE                                           | Atos SE                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |     338831 | PA      | $456208.59    | 0.03%             | 2029-12-18      | Variable      | 9.36%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                        | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $227166.16    | 0.01%             | 2032-05-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Verisure PLC                                      | Verisure PLC                                                                     | CUSIP: 000000000<br>LEI: 636700ZY9PP0NGXTA943 | Long             | EC               | CORP              | GB        |      33916 | NS      | $558013.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.000000 18-APR-2029 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   12579481 | OU      | $225562.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.050000 18-APR-2026 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   12579481 | OU      | $-8235.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.000000 24-APR-2029 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    6325957 | OU      | $114390.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.300000 24-APR-2026 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   15182296 | OU      | $30213.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SWP: EUR 2.900000 30-APR-2029 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    8865168 | OU      | $323181.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.000000 06-MAY-2029 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   12652000 | OU      | $232433.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.500000 08-MAY-2026 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   12488000 | OU      | $54075.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: USD 4.098500 30-MAY-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   15272212 | OU      | $139335.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SWP: EUR 2.870000 11-JUN-2029 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    6518851 | OU      | $220766.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.350000 22-JUL-2026 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    5618639 | OU      | $26575.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | SWAP/CDSWAP/SCDS: (TITIM)                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | DE        |     190000 | OU      | $-1257.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 3.660000 10-OCT-2029 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    6443423 | OU      | $56801.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 3.660000 10-OCT-2034 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    4339253 | OU      | $-27296.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.000000 28-OCT-2026 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   19216100 | OU      | $79576.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SWP: GBP 4.095000 07-NOV-2054 SON                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2400000 | OU      | $-191072.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: OIS 9.040000 14-NOV-2029 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   81547600 | OU      | $227976.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 3.670000 26-DEC-2034 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    7165089 | OU      | $-41519.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 3.700000 06-JAN-2035 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    5610000 | OU      | $-55954.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.070000 14-JAN-2027 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   18545000 | OU      | $73934.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SWP: GBP 4.000000 16-JAN-2030 SON                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    6913400 | OU      | $116017.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.000000 23-JAN-2030 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    6913400 | OU      | $134290.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                    | SWAP/CDSWAP/CDS: (ITRAXX.XO.42.V2 20-35%)                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | DE        |     682000 | OU      | $106758.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 3.225000 19-FEB-2030 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    7172772 | OU      | $-119710.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 3.900000 24-FEB-2030 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   12279477 | OU      | $188188.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 3.750000 27-MAR-2035 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    5561000 | OU      | $-25168.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SWP: EUR 2.200000 04-JUN-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1505741 | OU      | $-4575.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                | SWP: OIS 13.115000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   29662346 | OU      | $-46110.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | SWP: OIS 13.000000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |   11361747 | OU      | $-25755.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                | SWP: OIS 13.000000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    7385135 | OU      | $-16740.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                | SWP: OIS 12.945000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    6345772 | OU      | $-16542.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 3.750000 09-JUL-2035 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    2730564 | OU      | $-11003.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 3.500000 20-AUG-2028 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   11415724 | OU      | $21858.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                    | SWAP/CDSWAP/CDS: (ITRAXX.XO.42 10-20%)                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | DE        |     310000 | OU      | $18623.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                    | SWAP/CDSWAP/CDS: (ITRAXX.XO.42 10-20%)                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | DE        |     310000 | OU      | $18623.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                    | SWAP/CDSWAP/SCDS: (ETLFP)                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | DE        |     154000 | OU      | $33210.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                  | SWAP/CDSWAP/SCDS: (ZFFNGR)                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | DE        |     156000 | OU      | $13470.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                              | SWAP/CDSWAP/SCDS: (ETLFP)                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |     198056 | OU      | $42711.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                              | SWAP/CDSWAP/SCDS: (EOFP)                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |     107000 | OU      | $14606.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                              | SWAP/CDSWAP/SCDS: (SFRFP)                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |     336000 | OU      | $12482.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | FSWP: OIS 3.789000 28-JAN-2026 FED                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  121704000 | OU      | $-23565.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | FSWP: OIS 3.682000 28-JAN-2026 FED                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   60720000 | OU      | $-2758.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SWP: GBP 4.450000 04-DEC-2055 SON                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1075000 | OU      | $-1137.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: OIS 3.228000 11-DEC-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   16742000 | OU      | $6871.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | TRSWAP: LQD US EQUITY                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    7422211 | OU      | $5952.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                    | TRSWAP: USHY US EQUITY                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    2544560 | OU      | $8176.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                              | TRSWAP: LQD US EQUITY                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    5793719 | OU      | $4646.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                       | TRSWAP: HYG US EQUITY                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    2744615 | OU      | $9813.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                | TRSWAP: HYG US EQUITY                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    1862906 | OU      | $5572.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                    | TRSWAP: HYG US EQUITY                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    4355512 | OU      | $13029.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                              | TRSWAP: HYG US EQUITY                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    2304002 | OU      | $6892.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                     | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     179331 | NS      | $14853393.52  | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                          | Adyen NV                                                                         | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |        120 | NS      | $193508.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                      | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     310365 | NS      | $8723810.09   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Life Insurance Co Ltd                         | SBI Life Insurance Co Ltd                                                        | CUSIP: 000000000<br>LEI: 335800WMVIESQUO95586 | Long             | EC               | CORP              | IN        |      35072 | NS      | $794978.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                  | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      44000 | NS      | $2878480.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                           | CRH PLC                                                                          | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |     127078 | NS      | $15859334.40  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                    | Eaton Corp PLC                                                                   | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      16339 | NS      | $5204134.89   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ineos Finance PLC                                 | Ineos Finance PLC 2024 EUR 1st Lien Term Loan B                                  | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | LON              | CORP              | GB        |    1000000 | PA      | $963135.15    | 0.06%             | 2031-06-23      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                         | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      16945 | NS      | $7225178.55   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                     | Medtronic PLC                                                                    | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      86165 | NS      | $8277009.90   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                            | Trane Technologies PLC                                                           | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      41076 | NS      | $15986779.20  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDAGH GROUP SA                                   | Ardagh Group SA                                                                  | CUSIP: 000000000<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     418851 | PA      | $454293.27    | 0.03%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                            | Stena International SA                                                           | CUSIP: 000000000<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |     527000 | PA      | $537226.96    | 0.03%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | 2Y RTP 4.300000 20-SEP-2027                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  -36643000 | OU      | $-99210.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                              | 10Y RTP 2.940000 23-APR-2026                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   -6708000 | OU      | $-101546.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                              | 10Y RTP 4.000000 23-APR-2026                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   -6320000 | OU      | $-44017.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                | 30Y RTR 3.550000 30-APR-2026                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    6966000 | OU      | $15693.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                | 30Y RTR 3.250000 30-APR-2026                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   -6966000 | OU      | $-4673.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                  | 30Y RTR 3.770000 05-FEB-2026                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |    1819400 | OU      | $1052.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                  | 10Y RTR 3.570000 05-FEB-2026                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | KY        |    2732200 | OU      | $3241.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                              | 5Y RTR 3.150000 06-FEB-2026                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | KY        |    3175000 | OU      | $1682.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                              | 10Y RTR 3.450000 06-FEB-2026                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    1993410 | OU      | $961.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                       | 10Y RTR 3.400000 18-FEB-2026                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   -5300000 | OU      | $-3333.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                | 2Y RTP 3.580000 20-FEB-2026                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  -12058667 | OU      | $-2403.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | 5Y RTR 2.900000 25-FEB-2026                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  -10415000 | OU      | $-3069.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | 10Y RTR 3.250000 25-FEB-2026                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | KY        |   -5594000 | OU      | $-1892.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                | 10Y RTP 3.960000 02-FEB-2026                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   -4792000 | OU      | $-9084.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | 30Y RTP 4.300000 02-FEB-2026                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -2119000 | OU      | $-9368.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | 30Y RTR 4.200000 04-MAR-2026                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -1075000 | OU      | $-9275.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                  | 2Y RTP 4.000000 08-DEC-2027                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |  -14220530 | OU      | $-66538.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | 1Y RTP 3.500000 08-JUN-2026                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  -33773759 | OU      | $-21759.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | 1Y RTR 3.000000 08-JUN-2026                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   33773759 | OU      | $35236.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | 1Y RTR 2.500000 08-JUN-2026                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  -33773759 | OU      | $-11079.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                       | 10Y RTR 3.500000 11-MAR-2026                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   -5328000 | OU      | $-11237.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                              | 10Y RTP 4.000000 17-FEB-2026                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   -3526000 | OU      | $-8296.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                              | 10Y RTR 3.600000 17-FEB-2026                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   -3526000 | OU      | $-7909.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                  | 2Y RTP 4.500000 16-DEC-2027                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |  -21393000 | OU      | $-57157.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                       | 10Y RTP 4.600000 16-DEC-2026                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   -2652000 | OU      | $-19597.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                       | 10Y RTR 3.200000 16-DEC-2026                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   -2652000 | OU      | $-15785.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sector Alarm Holding AS                           | Sector Alarm Holding AS 2025 EUR Term Loan B                                     | CUSIP: 000000000<br>LEI: 549300YUOBFVB7TE8510 | Long             | LON              | CORP              | NO        |     406916 | PA      | $482066.81    | 0.03%             | 2029-06-14      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                               | Verisure Holding AB 2025 EUR Term Loan B                                         | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | LON              | CORP              | SE        |    1000000 | PA      | $1181604.83   | 0.07%             | 2032-11-03      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | SWAP/CDSWAP/ICE: (ARGID)                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      97868 | OU      | $-67680.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | SWAP/CDSWAP/ICE: (ARGID)                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      12911 | OU      | $-8928.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | SWAP/CDSWAP/ICE: (CDX.NA.HY.41.V2)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3316401 | OU      | $250834.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | SWAP/CDSWAP/ICE: (ITRAXX.XO.42.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7042879 | OU      | $851464.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | SWAP/CDSWAP/ICE: (ITRAXX.XO.43.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     942018 | OU      | $126941.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | SWAP/CDSWAP/ICE: (CDX.NA.HY.44.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    4266000 | OU      | $-344462.27   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | SWAP/CDSWAP/ICE: (CDX.NA.HY.45.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1433000 | OU      | $-111313.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-23

**Name of Applicant:** BlackRock ESG Capital Allocation Term Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer