# EDGAR Filing Document

**Accession Number:** 0001217286
**File Stem:** 0002071691-26-009299
**Filing Date:** 2026-4
**Character Count:** 728412
**Document Hash:** 7a2c7bf9a2dbdcc8ccf72e8b1fadff62
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-009299.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0002071691-26-009299

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260429

**DATE AS OF CHANGE**: 20260429

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMorgan Trust I
- **CENTRAL INDEX KEY:** 0001217286

**ORGANIZATION NAME:**
- **EIN:** 331043149
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21295
- **FILM NUMBER:** 26912543

**BUSINESS ADDRESS:**
- **STREET 1:** 390 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 800-480-4111

**MAIL ADDRESS:**
- **STREET 1:** 390 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JP MORGAN MUTUAL FUND SERIES
- **DATE OF NAME CHANGE:** 20030204

## Series and Classes Contracts Data

### JPMorgan Global Bond Opportunities Fund (Series ID: S000037860)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000116841 | Class A      | GBOAX           |
| C000116842 | Class C      | GBOCX           |
| C000116843 | Class I      | GBOSX           |
| C000116844 | Class R6     | GBONX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JPMorgan Trust I

- **b. Investment Company Act file number:** 811-21295

- **c. CIK number of Registrant:** 0001217286

- **d. LEI of Registrant:** 549300DM5WZMCZZ70R78

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

  - **Street Address 1:** 390 Madison Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

  - **Telephone number:** 800-480-4111

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

- **a. Name of Series:** JPMorgan Global Bond Opportunities Fund

- **b. EDGAR series identifier (if any):** S000037860

- **c. LEI of Series:** MT8SIXIIHJKTY35SMK73

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

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2026-02-28

**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:** $4253689100.18

**Total Liabilities:** $223951719.61

**Net Assets:** $4029737380.57

**Delayed Delivery Securities:** $1243681.70

**Cash Not Reported:** $2336007.27

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -69810.28294000 | **1-Year:** 69342.05639000 | **5-Year:** 304490.67292000 | **10-Year:** 405761.17372000 | **30-Year:** 164643.81472000

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

- **3-Month:** 2643.18393000 | **1-Year:** 84759.32270000 | **5-Year:** 284229.36844000 | **10-Year:** 75397.75278000 | **30-Year:** 70680.04907000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000116841 | 0.24%                | 0.82%                | 1.01%                |
| Class ID C000116842 | 0.21%                | 0.79%                | 0.89%                |
| Class ID C000116843 | 0.27%                | 0.84%                | 0.93%                |
| Class ID C000116844 | 0.28%                | 0.85%                | 0.94%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1671939.24              | $1772692.95                                |
| Month 2  | $-8180942.82             | $35702254.85                               |
| Month 3  | $-789089.82              | $18743343.51                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACCO Brands Corp.                                                         | ACCO Brands Corp.                                                                        | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |      1791000 | PA      | $1647655.88   | 0.04%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                                  | ADT Security Corp. (The)                                                                 | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      1725000 | PA      | $1682962.61   | 0.04%             | 2029-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| AES Corp. (The)                                                           | AES Corp. (The)                                                                          | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      1568000 | PA      | $1540857.70   | 0.04%             | 2030-07-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                                             | AIB Group plc                                                                            | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      1040000 | PA      | $1100788.10   | 0.03%             | 2029-09-13      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                        | APi Group DE, Inc.                                                                       | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |       498000 | PA      | $490512.07    | 0.01%             | 2029-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                        | APi Group DE, Inc.                                                                       | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |       410000 | PA      | $397183.97    | 0.01%             | 2029-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                               | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      3980000 | PA      | $2715028.88   | 0.07%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                               | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       410000 | PA      | $277578.45    | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                               | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      3665000 | PA      | $3730420.21   | 0.09%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                               | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      4240000 | PA      | $4248321.59   | 0.11%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| A10 Revolving Asset Financing I LLC                                       | A10 Revolving Asset Financing I LLC, Series 2012-RAF1, Class B                           | CUSIP: 002122AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       250000 | PA      | $250100.00    | 0.01%             | 2028-02-10      | Floating      | 10.68%                | Yes           |                  3 | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc.                                                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       162917 | PA      | $163137.13    | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                             | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       862000 | PA      | $791467.35    | 0.02%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                             | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     14597000 | PA      | $12281539.64  | 0.30%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                             | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      1525000 | PA      | $1583211.83   | 0.04%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                               | Acadia Healthcare Co., Inc.                                                              | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       430000 | PA      | $427955.44    | 0.01%             | 2028-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                               | Acadia Healthcare Co., Inc.                                                              | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       870000 | PA      | $852123.59    | 0.02%             | 2029-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Accelerated Assets LLC                                                    | Accelerated Assets LLC, Series 2018-1, Class C                                           | CUSIP: 00436MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       193723 | PA      | $184710.90    | 0.00%             | 2033-12-02      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| ACE Securities Corp. Home Equity Loan Trust                               | ACE Securities Corp. Home Equity Loan Trust, Series 2004-OP1, Class M2                   | CUSIP: 004421EX7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         7457 | PA      | $6544.38      | 0.00%             | 2034-04-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Acushnet Co.                                                              | Acushnet Co.                                                                             | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |       209000 | PA      | $212713.09    | 0.01%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                               | Adient Global Holdings Ltd.                                                              | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |       835000 | PA      | $851401.91    | 0.02%             | 2028-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                               | Adient Global Holdings Ltd.                                                              | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      1360000 | PA      | $1422755.84   | 0.04%             | 2031-04-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                               | Adient Global Holdings Ltd.                                                              | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |       555000 | PA      | $582479.16    | 0.01%             | 2033-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                | AerCap Ireland Capital DAC                                                               | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      1108000 | PA      | $1097277.02   | 0.03%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                | AerCap Ireland Capital DAC                                                               | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      2752000 | PA      | $2850011.49   | 0.07%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                | AerCap Ireland Capital DAC                                                               | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      5715000 | PA      | $5811949.20   | 0.14%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                           | Advanced Drainage Systems, Inc.                                                          | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |       170000 | PA      | $171295.39    | 0.00%             | 2034-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                                     | Ahead DB Holdings LLC                                                                    | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |      1115000 | PA      | $1078495.35   | 0.03%             | 2028-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| AI Candelaria -spain- SA                                                  | AI Candelaria -spain- SA                                                                 | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |      1869000 | PA      | $1667358.26   | 0.04%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Aker BP ASA                                                               | Aker BP ASA                                                                              | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |       292000 | PA      | $308697.09    | 0.01%             | 2033-06-13      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Alarm.com Holdings, Inc.                                                  | Alarm.com Holdings, Inc.                                                                 | CUSIP: 011642AD7<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |      3235000 | PA      | $3055457.50   | 0.08%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                                    | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       425000 | PA      | $421492.77    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                                    | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       166000 | PA      | $167117.18    | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                                    | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      1850000 | PA      | $1857282.69   | 0.05%             | 2032-03-31      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| New Albertsons LP                                                         | New Albertsons LP                                                                        | CUSIP: 013104AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       197000 | PA      | $206985.73    | 0.01%             | 2029-08-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| New Albertsons LP                                                         | New Albertsons LP                                                                        | CUSIP: 013104AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       480000 | PA      | $525001.44    | 0.01%             | 2031-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Alfa Desarrollo SpA                                                       | Alfa Desarrollo SpA                                                                      | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |      4453779 | PA      | $3608971.40   | 0.09%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                | Alibaba Group Holding Ltd.                                                               | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      4375000 | PA      | $6741875.00   | 0.17%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                 | ATI, Inc.                                                                                | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |       885000 | PA      | $883846.40    | 0.02%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                | Allianz SE                                                                               | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2045018.00   | 0.05%             | 2054-09-03      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                | Allison Transmission, Inc.                                                               | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |       277000 | PA      | $276678.51    | 0.01%             | 2027-10-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                | Allison Transmission, Inc.                                                               | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      3545000 | PA      | $3581875.09   | 0.09%             | 2029-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                | Allison Transmission, Inc.                                                               | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |       596000 | PA      | $608646.70    | 0.02%             | 2033-12-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc.                                                                           | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      2380000 | PA      | $2400979.60   | 0.06%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc.                                                                           | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      4135000 | PA      | $4202918.57   | 0.10%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc.                                                                           | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      1165000 | PA      | $1192095.43   | 0.03%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                         | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       807928 | PA      | $820328.89    | 0.02%             | 2029-11-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                         | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      1225000 | PA      | $1173189.84   | 0.03%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                         | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      1330031 | PA      | $1276833.39   | 0.03%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Altice France Lux 3/Altice Holdings 1                                     | Altice France Lux 3                                                                      | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       752377 | PA      | $707018.60    | 0.02%             | 2033-01-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                                         | Alumina Pty. Ltd.                                                                        | CUSIP: 02220AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       302000 | PA      | $313020.89    | 0.01%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                                         | Alumina Pty. Ltd.                                                                        | CUSIP: 02220AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       349000 | PA      | $362345.41    | 0.01%             | 2032-09-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Amer Sports Co.                                                           | Amer Sports Co.                                                                          | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |       825000 | PA      | $861320.63    | 0.02%             | 2031-02-16      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ameren Corp.                                                              | Ameren Corp.                                                                             | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |       850000 | PA      | $824714.49    | 0.02%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                   | America Movil SAB de CV                                                                  | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      2500000 | PA      | $2365375.00   | 0.06%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                     | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      1388000 | PA      | $1379280.86   | 0.03%             | 2026-09-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                     | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      1530000 | PA      | $1620298.84   | 0.04%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                             | Cencora, Inc.                                                                            | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      5053000 | PA      | $4708780.70   | 0.12%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                             | Cencora, Inc.                                                                            | CUSIP: 03073EBE4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       657000 | PA      | $661612.17    | 0.02%             | 2036-02-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                      | AmeriGas Partners LP                                                                     | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       365000 | PA      | $390685.42    | 0.01%             | 2030-06-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                              | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       956000 | PA      | $854398.28    | 0.02%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                              | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       999000 | PA      | $990209.23    | 0.02%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                              | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      1317000 | PA      | $1324123.86   | 0.03%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                                    | Amkor Technology, Inc.                                                                   | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      1712000 | PA      | $1746991.57   | 0.04%             | 2033-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ams-OSRAM AG                                                              | ams-OSRAM AG                                                                             | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |      1818000 | PA      | $1936751.76   | 0.05%             | 2029-03-30      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables LLC                                    | Amur Equipment Finance Receivables LLC, Series 2022-2A, Class A2                         | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |       121458 | PA      | $121616.22    | 0.00%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2020-1, Class A1                                        | CUSIP: 03464RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       213538 | PA      | $209323.57    | 0.01%             | 2059-12-25      | Variable      | 2.47%                 | Yes           |                  2 | On Loan: No      |
| Anglo American Capital plc                                                | Anglo American Capital plc                                                               | CUSIP: 034863BD1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      7480000 | PA      | $7823481.60   | 0.19%             | 2033-05-02      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                              | Antero Midstream Partners LP                                                             | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1015000 | PA      | $1014633.79   | 0.03%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                              | Antero Midstream Partners LP                                                             | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       415000 | PA      | $415082.59    | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                              | Antero Midstream Partners LP                                                             | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       360000 | PA      | $365454.33    | 0.01%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Arches Buyer, Inc.                                                        | Arches Buyer, Inc.                                                                       | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |       600000 | PA      | $581115.72    | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Arches Buyer, Inc.                                                        | Arches Buyer, Inc.                                                                       | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      1215000 | PA      | $1146674.35   | 0.03%             | 2028-12-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Archrock Services LP                                                      | Archrock Services LP                                                                     | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       169000 | PA      | $171109.80    | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Archrock Partners LP                                                      | Archrock Partners LP                                                                     | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       602000 | PA      | $626466.48    | 0.02%             | 2032-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Group SA                                                           | Ardagh Group SA                                                                          | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |       935000 | PA      | $903443.75    | 0.02%             | 2030-12-01      | Variable      | 12.00%                | Yes           |                  2 | On Loan: No      |
| Ardagh Group SA                                                           | Ardagh Group SA                                                                          | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      2040000 | PA      | $2209151.05   | 0.05%             | 2030-12-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Argent Securities, Inc. Asset-Backed Pass-Through Certificates            | Argent Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2004-W3, Class A3 | CUSIP: 040104FW6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        29768 | PA      | $32383.00     | 0.00%             | 2034-02-25      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                  | Argentine Republic                                                                       | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     16110241 | PA      | $12116915.01  | 0.30%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                             | Asbury Automotive Group, Inc.                                                            | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      1236000 | PA      | $1216746.83   | 0.03%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                       | Ascent Resources Utica Holdings LLC                                                      | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       575000 | PA      | $597365.78    | 0.01%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC and Asurion Co-Issuer, Inc.                                   | Asurion LLC and Asurion Co-Issuer, Inc.                                                  | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       670000 | PA      | $703706.36    | 0.02%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                              | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       500000 | PA      | $495252.35    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Audacy, Inc.                                                                             | CUSIP: 05070N111<br>LEI: N/A                  | N/A              | DO               |  | US        |          900 | NS      | $5062.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Audacy, Inc.                                                                             | CUSIP: 05070N129<br>LEI: N/A                  | N/A              | DO               |  | US        |         1091 | NS      | $16.91        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Audacy, Inc.                                                                             | CUSIP: 05070N137<br>LEI: N/A                  | N/A              | DO               |  | US        |          182 | NS      | $2.82         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Avantor Funding, Inc.                                                     | Avantor Funding, Inc.                                                                    | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      1156000 | PA      | $1145461.97   | 0.03%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Avient Corp.                                                              | Avient Corp.                                                                             | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |       190000 | PA      | $195789.30    | 0.00%             | 2030-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Avient Corp.                                                              | Avient Corp.                                                                             | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |       200000 | PA      | $206537.80    | 0.01%             | 2031-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                | Avis Budget Car Rental LLC                                                               | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       230000 | PA      | $229693.02    | 0.01%             | 2027-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                | Avis Budget Car Rental LLC                                                               | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4245000 | PA      | $4063878.16   | 0.10%             | 2029-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                | Avis Budget Car Rental LLC                                                               | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       150000 | PA      | $148687.50    | 0.00%             | 2031-02-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                | Avis Budget Car Rental LLC                                                               | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       546000 | PA      | $550777.50    | 0.01%             | 2030-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                              | Avolon Holdings Funding Ltd.                                                             | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      2593000 | PA      | $2701568.91   | 0.07%             | 2028-05-04      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                              | Avolon Holdings Funding Ltd.                                                             | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     12055000 | PA      | $12540454.85  | 0.31%             | 2029-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                              | Avolon Holdings Funding Ltd.                                                             | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      3479000 | PA      | $3632423.90   | 0.09%             | 2029-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                              | Avolon Holdings Funding Ltd.                                                             | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      4850000 | PA      | $4965139.00   | 0.12%             | 2030-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                              | Avolon Holdings Funding Ltd.                                                             | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |       545000 | PA      | $563205.73    | 0.01%             | 2030-05-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                              | Avolon Holdings Funding Ltd.                                                             | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      5100000 | PA      | $5173927.05   | 0.13%             | 2030-10-10      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                              | Avolon Holdings Funding Ltd.                                                             | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      9015000 | PA      | $9034758.18   | 0.22%             | 2032-10-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                                | Axalta Coating Systems LLC                                                               | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       470000 | PA      | $469759.50    | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                        | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      9535000 | PA      | $10839150.96  | 0.27%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico | BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico                | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      4300000 | PA      | $4279145.00   | 0.11%             | 2033-01-18      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                           | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      8200000 | PA      | $8765627.80   | 0.22%             | 2028-08-14      | Variable      | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                           | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      4635000 | PA      | $4933521.81   | 0.12%             | 2029-08-16      | Variable      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA                                                                                  | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      4435000 | PA      | $4984261.36   | 0.12%             | 2034-10-19      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA                                                                                  | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      2070000 | PA      | $2229707.00   | 0.06%             | 2036-01-14      | Variable      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA                                                                                  | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      1765000 | PA      | $1602841.97   | 0.04%             | 2032-10-19      | Variable      | 3.12%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA                                                                                  | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      3640000 | PA      | $3278017.03   | 0.08%             | 2032-01-20      | Variable      | 2.28%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-MF, Class B                                    | CUSIP: 05612EAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2408436 | PA      | $2409189.01   | 0.06%             | 2039-02-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth of the Bahamas                                               | Commonwealth of the Bahamas                                                              | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      1607000 | PA      | $1798441.91   | 0.04%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                       | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      6800000 | PA      | $7575125.20   | 0.19%             | 2029-03-19      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                                       | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      3000000 | PA      | $3331851.00   | 0.08%             | 2028-11-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                                       | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      3200000 | PA      | $3858576.00   | 0.10%             | 2033-05-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple          | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                         | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      5381427 | PA      | $5606569.39   | 0.14%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                    | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2450000 | PA      | $2485337.18   | 0.06%             | 2037-02-06      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                    | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      4060000 | PA      | $4057053.94   | 0.10%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                    | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      9282000 | PA      | $8905256.15   | 0.22%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                    | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1965000 | PA      | $1460520.19   | 0.04%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                    | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      6260000 | PA      | $5684513.25   | 0.14%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                    | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3490000 | PA      | $3149088.32   | 0.08%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                    | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5405000 | PA      | $5356479.37   | 0.13%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                    | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1875000 | PA      | $1796931.06   | 0.04%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                    | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       517000 | PA      | $471001.79    | 0.01%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                    | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4935083.80   | 0.12%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                    | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      4603000 | PA      | $4356217.29   | 0.11%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                    | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5085000 | PA      | $5209817.58   | 0.13%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                    | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2035000 | PA      | $2122330.74   | 0.05%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                    | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5675000 | PA      | $5813552.46   | 0.14%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                    | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1616000 | PA      | $1691804.94   | 0.04%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                    | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3525000 | PA      | $3627091.54   | 0.09%             | 2030-07-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK                                                                      | BANK, Series 2018-BN13, Class C                                                          | CUSIP: 06539LBG4<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |      1703000 | PA      | $1509377.24   | 0.04%             | 2061-08-15      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| BANK                                                                      | BANK, Series 2019-BN20, Class XA                                                         | CUSIP: 06540AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7381712 | PA      | $181042.38    | 0.00%             | 2062-09-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                             | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       710000 | PA      | $715360.05    | 0.02%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                             | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       305000 | PA      | $311076.18    | 0.01%             | 2030-06-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                             | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      3300000 | PA      | $3485203.62   | 0.09%             | 2029-09-13      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                             | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1710000 | PA      | $1708386.03   | 0.04%             | 2037-02-24      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                  | Bausch Health Cos., Inc.                                                                 | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      2354000 | PA      | $1647800.00   | 0.04%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                  | Bausch Health Cos., Inc.                                                                 | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      1371000 | PA      | $1275893.73   | 0.03%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2019-B11, Class C                                       | CUSIP: 08162BBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5352000 | PA      | $4312127.27   | 0.11%             | 2052-05-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                       | Benin Government Bond                                                                    | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      2428000 | PA      | $2545781.31   | 0.06%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Berry Global, Inc.                                                        | Berry Global, Inc.                                                                       | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      5935000 | PA      | $6320176.34   | 0.16%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC                                                       | Big River Steel LLC                                                                      | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       400000 | PA      | $402142.80    | 0.01%             | 2029-01-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                                  | Blue Racer Midstream LLC                                                                 | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       400000 | PA      | $400756.00    | 0.01%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                         | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      3333000 | PA      | $2388701.84   | 0.06%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                         | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      1080000 | PA      | $1123669.95   | 0.03%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                                         | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       359000 | PA      | $378167.73    | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                                         | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       731000 | PA      | $770286.13    | 0.02%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                                | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      7400000 | PA      | $8806008.70   | 0.22%             | 2040-10-17      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Loxam SAS                                                                 | Loxam SAS                                                                                | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |      1136000 | PA      | $1343188.25   | 0.03%             | 2027-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Box, Inc.                                                                 | Box, Inc.                                                                                | CUSIP: 10316TAD6<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |      2429000 | PA      | $2265042.50   | 0.06%             | 2029-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Boyne USA, Inc.                                                           | Boyne USA, Inc.                                                                          | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1590000 | PA      | $1578670.61   | 0.04%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                  | Bristol-Myers Squibb Co.                                                                 | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      1379000 | PA      | $1368064.41   | 0.03%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                           | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      4887000 | PA      | $4272970.10   | 0.11%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                           | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      1240000 | PA      | $1256746.97   | 0.03%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                       | Buckeye Partners LP                                                                      | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |       435000 | PA      | $432357.51    | 0.01%             | 2027-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                       | Buckeye Partners LP                                                                      | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |       140000 | PA      | $139694.56    | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Buckeye Partners LP                                                       | Buckeye Partners LP                                                                      | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      1060000 | PA      | $1106547.78   | 0.03%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                | Builders FirstSource, Inc.                                                               | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      1317000 | PA      | $1256048.58   | 0.03%             | 2032-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                | Builders FirstSource, Inc.                                                               | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       475000 | PA      | $489257.60    | 0.01%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                | Builders FirstSource, Inc.                                                               | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       303000 | PA      | $316200.10    | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2022-LBA6, Class A                                                      | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10375000 | PA      | $10380666.83  | 0.26%             | 2039-01-15      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                         | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1880000 | PA      | $1879579.44   | 0.05%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                         | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3665000 | PA      | $3657097.89   | 0.09%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                         | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2298000 | PA      | $2292533.01   | 0.06%             | 2029-06-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                         | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7188000 | PA      | $6949093.88   | 0.17%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                         | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4855000 | PA      | $4630832.03   | 0.11%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                         | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4492000 | PA      | $4186994.68   | 0.10%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                         | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1755000 | PA      | $1810761.62   | 0.04%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                         | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       531000 | PA      | $542918.82    | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CCUBS Commercial Mortgage Trust                                           | CCUBS Commercial Mortgage Trust, Series 2017-C1, Class C                                 | CUSIP: 12508GAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       484000 | PA      | $459094.13    | 0.01%             | 2050-11-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                         | CD Mortgage Trust, Series 2016-CD2, Class C                                              | CUSIP: 12515ABJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       303000 | PA      | $177723.47    | 0.00%             | 2049-11-10      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| CD&R Smokey Buyer, Inc.                                                   | CD&R Smokey Buyer, Inc.                                                                  | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       767000 | PA      | $629567.18    | 0.02%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| CF Industries, Inc.                                                       | CF Industries, Inc.                                                                      | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |      3016000 | PA      | $2769828.80   | 0.07%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                           | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      3120000 | PA      | $2862572.73   | 0.07%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                           | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       765000 | PA      | $676344.62    | 0.02%             | 2030-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                           | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      1095000 | PA      | $1052111.24   | 0.03%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                           | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       656000 | PA      | $710924.26    | 0.02%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                           | CHL Mortgage Pass-Through Trust, Series 2007-16, Class A1                                | CUSIP: 12544MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       892577 | PA      | $364728.80    | 0.01%             | 2037-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                         | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      5295000 | PA      | $3345117.84   | 0.08%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                                     | Countrywide Asset-Backed Certificates, Series 2002-4, Class M1                           | CUSIP: 126671SL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         8797 | PA      | $9378.45      | 0.00%             | 2032-12-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2005-6CB, Class 1A6                                       | CUSIP: 12667F5H4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        30209 | PA      | $25899.91     | 0.00%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2004-25CB, Class A1                                       | CUSIP: 12667FWJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1272375 | PA      | $1116632.40   | 0.03%             | 2034-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2005-21CB, Class A17                                      | CUSIP: 12667GKS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       484619 | PA      | $380511.62    | 0.01%             | 2035-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                      | Coterra Energy, Inc.                                                                     | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     12724000 | PA      | $13121433.89  | 0.33%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                              | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       541000 | PA      | $549762.58    | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                             | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      3945000 | PA      | $4428620.35   | 0.11%             | 2034-09-13      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                             | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      2200000 | PA      | $2282581.03   | 0.06%             | 2036-07-03      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Callaway Golf Co.                                                         | Callaway Golf Co.                                                                        | CUSIP: 131193AE4<br>LEI: 5493005UB0KFRKBPCU72 | Long             | DBT              | CORP              | US        |      1556000 | PA      | $1559112.00   | 0.04%             | 2026-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                              | Canadian Pacific Railway Co.                                                             | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      1250000 | PA      | $924103.84    | 0.02%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                            | Carnival Corp.                                                                           | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      1040000 | PA      | $1076666.24   | 0.03%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                                            | Carnival Corp.                                                                           | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      1341000 | PA      | $1391688.46   | 0.03%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                            | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       409000 | PA      | $393387.12    | 0.01%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                                 | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      1104000 | PA      | $1137110.06   | 0.03%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                                 | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      2609000 | PA      | $2680264.84   | 0.07%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                           | Cemex SAB de CV                                                                          | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      5558000 | PA      | $5543549.20   | 0.14%             | 2026-06-08      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                                  | Central Garden & Pet Co.                                                                 | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |      3050000 | PA      | $2943331.13   | 0.07%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                    | Chart Industries, Inc.                                                                   | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |       700000 | PA      | $727168.34    | 0.02%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                     | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2844000 | PA      | $2370445.30   | 0.06%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                     | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2207000 | PA      | $1751635.74   | 0.04%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                     | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1725000 | PA      | $1314210.14   | 0.03%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                     | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1805000 | PA      | $1300311.13   | 0.03%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                     | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4238000 | PA      | $2788740.21   | 0.07%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                     | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1280000 | PA      | $1208343.99   | 0.03%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                     | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1155000 | PA      | $931587.62    | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                                              | Chase Mortgage Finance Trust, Series 2007-A1, Class 2A3                                  | CUSIP: 161630AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        11233 | PA      | $10678.15     | 0.00%             | 2037-02-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Cheesecake Factory, Inc. (The)                                            | Cheesecake Factory, Inc. (The)                                                           | CUSIP: 163072AA9<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |       876000 | PA      | $901858.13    | 0.02%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Cheesecake Factory, Inc. (The)                                            | Cheesecake Factory, Inc. (The)                                                           | CUSIP: 163072AB7<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |      1130000 | PA      | $1252918.52   | 0.03%             | 2030-03-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co. (The)                                                        | Chemours Co. (The)                                                                       | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      1230000 | PA      | $1237151.22   | 0.03%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co. (The)                                                        | Chemours Co. (The)                                                                       | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       900000 | PA      | $915341.40    | 0.02%             | 2033-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co. (The)                                                        | Chemours Co. (The)                                                                       | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       329000 | PA      | $328588.85    | 0.01%             | 2034-03-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                              | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      6060000 | PA      | $6096021.85   | 0.15%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                              | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      4670000 | PA      | $5009424.71   | 0.12%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                              | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      8125000 | PA      | $8585872.91   | 0.21%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                              | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      3150000 | PA      | $3268849.44   | 0.08%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                      | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      1335000 | PA      | $1397932.31   | 0.03%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ciena Corp.                                                               | Ciena Corp.                                                                              | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |       645000 | PA      | $622994.28    | 0.02%             | 2030-01-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                                        | Cinemark USA, Inc.                                                                       | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |       660000 | PA      | $660118.80    | 0.02%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                                        | Cinemark USA, Inc.                                                                       | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |       214000 | PA      | $222885.88    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Cipher Compute LLC                                                        | Cipher Compute LLC                                                                       | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1770000 | PA      | $1844948.88   | 0.05%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                          | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      3415000 | PA      | $3410260.49   | 0.08%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                          | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      9400000 | PA      | $8786366.59   | 0.22%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                          | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       375000 | PA      | $339231.08    | 0.01%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                          | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       465000 | PA      | $510264.03    | 0.01%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                          | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      2080000 | PA      | $2143194.31   | 0.05%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                          | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      3345000 | PA      | $3480349.50   | 0.09%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series CC                                                               | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      5130000 | PA      | $5302347.48   | 0.13%             | 2029-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series EE                                                               | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      2330000 | PA      | $2383461.85   | 0.06%             | 2030-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                          | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      2356000 | PA      | $2373984.79   | 0.06%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                          | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       786000 | PA      | $799721.07    | 0.02%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                          | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      5530000 | PA      | $5595253.56   | 0.14%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                          | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     12775000 | PA      | $13168695.86  | 0.33%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series GG                                                               | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1795000 | PA      | $1840449.40   | 0.05%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                            | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      1025000 | PA      | $1059403.10   | 0.03%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                            | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       995000 | PA      | $1044629.61   | 0.03%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                            | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       264000 | PA      | $291914.30    | 0.01%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       720000 | PA      | $754171.20    | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1669000 | PA      | $1732463.73   | 0.04%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                          | Clarivate Science Holdings Corp.                                                         | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       250000 | PA      | $205092.18    | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                       | Clean Harbors, Inc.                                                                      | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |       470000 | PA      | $481108.92    | 0.01%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                     | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               | CORP              | US        |        70593 | NS      | $169423.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                     | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      2040000 | PA      | $2056189.44   | 0.05%             | 2028-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                     | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      2535000 | PA      | $2553049.20   | 0.06%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                     | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      1784000 | PA      | $1885707.53   | 0.05%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                     | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      1818000 | PA      | $1962569.18   | 0.05%             | 2033-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                    | Cleveland-Cliffs, Inc.                                                                   | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      1753000 | PA      | $1715651.11   | 0.04%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                    | Cleveland-Cliffs, Inc.                                                                   | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       251000 | PA      | $254922.13    | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                    | Cleveland-Cliffs, Inc.                                                                   | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       340000 | PA      | $350205.10    | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                    | Cleveland-Cliffs, Inc.                                                                   | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       335000 | PA      | $349655.25    | 0.01%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc.                                                    | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      1362000 | PA      | $1372283.90   | 0.03%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                     | Coinbase Global, Inc.                                                                    | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      1430000 | PA      | $1363977.62   | 0.03%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                     | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       640000 | PA      | $664640.00    | 0.02%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                     | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      1843000 | PA      | $1838392.50   | 0.05%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                      | Columbia Pipelines Operating Co. LLC                                                     | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8155000 | PA      | $8711432.53   | 0.22%             | 2030-08-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                      | Columbia Pipelines Operating Co. LLC                                                     | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1790000 | PA      | $1939391.59   | 0.05%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                            | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      6899000 | PA      | $4123645.58   | 0.10%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                            | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      3052000 | PA      | $1700702.13   | 0.04%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                            | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3684379.24   | 0.09%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                     | Commercial Metals Co.                                                                    | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |       349000 | PA      | $356079.47    | 0.01%             | 2033-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Compass, Inc.                                                             | Compass, Inc.                                                                            | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |      3600000 | PA      | $3433826.52   | 0.09%             | 2031-04-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                  | Comstock Resources, Inc.                                                                 | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      2382000 | PA      | $2372791.19   | 0.06%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Conduent Business Services LLC                                            | Conduent Business Services LLC                                                           | CUSIP: 20679LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       950000 | PA      | $653270.16    | 0.02%             | 2029-11-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Connect Holding II LLC                                                    | Connect Holding II LLC                                                                   | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |      1410000 | PA      | $1363522.31   | 0.03%             | 2031-04-03      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                       | Connecticut Avenue Securities Trust, Series 2023-R02, Class 1M1                          | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2015737 | PA      | $2066212.92   | 0.05%             | 2043-01-25      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| Constellium SE                                                            | Constellium SE                                                                           | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |       930000 | PA      | $928233.00    | 0.02%             | 2028-06-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Cooper-Standard Automotive, Inc.                                          | Cooper-Standard Automotive, Inc.                                                         | CUSIP: 216762AH7<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |      2451992 | PA      | $2506661.61   | 0.06%             | 2027-03-31      | Fixed         | 13.50%                | Yes           |                  2 | On Loan: No      |
| Cooper-Standard Automotive, Inc.                                          | Cooper-Standard Automotive, Inc.                                                         | CUSIP: 216762AJ3<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |      2652142 | PA      | $2687343.88   | 0.07%             | 2027-05-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Cooper-Standard Automotive, Inc.                                          | Cooper-Standard Automotive, Inc.                                                         | CUSIP: 216762AK0<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |      2945000 | PA      | $2953304.90   | 0.07%             | 2031-03-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                | Corebridge Financial, Inc.                                                               | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       592000 | PA      | $592176.42    | 0.01%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                          | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      1194000 | PA      | $1169463.06   | 0.03%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                          | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |       191000 | PA      | $184289.46    | 0.00%             | 2031-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, Single Family, 30 Year                                                          | CUSIP: 21H050631<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88604000 | PA      | $88904614.77  | 2.21%             | 2056-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, Single Family, 30 Year                                                          | CUSIP: 21H052637<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100000000 | PA      | $101276142.00 | 2.51%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                    | Republic of Costa Rica                                                                   | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      2994000 | PA      | $3420018.06   | 0.08%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                                | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      3908000 | PA      | $4213371.12   | 0.10%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| Coty, Inc.                                                                | Coty, Inc.                                                                               | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       420000 | PA      | $413092.55    | 0.01%             | 2029-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                             | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      6530000 | PA      | $6546563.93   | 0.16%             | 2028-01-09      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                             | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1585000 | PA      | $1579927.11   | 0.04%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                             | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1853000 | PA      | $1847711.35   | 0.05%             | 2031-04-01      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                             | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      5132000 | PA      | $4802358.55   | 0.12%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                | DCP Midstream Operating LP                                                               | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |       535000 | PA      | $596016.99    | 0.01%             | 2037-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                                                  | DSLA Mortgage Loan Trust, Series 2005-AR4, Class 2A1A                                    | CUSIP: 23332UEM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       344588 | PA      | $313038.41    | 0.01%             | 2045-08-19      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                             | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      2975000 | PA      | $2912306.34   | 0.07%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                             | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       648000 | PA      | $605551.34    | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                             | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       396000 | PA      | $411478.06    | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                         | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      4391000 | PA      | $4118922.53   | 0.10%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                         | CUSIP: 25160PAR8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      2575000 | PA      | $2597003.63   | 0.06%             | 2032-02-06      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                  | Diamondback Energy, Inc.                                                                 | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      3145000 | PA      | $2983621.68   | 0.07%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                  | Diamondback Energy, Inc.                                                                 | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      4200000 | PA      | $4099152.75   | 0.10%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Diebold Nixdorf, Inc.                                                     | Diebold Nixdorf, Inc.                                                                    | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |      1911000 | PA      | $2015569.92   | 0.05%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Digicel International Finance Ltd.                                        | Digicel International Finance Ltd.                                                       | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3494000 | PA      | $3636441.65   | 0.09%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| DISH Network Corp.                                                        | DISH Network Corp.                                                                       | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      5473000 | PA      | $5666065.55   | 0.14%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp.                                                            | DISH DBS Corp.                                                                           | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1286000 | PA      | $1270069.93   | 0.03%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                            | DISH DBS Corp.                                                                           | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2995000 | PA      | $2909137.24   | 0.07%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp.                                                            | DISH DBS Corp.                                                                           | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       755000 | PA      | $730693.23    | 0.02%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc., Series A                                                          | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       730000 | PA      | $764386.65    | 0.02%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc., Series B                                                          | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       470000 | PA      | $510223.07    | 0.01%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc.                                                                    | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      4056000 | PA      | $4210318.63   | 0.10%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc.                                                                    | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      4190000 | PA      | $4251815.07   | 0.11%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Dornoch Debt Merger Sub, Inc.                                             | Dornoch Debt Merger Sub, Inc.                                                            | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1340000 | PA      | $1210521.96   | 0.03%             | 2029-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Dropbox, Inc.                                                             | Dropbox, Inc.                                                                            | CUSIP: 26210CAD6<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |      3396000 | PA      | $3350154.00   | 0.08%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                    | Duke Energy Ohio, Inc.                                                                   | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |       405000 | PA      | $424235.43    | 0.01%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                    | Duke Energy Ohio, Inc.                                                                   | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |       149000 | PA      | $149771.68    | 0.00%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                  | Duke Energy Progress LLC                                                                 | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      1410000 | PA      | $1350133.13   | 0.03%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                  | Duke Energy Progress LLC                                                                 | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |        99000 | PA      | $98729.71     | 0.00%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                   | Duke Energy Indiana LLC                                                                  | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |       375000 | PA      | $362955.92    | 0.01%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                                             | Duquesne Light Holdings, Inc.                                                            | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |      1920000 | PA      | $1741051.47   | 0.04%             | 2032-01-07      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                                    | Dycom Industries, Inc.                                                                   | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |       840000 | PA      | $827108.27    | 0.02%             | 2029-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP                                                                        | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       277000 | PA      | $288831.22    | 0.01%             | 2031-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Eni SpA                                                                   | Eni SpA                                                                                  | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |       850000 | PA      | $872008.16    | 0.02%             | 2054-05-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      1208000 | PA      | $1218482.23   | 0.03%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                                  | Eagle Funding Luxco SARL                                                                 | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |      7092000 | PA      | $7233840.00   | 0.18%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| EchoStar Corp.                                                            | EchoStar Corp.                                                                           | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       700000 | PA      | $708927.80    | 0.02%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                              | Ecopetrol SA                                                                             | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |       700000 | PA      | $743330.00    | 0.02%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                       | Republic of Ecuador                                                                      | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      2858000 | PA      | $2883722.00   | 0.07%             | 2034-01-29      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                                       | Republic of Ecuador                                                                      | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      1244000 | PA      | $1265148.00   | 0.03%             | 2039-01-29      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Edgewell Personal Care Co.                                                | Edgewell Personal Care Co.                                                               | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |      2281000 | PA      | $2278880.95   | 0.06%             | 2028-06-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Edgewell Personal Care Co.                                                | Edgewell Personal Care Co.                                                               | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |      1469000 | PA      | $1417519.92   | 0.04%             | 2029-04-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Edison International                                                      | Edison International                                                                     | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       813000 | PA      | $845101.31    | 0.02%             | 2053-06-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Elastic NV                                                                | Elastic NV                                                                               | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |       930000 | PA      | $878643.54    | 0.02%             | 2029-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                 | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |       670000 | PA      | $693417.69    | 0.02%             | 2028-05-23      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Element Solutions, Inc.                                                   | Element Solutions, Inc.                                                                  | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |      1325000 | PA      | $1302466.52   | 0.03%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP                                                                        | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1795000 | PA      | $1857816.03   | 0.05%             | 2030-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Emera US Finance LP                                                       | Emera US Finance LP                                                                      | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6984000 | PA      | $6408152.37   | 0.16%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                            | Enbridge, Inc., Series NC5                                                               | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      9388000 | PA      | $10112678.50  | 0.25%             | 2084-01-15      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                            | Enbridge, Inc.                                                                           | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      1077000 | PA      | $1242986.16   | 0.03%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                    | Encompass Health Corp.                                                                   | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |        42000 | PA      | $41804.91     | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                    | Encompass Health Corp.                                                                   | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |       300000 | PA      | $298423.02    | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                    | Encompass Health Corp.                                                                   | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |      1590000 | PA      | $1560980.91   | 0.04%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                  | Energizer Holdings, Inc.                                                                 | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      2192000 | PA      | $2171033.52   | 0.05%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                  | Energizer Holdings, Inc.                                                                 | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      1875000 | PA      | $1821364.50   | 0.05%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                       | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      4170000 | PA      | $4473634.38   | 0.11%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                       | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      5125000 | PA      | $5178484.50   | 0.13%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                             | Enel Finance International NV                                                            | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      3665000 | PA      | $3628202.19   | 0.09%             | 2028-04-06      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                             | Enel Finance International NV                                                            | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      4745000 | PA      | $4541291.93   | 0.11%             | 2028-07-12      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                             | Enel Finance International NV                                                            | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       590000 | PA      | $537584.95    | 0.01%             | 2031-07-12      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                             | Enel Finance International NV                                                            | CUSIP: 29278GAX6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      3570000 | PA      | $3675555.01   | 0.09%             | 2032-06-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Endo GUC Trust                                                            | Endo GUC Trust                                                                           | CUSIP: 29281F105<br>LEI: N/A                  | Long             |  | PF                | US        |        22504 | NS      | $12939.80     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Endo Finance Holdings LP                                                  | Endo Finance Holdings LP                                                                 | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       223000 | PA      | $237002.84    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Enphase Energy, Inc.                                                      | Enphase Energy, Inc.                                                                     | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |      3290000 | PA      | $2952775.00   | 0.07%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                            | Entegris, Inc.                                                                           | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       200000 | PA      | $198290.12    | 0.00%             | 2028-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Entergy Corp.                                                             | Entergy Corp.                                                                            | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      3040000 | PA      | $3180463.20   | 0.08%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                             | Entergy Corp.                                                                            | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      2229000 | PA      | $2239719.26   | 0.06%             | 2056-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                            | Entegris, Inc.                                                                           | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      6005000 | PA      | $6123508.68   | 0.15%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                       | Entergy Texas, Inc.                                                                      | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |      1355000 | PA      | $1210869.16   | 0.03%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                  | EquipmentShare.com, Inc.                                                                 | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      1040000 | PA      | $1089319.92   | 0.03%             | 2028-05-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                  | EquipmentShare.com, Inc.                                                                 | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       890000 | PA      | $951982.27    | 0.02%             | 2032-05-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                  | EquipmentShare.com, Inc.                                                                 | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       313000 | PA      | $332596.93    | 0.01%             | 2033-03-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Etsy, Inc.                                                                | Etsy, Inc.                                                                               | CUSIP: 29786AAJ5<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |      3150000 | PA      | $3129210.00   | 0.08%             | 2026-10-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Euronet Worldwide, Inc.                                                   | Euronet Worldwide, Inc.                                                                  | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |      2245000 | PA      | $1995243.75   | 0.05%             | 2030-10-01      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| EUSHI Finance, Inc.                                                       | EUSHI Finance, Inc.                                                                      | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3209000 | PA      | $3232791.53   | 0.08%             | 2056-04-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                       | Constellation Energy Generation LLC                                                      | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      1024000 | PA      | $1040028.27   | 0.03%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                       | Exeter Automobile Receivables Trust, Series 2024-3A, Class D                             | CUSIP: 30165AAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2100000 | PA      | $2164555.26   | 0.05%             | 2030-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                         | Exxon Mobil Corp.                                                                        | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      3735000 | PA      | $3055056.85   | 0.08%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREMF                                                                     | FREMF, Series 2018-KF46, Class B                                                         | CUSIP: 302955AC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        54624 | PA      | $52978.07     | 0.00%             | 2028-03-25      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2018-KF45, Class B                                          | CUSIP: 30296TAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       150005 | PA      | $156691.23    | 0.00%             | 2025-03-25      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc.                                                                     | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      3701000 | PA      | $3037909.34   | 0.08%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc.                                                                     | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      2075000 | PA      | $1959079.83   | 0.05%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc.                                                                     | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      2440000 | PA      | $2410623.40   | 0.06%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc.                                                                     | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      1028000 | PA      | $1038236.05   | 0.03%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc.                                                                     | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       936000 | PA      | $916180.42    | 0.02%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2017-KF38, Class B                                          | CUSIP: 30305MAG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       237050 | PA      | $236767.92    | 0.01%             | 2024-09-25      | Floating      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2017-KF40, Class B                                          | CUSIP: 30306JAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       537280 | PA      | $533576.71    | 0.01%             | 2027-11-25      | Floating      | 6.49%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2017-KF41, Class B                                          | CUSIP: 30306KAC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       304040 | PA      | $311169.81    | 0.01%             | 2024-11-25      | Floating      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                          | Fair Isaac Corp.                                                                         | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |       384000 | PA      | $388138.06    | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                                | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $205988.13    | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, STRIPS, Series 319, Class S2                                                      | CUSIP: 31325UVU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4944568 | PA      | $707592.47    | 0.02%             | 2043-11-15      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | FHLMC UMBS, 30 Year                                                                      | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2923852 | PA      | $2981893.67   | 0.07%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2012-93, Class SE                                                    | CUSIP: 3136A8EX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1080911 | PA      | $132200.69    | 0.00%             | 2042-09-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2012-93, Class SG                                                    | CUSIP: 3136A8JN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       220615 | PA      | $27929.07     | 0.00%             | 2042-09-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2013-15                                                              | CUSIP: 3136ACQ46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       176806 | PA      | $3080.22      | 0.00%             | 2028-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2013-61, Class HI                                                    | CUSIP: 3136AETE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1282272 | PA      | $88334.29     | 0.00%             | 2033-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2013-64, Class LI                                                    | CUSIP: 3136AEWZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       318767 | PA      | $21974.09     | 0.00%             | 2033-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2013-66, Class IE                                                    | CUSIP: 3136AFUX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       637264 | PA      | $10441.38     | 0.00%             | 2032-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2014-14, Class SA                                                    | CUSIP: 3136AJQJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3366767 | PA      | $397055.00    | 0.01%             | 2044-04-25      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2014-35, Class KI                                                    | CUSIP: 3136AKFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       107872 | PA      | $1930.89      | 0.00%             | 2029-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2014-44, Class QI                                                    | CUSIP: 3136AKSK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        41283 | PA      | $466.10       | 0.00%             | 2029-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2015-40, Class LS                                                    | CUSIP: 3136AN4Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1721691 | PA      | $207007.14    | 0.01%             | 2045-06-25      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2015-85, Class SA                                                    | CUSIP: 3136AQRN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2094933 | PA      | $204989.60    | 0.01%             | 2045-11-25      | Floating      | 1.84%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2016-39, Class LS                                                    | CUSIP: 3136ASU38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6442738 | PA      | $822184.85    | 0.02%             | 2046-07-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2016-61, Class ST                                                    | CUSIP: 3136ATQE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4257583 | PA      | $531398.77    | 0.01%             | 2046-09-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA ACES, Series 2020-M39, Class X2                                                     | CUSIP: 3136BBTG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9086737 | PA      | $435918.03    | 0.01%             | 2031-08-25      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, STRIPS, Series 401, Class C6                                                       | CUSIP: 3136FGE78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        23902 | PA      | $501.65       | 0.00%             | 2029-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 4018, Class HI                                                      | CUSIP: 3137AMW94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        23633 | PA      | $621.82       | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 4030, Class IL                                                      | CUSIP: 3137APLG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         2157 | PA      | $15.59        | 0.00%             | 2027-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 4043, Class PI                                                      | CUSIP: 3137APSV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        81830 | PA      | $928.88       | 0.00%             | 2027-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 4073, Class IQ                                                      | CUSIP: 3137ARXB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        93511 | PA      | $12053.00     | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 4120, Class UI                                                      | CUSIP: 3137AVHL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        68271 | PA      | $1067.15      | 0.00%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 4173, Class I                                                       | CUSIP: 3137B0H31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       243891 | PA      | $35288.74     | 0.00%             | 2043-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 4305, Class SK                                                      | CUSIP: 3137B8A72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2468090 | PA      | $391411.91    | 0.01%             | 2044-02-15      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 4313, Class UI                                                      | CUSIP: 3137B8WT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       104981 | PA      | $2294.92      | 0.00%             | 2029-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 4585, Class JI                                                      | CUSIP: 3137BPGA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       812112 | PA      | $92539.69     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K724, Class X3          | CUSIP: 3137BTU58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       212957 | PA      | $80.24        | 0.00%             | 2044-12-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 4694, Class SA                                                      | CUSIP: 3137BYWM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2251594 | PA      | $300340.60    | 0.01%             | 2047-06-15      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 4689, Class SD                                                      | CUSIP: 3137F1DW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4078863 | PA      | $530604.15    | 0.01%             | 2047-06-15      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K739, Class X1          | CUSIP: 3137F64R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35496787 | PA      | $413264.24    | 0.01%             | 2027-09-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 5072, Class DI                                                      | CUSIP: 3137F96Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8510516 | PA      | $1576406.33   | 0.04%             | 2051-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K072, Class X3          | CUSIP: 3137FEBT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12354000 | PA      | $462338.57    | 0.01%             | 2045-12-25      | Variable      | 2.14%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K078, Class X3          | CUSIP: 3137FGR64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10990000 | PA      | $496467.76    | 0.01%             | 2046-06-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K088, Class X3          | CUSIP: 3137FL6H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11410000 | PA      | $723266.21    | 0.02%             | 2047-02-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K089, Class X3          | CUSIP: 3137FL6S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11650394 | PA      | $734698.31    | 0.02%             | 2046-01-25      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K094, Class X3          | CUSIP: 3137FMU34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4450000 | PA      | $298855.77    | 0.01%             | 2047-07-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K104, Class X1          | CUSIP: 3137FREK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24463729 | PA      | $881645.88    | 0.02%             | 2030-01-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K108, Class X1          | CUSIP: 3137FTBP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11812168 | PA      | $680814.38    | 0.02%             | 2030-03-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 5023, Class MI                                                      | CUSIP: 3137FWV80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9565335 | PA      | $1569157.85   | 0.04%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K117, Class X1          | CUSIP: 3137FX3T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41280220 | PA      | $1848404.42   | 0.05%             | 2030-08-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 5022                                                                | CUSIP: 3137FXDW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5324899 | PA      | $889707.10    | 0.02%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 3459, Class JS                                                      | CUSIP: 31397TTP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       122514 | PA      | $12145.55     | 0.00%             | 2038-06-15      | Floating      | 2.48%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA UMBS, 30 Year                                                                       | CUSIP: 3140XQF85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36618572 | PA      | $37699911.13  | 0.94%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA UMBS, 30 Year                                                                       | CUSIP: 3140XQJK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12204018 | PA      | $12465633.12  | 0.31%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA UMBS, 30 Year                                                                       | CUSIP: 31418FQ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46661509 | PA      | $47434913.10  | 1.18%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fells Point Funding Trust                                                 | Fells Point Funding Trust                                                                | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2795000 | PA      | $2769828.84   | 0.07%             | 2027-01-31      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| First Student Bidco, Inc.                                                 | First Student Bidco, Inc.                                                                | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       535000 | PA      | $518395.58    | 0.01%             | 2029-07-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                              | FirstEnergy Transmission LLC                                                             | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      2223000 | PA      | $1924631.39   | 0.05%             | 2049-04-01      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                              | FirstEnergy Transmission LLC                                                             | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      4375000 | PA      | $4255457.50   | 0.11%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                                | Flagship Credit Auto Trust, Series 2023-1, Class B                                       | CUSIP: 337955AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       312935 | PA      | $313125.60    | 0.01%             | 2028-01-18      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Five9, Inc.                                                               | Five9, Inc.                                                                              | CUSIP: 338307AF8<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |      4007000 | PA      | $3530167.00   | 0.09%             | 2029-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Flash Compute LLC                                                         | Flash Compute LLC                                                                        | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       635000 | PA      | $649997.96    | 0.02%             | 2030-12-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Fluor Corp.                                                               | Fluor Corp.                                                                              | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |      1203000 | PA      | $1601193.00   | 0.04%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      6075000 | PA      | $5782461.90   | 0.14%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      2550000 | PA      | $2567748.33   | 0.06%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       615000 | PA      | $618177.98    | 0.02%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       448000 | PA      | $460705.31    | 0.01%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      2068000 | PA      | $2107331.44   | 0.05%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                     | Foundry JV Holdco LLC                                                                    | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      3700000 | PA      | $3983732.91   | 0.10%             | 2035-01-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                     | Foundry JV Holdco LLC                                                                    | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      1705000 | PA      | $1779216.04   | 0.04%             | 2031-01-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC STACR REMIC Trust, Series 2022-DNA3, Class M1B                                     | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |      1700000 | PA      | $1735071.00   | 0.04%             | 2042-04-25      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                                   | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       367000 | PA      | $367018.47    | 0.01%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2018-KF50, Class B                                          | CUSIP: 35709BAC9<br>LEI: 549300LI8XT0ZWPV2P54 | Long             | ABS-MBS          | USGSE             | US        |       645220 | PA      | $623527.58    | 0.02%             | 2028-07-25      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                     | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       785000 | PA      | $785452.16    | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GCI LLC                                                                   | GCI LLC                                                                                  | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |      3720000 | PA      | $3655142.54   | 0.09%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                   | GFL Environmental, Inc.                                                                  | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |      2110000 | PA      | $2077346.13   | 0.05%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                   | GFL Environmental, Inc.                                                                  | CUSIP: 36168QAN4<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |       875000 | PA      | $869328.69    | 0.02%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                   | GFL Environmental, Inc.                                                                  | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $392889.83    | 0.01%             | 2029-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                         | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75083732 | PA      | $72861992.07  | 1.81%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GSMSC Pass-Through Trust                                                  | GSMSC Pass-Through Trust, Series 2008-2R, Class 2A1                                      | CUSIP: 3622X1AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       124458 | PA      | $13290.13     | 0.00%             | 2036-10-25      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                              | GS Mortgage Securities Trust, Series 2015-GC30, Class C                                  | CUSIP: 36250GAW5<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |       605000 | PA      | $523415.75    | 0.01%             | 2050-05-10      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Holdings US, Inc.                                       | GFL Environmental Holdings US, Inc.                                                      | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2045000 | PA      | $2052355.87   | 0.05%             | 2034-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                               | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      1125000 | PA      | $1149904.13   | 0.03%             | 2032-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                               | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       318000 | PA      | $325694.33    | 0.01%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                               | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       396000 | PA      | $406836.14    | 0.01%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| General Motors Co.                                                        | General Motors Co.                                                                       | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1558011.81   | 0.04%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                       | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2093216.27   | 0.05%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                       | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      1636000 | PA      | $1718990.12   | 0.04%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                       | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      6980000 | PA      | $7163577.56   | 0.18%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                       | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      4755000 | PA      | $4997915.17   | 0.12%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                         | Genesis Energy LP                                                                        | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       544000 | PA      | $544855.71    | 0.01%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                         | Genesis Energy LP                                                                        | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       235000 | PA      | $245327.08    | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                         | Genesis Energy LP                                                                        | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       210000 | PA      | $222027.75    | 0.01%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                         | Genesis Energy LP                                                                        | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       344000 | PA      | $347968.02    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                                     | Wrangler Holdco Corp.                                                                    | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       275000 | PA      | $286470.53    | 0.01%             | 2032-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                                     | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      7500000 | PA      | $6998956.58   | 0.17%             | 2031-04-27      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                                     | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       410000 | PA      | $443783.07    | 0.01%             | 2030-10-06      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                                     | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      4771000 | PA      | $5045861.08   | 0.13%             | 2034-04-04      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                                     | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      4440000 | PA      | $4690931.97   | 0.12%             | 2035-04-01      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                                                     | Global Payments, Inc.                                                                    | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      2638000 | PA      | $2399261.00   | 0.06%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                     | Global Payments, Inc.                                                                    | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      2620000 | PA      | $2606140.41   | 0.06%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Global Medical Response, Inc.                                             | Global Medical Response, Inc.                                                            | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |       376000 | PA      | $393626.88    | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Global Infrastructure Solutions, Inc.                                     | Global Infrastructure Solutions, Inc.                                                    | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |       345000 | PA      | $344917.61    | 0.01%             | 2029-06-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Global Infrastructure Solutions, Inc.                                     | Global Infrastructure Solutions, Inc.                                                    | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |       700000 | PA      | $739107.51    | 0.02%             | 2032-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                         | GLS Auto Receivables Issuer Trust, Series 2022-3A, Class D                               | CUSIP: 38014QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       409717 | PA      | $413155.18    | 0.01%             | 2028-06-15      | Fixed         | 6.42%                 | Yes           |                  2 | On Loan: No      |
| Go Daddy Operating Co. LLC                                                | Go Daddy Operating Co. LLC                                                               | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       790000 | PA      | $785830.38    | 0.02%             | 2027-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The), Series X                                                | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      5020000 | PA      | $5344041.00   | 0.13%             | 2029-05-10      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                          | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1016280.07   | 0.03%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                          | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1328000 | PA      | $1390665.66   | 0.03%             | 2030-02-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                          | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      2090000 | PA      | $2165689.79   | 0.05%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                          | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      2165000 | PA      | $2241226.92   | 0.06%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                          | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      2905000 | PA      | $2906876.28   | 0.07%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                          | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1114000 | PA      | $1110037.95   | 0.03%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                          | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      3770000 | PA      | $3767697.89   | 0.09%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                          | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1730000 | PA      | $1588814.68   | 0.04%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                          | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      3790000 | PA      | $3738984.33   | 0.09%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                          | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     11190000 | PA      | $10190486.04  | 0.25%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                          | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      4540000 | PA      | $4477861.29   | 0.11%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                          | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      4905000 | PA      | $4909218.20   | 0.12%             | 2027-06-15      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The), Series T                                                | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      3709000 | PA      | $3695134.27   | 0.09%             | 2026-05-10      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                          | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      3006000 | PA      | $3027142.88   | 0.08%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                          | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      2665000 | PA      | $2407918.64   | 0.06%             | 2038-10-31      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                         | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      1873000 | PA      | $1835980.90   | 0.05%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                         | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |       242000 | PA      | $247258.66    | 0.01%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2015-H13, Class GI                                                          | CUSIP: 38376RCK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       315889 | PA      | $9900.89      | 0.00%             | 2065-04-20      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2011-13, Class S                                                            | CUSIP: 38377TCP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       215334 | PA      | $22995.43     | 0.00%             | 2041-01-16      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                       | Graphic Packaging International LLC                                                      | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |       573000 | PA      | $557066.53    | 0.01%             | 2028-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                                          | Gray Media, Inc.                                                                         | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      1525000 | PA      | $1237859.43   | 0.03%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                                          | Gray Media, Inc.                                                                         | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      1211000 | PA      | $1298277.98   | 0.03%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                                          | Gray Media, Inc.                                                                         | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       807000 | PA      | $833309.81    | 0.02%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Greenbrier Cos., Inc. (The)                                               | Greenbrier Cos., Inc. (The)                                                              | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |      4164000 | PA      | $4986806.40   | 0.12%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Greenko Power II Ltd.                                                     | Greenko Power II Ltd.                                                                    | CUSIP: 39530MAA6<br>LEI: 254900YYA4B6O2O4JM12 | Long             | DBT              | CORP              | MU        |      4173160 | PA      | $4023447.89   | 0.10%             | 2028-12-13      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Griffon Corp.                                                             | Griffon Corp.                                                                            | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |      3780000 | PA      | $3778030.62   | 0.09%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                               | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |       440000 | PA      | $434440.42    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                  | Group 1 Automotive, Inc.                                                                 | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |       272000 | PA      | $278823.66    | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Guara Norte SARL                                                          | Guara Norte SARL                                                                         | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |      3171278 | PA      | $3107482.60   | 0.08%             | 2034-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                    | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      6433000 | PA      | $6761083.00   | 0.17%             | 2031-08-06      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                                           | Gulfport Energy Operating Corp.                                                          | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |       577000 | PA      | $597519.85    | 0.01%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      1840000 | PA      | $1843084.48   | 0.05%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       181000 | PA      | $172559.57    | 0.00%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      3740000 | PA      | $3428747.14   | 0.09%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      1470000 | PA      | $1014720.18   | 0.03%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      4335000 | PA      | $3915096.77   | 0.10%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      1740000 | PA      | $1783572.56   | 0.04%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      4670000 | PA      | $4943533.58   | 0.12%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |        77000 | PA      | $79095.25     | 0.00%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      1778000 | PA      | $1780892.31   | 0.04%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      1147000 | PA      | $1183205.58   | 0.03%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      4603000 | PA      | $4581390.34   | 0.11%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                        | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1981000 | PA      | $1970291.55   | 0.05%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                        | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      8500000 | PA      | $8245424.58   | 0.20%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                        | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      6075000 | PA      | $5790470.09   | 0.14%             | 2030-12-17      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                        | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      4135000 | PA      | $4200067.24   | 0.10%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                            | HarborView Mortgage Loan Trust, Series 2007-6, Class 2A1A                                | CUSIP: 41165BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        76544 | PA      | $69907.28     | 0.00%             | 2037-08-19      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                         | Healthpeak OP LLC                                                                        | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |      4042000 | PA      | $4179082.69   | 0.10%             | 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        |       569000 | PA      | $596264.80    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                         | Hertz Corp. (The)                                                                        | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |       682000 | PA      | $621273.36    | 0.02%             | 2026-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                         | Hertz Corp. (The)                                                                        | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |      1712000 | PA      | $1578625.61   | 0.04%             | 2029-07-15      | Fixed         | 12.62%                | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                              | Hess Midstream Operations LP                                                             | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $203317.80    | 0.01%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                              | Hess Midstream Operations LP                                                             | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       415000 | PA      | $415334.49    | 0.01%             | 2028-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                         | Hertz Corp. (The), Escrow                                                                | CUSIP: 428ESCAB3<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $160.00       | 0.00%             | 2024-10-15      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Hertz Corp. (The)                                                         | Hertz Corp. (The), Escrow                                                                | CUSIP: 428ESCAC1<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |       265000 | PA      | $26.50        | 0.00%             | 2026-08-01      | Fixed         | 7.12%                 | No            |                  3 | On Loan: No      |
| Hertz Corp. (The)                                                         | Hertz Corp. (The), Escrow                                                                | CUSIP: 428ESCAD9<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |       685000 | PA      | $68.50        | 0.00%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                      | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1205000 | PA      | $1207923.33   | 0.03%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                       | Hilton Domestic Operating Co., Inc.                                                      | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       628000 | PA      | $646358.32    | 0.02%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                       | Hilton Domestic Operating Co., Inc.                                                      | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       825000 | PA      | $844519.50    | 0.02%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                       | Hilton Domestic Operating Co., Inc.                                                      | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      1769000 | PA      | $1787880.54   | 0.04%             | 2034-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hilton Worldwide Finance LLC                                              | Hilton Worldwide Finance LLC                                                             | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       455000 | PA      | $455082.81    | 0.01%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                      | Howard Midstream Energy Partners LLC                                                     | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1033480.25   | 0.03%             | 2034-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| H World Group Ltd.                                                        | H World Group Ltd.                                                                       | CUSIP: 44332NAB2<br>LEI: 549300Y5ML31FVN83730 | Long             | DBT              | CORP              | KY        |      4295000 | PA      | $6292175.00   | 0.16%             | 2026-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hughes Satellite Systems Corp.                                            | Hughes Satellite Systems Corp.                                                           | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       258000 | PA      | $234641.82    | 0.01%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                  | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      8143000 | PA      | $8248859.00   | 0.20%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                               | Huntington Bancshares, Inc.                                                              | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |       204000 | PA      | $214887.34    | 0.01%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                   | Hyundai Capital America                                                                  | CUSIP: 44891ABD8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      8025000 | PA      | $7994885.39   | 0.20%             | 2026-11-02      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                   | Hyundai Capital America                                                                  | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      3460000 | PA      | $3617653.03   | 0.09%             | 2031-01-08      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                     | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |       404000 | PA      | $424613.70    | 0.01%             | 2030-11-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                     | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $213343.40    | 0.01%             | 2032-11-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ILFC E-Capital Trust I                                                    | ILFC E-Capital Trust I                                                                   | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       500000 | PA      | $434368.65    | 0.01%             | 2065-12-21      | Floating      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| ILFC E-Capital Trust II                                                   | ILFC E-Capital Trust II                                                                  | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | SN               | CORP              | US        |       535000 | PA      | $472839.74    | 0.01%             | 2065-12-21      | Floating      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| INEOS Finance plc                                                         | INEOS Finance plc                                                                        | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      2535000 | PA      | $2263372.22   | 0.06%             | 2029-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                | iHeartCommunications, Inc.                                                               | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      1942536 | PA      | $1725884.96   | 0.04%             | 2029-05-01      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                | iHeartCommunications, Inc.                                                               | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      2182172 | PA      | $1618778.83   | 0.04%             | 2030-05-01      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                | iHeartCommunications, Inc.                                                               | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      1753300 | PA      | $1394385.10   | 0.03%             | 2030-08-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| iHeartMedia, Inc.                                                         | iHeartMedia, Inc., Class A                                                               | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        24528 | NS      | $80206.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Imola Merger Corp.                                                        | Imola Merger Corp.                                                                       | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2780000 | PA      | $2732893.73   | 0.07%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                              | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       800000 | PA      | $823257.60    | 0.02%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                              | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       475000 | PA      | $480420.70    | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                              | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       645000 | PA      | $640784.67    | 0.02%             | 2033-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                              | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      1132000 | PA      | $1170091.80   | 0.03%             | 2034-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                             | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      5752000 | PA      | $5754640.28   | 0.14%             | 2026-11-16      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Installed Building Products, Inc.                                         | Installed Building Products, Inc.                                                        | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |       217000 | PA      | $219879.81    | 0.01%             | 2034-02-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                      | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      5464000 | PA      | $4843692.24   | 0.12%             | 2042-06-01      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                      | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     10220000 | PA      | $11395839.72  | 0.28%             | 2033-06-20      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                             | ION Platform Finance US, Inc.                                                            | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |       604000 | PA      | $484298.61    | 0.01%             | 2032-09-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| IQVIA, Inc.                                                               | IQVIA, Inc.                                                                              | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      1363000 | PA      | $1402085.39   | 0.03%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                      | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       597000 | PA      | $596790.39    | 0.01%             | 2027-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                      | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       845000 | PA      | $837319.37    | 0.02%             | 2029-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                      | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1097870.62   | 0.03%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                        | ITC Holdings Corp.                                                                       | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      7371000 | PA      | $7014310.97   | 0.17%             | 2030-05-14      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Itron, Inc.                                                               | Itron, Inc.                                                                              | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |      3589000 | PA      | $3737046.25   | 0.09%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Itron, Inc.                                                               | Itron, Inc.                                                                              | CUSIP: 465741AR7<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |       113000 | PA      | $112774.00    | 0.00%             | 2032-03-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JBS NV                                                                    | JBS NV                                                                                   | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1177000 | PA      | $930537.97    | 0.02%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                           | JH North America Holdings, Inc.                                                          | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |       252000 | PA      | $257370.62    | 0.01%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                           | JH North America Holdings, Inc.                                                          | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |       377000 | PA      | $386935.46    | 0.01%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Alternative Loan Trust                                           | JPMorgan Alternative Loan Trust, Series 2006-A2, Class 1A1                               | CUSIP: 46628GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1114382 | PA      | $946846.62    | 0.02%             | 2036-05-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Moran Foods Backstop Equity                                               | Moran Foods Backstop Equity                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   3408992334 | NS      | $3408.99      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                | JPMBB Commercial Mortgage Securities Trust, Series 2015-C30, Class C                     | CUSIP: 46644UBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       860000 | PA      | $701992.20    | 0.02%             | 2048-07-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                | JPMBB Commercial Mortgage Securities Trust, Series 2015-C31, Class C                     | CUSIP: 46644YBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       395000 | PA      | $308210.60    | 0.01%             | 2048-08-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                       | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-JP4, Class C            | CUSIP: 46645UAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       484000 | PA      | $434064.03    | 0.01%             | 2049-12-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                    | JBS NV                                                                                   | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1804000 | PA      | $1912729.75   | 0.05%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                    | JBS NV                                                                                   | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      6610000 | PA      | $6783113.26   | 0.17%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jazz Investments I Ltd.                                                   | Jazz Investments I Ltd.                                                                  | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      4905000 | PA      | $6994530.00   | 0.17%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                    | JBS NV                                                                                   | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      4761000 | PA      | $5307872.27   | 0.13%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                    | JBS NV                                                                                   | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2820000 | PA      | $3224365.44   | 0.08%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Jazz Securities DAC                                                       | Jazz Securities DAC                                                                      | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |       915000 | PA      | $902085.78    | 0.02%             | 2029-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                                            | JELD-WEN, Inc.                                                                           | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |       870000 | PA      | $712044.02    | 0.02%             | 2027-12-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                                            | JELD-WEN, Inc.                                                                           | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |       395000 | PA      | $213300.00    | 0.01%             | 2032-09-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                          | Jersey Central Power & Light Co.                                                         | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |      2715000 | PA      | $2480784.23   | 0.06%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                                     | JetBlue Airways Corp.                                                                    | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2226000 | PA      | $2262163.17   | 0.06%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Pass-Through Trust                                                | JetBlue Pass-Through Trust, Series 2019-1, Class A                                       | CUSIP: 477143AJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       431739 | PA      | $408505.83    | 0.01%             | 2028-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                                     | JetBlue Airways Corp.                                                                    | CUSIP: 477143AR2<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |      2250000 | PA      | $2520000.00   | 0.06%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Prime Money Market Fund                                          | JPMorgan Prime Money Market Fund, Class Institutional                                    | CUSIP: 4812A2603<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |    253664729 | NS      | $253766194.98 | 6.30%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                                              | KBC Group NV                                                                             | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      1340000 | PA      | $1383757.32   | 0.03%             | 2029-01-19      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                                         | Republic of Kenya                                                                        | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      4372000 | PA      | $4593879.00   | 0.11%             | 2036-03-05      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                                         | Republic of Kenya                                                                        | CUSIP: 491798AQ7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      1119000 | PA      | $1107250.50   | 0.03%             | 2038-10-09      | Fixed         | 8.80%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                                         | Republic of Kenya                                                                        | CUSIP: 491798AS3<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      2210000 | PA      | $2157157.13   | 0.05%             | 2039-02-26      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| KeyCorp                                                                   | KeyCorp                                                                                  | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      3274000 | PA      | $3570460.54   | 0.09%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                       | Kinder Morgan, Inc.                                                                      | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      3440000 | PA      | $3589692.49   | 0.09%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                       | Kinetik Holdings LP                                                                      | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |       550000 | PA      | $556193.00    | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                     | Kioxia Holdings Corp.                                                                    | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      1026000 | PA      | $1065299.78   | 0.03%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Kite Realty Group LP                                                      | Kite Realty Group LP                                                                     | CUSIP: 49803XAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |      2431000 | PA      | $2725339.55   | 0.07%             | 2027-04-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                   | Kodiak Gas Services LLC                                                                  | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |       179000 | PA      | $184588.56    | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                   | Bath & Body Works, Inc.                                                                  | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |       196000 | PA      | $199683.04    | 0.00%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                | Lamb Weston Holdings, Inc.                                                               | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       270000 | PA      | $261718.21    | 0.01%             | 2030-01-31      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                              | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      1840000 | PA      | $1874472.40   | 0.05%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                  | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      1291000 | PA      | $1337056.43   | 0.03%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                  | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       671250 | PA      | $697794.23    | 0.02%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Life360, Inc.                                                             | Life360, Inc.                                                                            | CUSIP: 532206AB5<br>LEI: 254900VO9VDOQBQAHF07 | Long             | DBT              | CORP              | US        |      2730000 | PA      | $2753205.00   | 0.07%             | 2030-06-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                       | Lithia Motors, Inc.                                                                      | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       365000 | PA      | $367292.20    | 0.01%             | 2030-10-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc.                                                          | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2498399.25   | 0.06%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc.                                                          | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       395000 | PA      | $396872.30    | 0.01%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc.                                                          | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      2845000 | PA      | $4555698.50   | 0.11%             | 2029-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc.                                                          | CUSIP: 538034BC2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      2215000 | PA      | $2480800.00   | 0.06%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc.                                                          | CUSIP: 538034BD0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       226000 | PA      | $236735.00    | 0.01%             | 2031-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                 | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      3670000 | PA      | $3701140.68   | 0.09%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Lsf12 Helix Parent LLC                                                    | Lsf12 Helix Parent LLC                                                                   | CUSIP: 548916AA3<br>LEI: 254900H70V4IL22BHL88 | Long             | DBT              | CORP              | US        |       275000 | PA      | $276067.83    | 0.01%             | 2033-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Lyft, Inc.                                                                | Lyft, Inc.                                                                               | CUSIP: 55087PAD6<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |      3406000 | PA      | $3538434.41   | 0.09%             | 2029-03-01      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Lyft, Inc.                                                                | Lyft, Inc.                                                                               | CUSIP: 55087PAE4<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |       595000 | PA      | $574126.29    | 0.01%             | 2030-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     65120000 | PA      | $33634.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                           | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      1408000 | PA      | $1506398.70   | 0.04%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                           | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      1816000 | PA      | $1867194.66   | 0.05%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                                | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |        15000 | PA      | $15136.64     | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                                | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1026438.23   | 0.03%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                                | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       581000 | PA      | $597141.92    | 0.01%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MKS, Inc.                                                                 | MKS, Inc.                                                                                | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |      6430000 | PA      | $11184985.00  | 0.28%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                                        | MIWD Holdco II LLC                                                                       | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       680000 | PA      | $637228.54    | 0.02%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                              | MPT Operating Partnership LP                                                             | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       413000 | PA      | $442024.81    | 0.01%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| MV24 Capital BV                                                           | MV24 Capital BV                                                                          | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2234777 | PA      | $2274704.68   | 0.06%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MVW LLC                                                                   | MVW LLC, Series 2021-1WA, Class D                                                        | CUSIP: 55389TAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1357434 | PA      | $1317739.17   | 0.03%             | 2041-01-22      | Fixed         | 3.17%                 | Yes           |                  2 | On Loan: No      |
| MYT Holding LLC                                                           | MYT Holding LLC                                                                          | CUSIP: 55406N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       246994 | NS      | $61748.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MYT Holding LLC                                                           | MYT Holding LLC, Series A                                                                | CUSIP: 55406N202<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       419284 | NS      | $534587.10    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Madison IAQ LLC                                                           | Madison IAQ LLC                                                                          | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |      1630000 | PA      | $1608623.69   | 0.04%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Madison IAQ LLC                                                           | Madison IAQ LLC                                                                          | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |      1475000 | PA      | $1471467.23   | 0.04%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                           | Discovery Global Holdings, Inc.                                                          | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       950000 | PA      | $872812.50    | 0.02%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                | Mars, Inc.                                                                               | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      4065000 | PA      | $4209154.90   | 0.10%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                              | Marriott International, Inc.                                                             | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      1750000 | PA      | $1817949.93   | 0.05%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     34940000 | PA      | $837913.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     31535000 | PA      | $492547.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    706120000 | PA      | $866228.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    120819000 | PA      | $144729.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    120819000 | PA      | $144729.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                  | Marvell Technology, Inc.                                                                 | CUSIP: 573874AJ3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |      2350000 | PA      | $2196478.07   | 0.05%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                  | Marvell Technology, Inc.                                                                 | CUSIP: 573874AS3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |      1205000 | PA      | $1254447.02   | 0.03%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    448305000 | PA      | $514944.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Masterbrand, Inc.                                                         | Masterbrand, Inc.                                                                        | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |      3956000 | PA      | $3981448.95   | 0.10%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| MASTR Alternative Loan Trust                                              | MASTR Alternative Loan Trust, Series 2003-5, Class 30B1                                  | CUSIP: 576434FU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        67029 | PA      | $34250.91     | 0.00%             | 2033-08-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                     | Matador Resources Co.                                                                    | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      1342000 | PA      | $1365808.42   | 0.03%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Matador Resources Co.                                                     | Matador Resources Co.                                                                    | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       336000 | PA      | $335594.65    | 0.01%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                    | Mauser Packaging Solutions Holding Co.                                                   | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      2490000 | PA      | $2549137.50   | 0.06%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                    | Mauser Packaging Solutions Holding Co.                                                   | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |       485000 | PA      | $477877.10    | 0.01%             | 2030-04-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                               | McGraw-Hill Education, Inc.                                                              | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |       790000 | PA      | $788755.20    | 0.02%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     13359000 | PA      | $-229671.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP                                                                      | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       845000 | PA      | $872016.34    | 0.02%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    152178000 | PA      | $-1043322.97  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1384900000 | PA      | $6281656.74   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     83252923 | PA      | $206899.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                        | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      2820000 | PA      | $2827819.18   | 0.07%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                    | Merrill Lynch Mortgage Investors Trust, Series 2003-OPT1, Class M1                       | CUSIP: 5899295K0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         4741 | PA      | $4205.76      | 0.00%             | 2034-07-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                                      | Meritage Homes Corp.                                                                     | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |      3022000 | PA      | $3109495.48   | 0.08%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                             | MetLife, Inc.                                                                            | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       435000 | PA      | $455136.59    | 0.01%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                             | MetLife, Inc.                                                                            | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       280000 | PA      | $370917.68    | 0.01%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                             | MetLife, Inc.                                                                            | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      3935000 | PA      | $4688914.52   | 0.12%             | 2038-04-08      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| MetLife, Inc.                                                             | MetLife, Inc.                                                                            | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      1124000 | PA      | $1116069.84   | 0.03%             | 2056-03-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                        | Metropolitan Life Global Funding I                                                       | CUSIP: 59217GEZ8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      2100000 | PA      | $2052932.57   | 0.05%             | 2029-03-21      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1349150000 | PA      | $1610292.97   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                                | Microchip Technology, Inc.                                                               | CUSIP: 595017AF1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |       835000 | PA      | $1792411.36   | 0.04%             | 2027-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                                | Microchip Technology, Inc.                                                               | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      2390000 | PA      | $2436018.33   | 0.06%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Mid-State Capital Corp. Trust                                             | Mid-State Capital Corp. Trust, Series 2006-1, Class M2                                   | CUSIP: 59548PAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        34287 | PA      | $34801.84     | 0.00%             | 2040-10-15      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    108035391 | PA      | $-33071.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stagwell Global LLC                                                       | Stagwell Global LLC                                                                      | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |      1464000 | PA      | $1349428.38   | 0.03%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Midcontinent Communications                                               | Midcontinent Communications                                                              | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |       518000 | PA      | $487926.53    | 0.01%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                 | Millrose Properties, Inc.                                                                | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       603000 | PA      | $618617.70    | 0.02%             | 2030-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                  | AthenaHealth Group, Inc.                                                                 | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      2305000 | PA      | $2167310.83   | 0.05%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    146704941 | PA      | $206559.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                   | Molina Healthcare, Inc.                                                                  | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       800000 | PA      | $728742.00    | 0.02%             | 2030-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    306730000 | PA      | $1129580.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                           | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     11330000 | PA      | $10720653.57  | 0.27%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                           | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       882000 | PA      | $780911.49    | 0.02%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                           | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      3985000 | PA      | $3625194.79   | 0.09%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                           | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      5235000 | PA      | $4634794.74   | 0.12%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                           | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       535000 | PA      | $484860.25    | 0.01%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                           | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       967000 | PA      | $968852.48    | 0.02%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                           | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      3015000 | PA      | $3077507.22   | 0.08%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                           | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      4386000 | PA      | $4621682.89   | 0.11%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                           | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       965000 | PA      | $986906.05    | 0.02%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                           | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      7680000 | PA      | $7919410.33   | 0.20%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                           | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      3570000 | PA      | $3696557.36   | 0.09%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                           | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2520000 | PA      | $2561134.16   | 0.06%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                           | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      4235000 | PA      | $4385693.24   | 0.11%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                           | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1750000 | PA      | $1741107.55   | 0.04%             | 2041-01-18      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                           | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      3069000 | PA      | $3095160.80   | 0.08%             | 2037-01-30      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2015-MS1, Class B                                 | CUSIP: 61765DAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       256555 | PA      | $246780.45    | 0.01%             | 2048-05-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                           | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     11955000 | PA      | $11904635.86  | 0.30%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                            | Morgan Stanley Private Bank NA                                                           | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |      3875000 | PA      | $3898850.04   | 0.10%             | 2031-11-19      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP                                                                      | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       440000 | PA      | $432745.02    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP                                                                      | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      1570000 | PA      | $1569875.34   | 0.04%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NCR Voyix Corp.                                                           | NCR Voyix Corp.                                                                          | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |       815000 | PA      | $800822.83    | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                            | NCL Corp. Ltd.                                                                           | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      3085000 | PA      | $3196664.51   | 0.08%             | 2030-09-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                            | NCL Corp. Ltd.                                                                           | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      1373000 | PA      | $1387457.69   | 0.03%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                  | NGL Energy Operating LLC                                                                 | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1085000 | PA      | $1124459.28   | 0.03%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                         | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       200000 | PA      | $199986.04    | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                         | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      1420000 | PA      | $1424954.38   | 0.04%             | 2029-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                         | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       865000 | PA      | $816496.42    | 0.02%             | 2031-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                         | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      1641000 | PA      | $1658501.27   | 0.04%             | 2035-10-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| NMG Parent LLC                                                            | NMG Parent LLC, Escrow                                                                   | CUSIP: 629ESC039<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1556 | NS      | $778.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NNN REIT, Inc.                                                            | NNN REIT, Inc.                                                                           | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |       930000 | PA      | $972199.87    | 0.02%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                          | NCR Atleos Corp.                                                                         | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |      1207000 | PA      | $1296199.71   | 0.03%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                        | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      4800000 | PA      | $4914680.02   | 0.12%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                        | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      1460000 | PA      | $1646561.72   | 0.04%             | 2033-11-10      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                    | Neptune Bidco US, Inc.                                                                   | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |       625000 | PA      | $626225.00    | 0.02%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                    | Neptune Bidco US, Inc.                                                                   | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |       433000 | PA      | $423816.41    | 0.01%             | 2033-02-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Netflix, Inc.                                                             | Netflix, Inc.                                                                            | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      9956000 | PA      | $10386995.34  | 0.26%             | 2029-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                       | Newell Brands, Inc.                                                                      | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       300000 | PA      | $267062.61    | 0.01%             | 2046-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                       | Newell Brands, Inc.                                                                      | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       455000 | PA      | $462090.27    | 0.01%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                       | Newell Brands, Inc.                                                                      | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      1595000 | PA      | $1594924.72   | 0.04%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                       | Newell Brands, Inc.                                                                      | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       285000 | PA      | $285874.10    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                       | Newell Brands, Inc.                                                                      | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       490000 | PA      | $515774.70    | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                       | Nexstar Media, Inc.                                                                      | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      1160000 | PA      | $1154317.04   | 0.03%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                                    | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      1775000 | PA      | $1843055.28   | 0.05%             | 2054-09-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                                    | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1808650.16   | 0.04%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                                    | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       705000 | PA      | $732273.63    | 0.02%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                                    | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       550000 | PA      | $583069.30    | 0.01%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                       | Nexstar Media, Inc.                                                                      | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      1612000 | PA      | $1612151.53   | 0.04%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                              | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      9500000 | PA      | $10336000.00  | 0.26%             | 2046-01-13      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| NiSource, Inc.                                                            | NiSource, Inc.                                                                           | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      1808000 | PA      | $1889052.64   | 0.05%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                    | CUSIP: 654744AJ0<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       836000 | PA      | $1023070.09   | 0.03%             | 2029-07-17      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Noble Finance II LLC                                                      | Noble Finance II LLC                                                                     | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       423000 | PA      | $440266.86    | 0.01%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Conair Holdings LLC                                                       | Conair Holdings LLC, 1st Lien Term Loan B                                                | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |      2687642 | PA      | $1451326.54   | 0.04%             | 2028-05-17      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                           | Madison IAQ LLC, 1st Lien Term Loan                                                      | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |       748136 | PA      | $748277.92    | 0.02%             | 2028-06-21      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                      | NOVA Chemicals Corp.                                                                     | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      1073000 | PA      | $1078709.43   | 0.03%             | 2027-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                      | NOVA Chemicals Corp.                                                                     | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $1062357.00   | 0.03%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                            | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       615000 | PA      | $594305.25    | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                            | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       157000 | PA      | $162067.65    | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| NuStar Logistics LP                                                       | NuStar Logistics LP                                                                      | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1009574.00   | 0.03%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                        | Chord Energy Corp.                                                                       | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       448000 | PA      | $465290.56    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Chord Energy Corp.                                                        | Chord Energy Corp.                                                                       | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       311000 | PA      | $317686.61    | 0.01%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LABL, Inc.                                                                | LABL, Inc., 1st Lien Term Loan                                                           | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |       889451 | PA      | $408853.94    | 0.01%             | 2028-10-30      | Variable      | 8.77%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                                    | ON Semiconductor Corp.                                                                   | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      2301000 | PA      | $2252468.69   | 0.06%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                                    | ON Semiconductor Corp.                                                                   | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      6951000 | PA      | $9359521.50   | 0.23%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC                                                                           | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1840000 | PA      | $1816759.70   | 0.05%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC                                                                           | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       975000 | PA      | $936299.13    | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                    | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       700000 | PA      | $646222.85    | 0.02%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                    | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      2150000 | PA      | $2080402.57   | 0.05%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                                         | Altar Bidco, Inc., 1st Lien Term Loan B                                                  | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2275233 | PA      | $2258737.29   | 0.06%             | 2029-02-01      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                                         | Altar Bidco, Inc., 2nd Lien Term Loan                                                    | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       725000 | PA      | $679687.50    | 0.02%             | 2030-02-01      | Variable      | 9.11%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                           | 1261229 BC Ltd.                                                                          | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2973000 | PA      | $3074476.37   | 0.08%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA, Series 2033                                                                | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |       464000 | PA      | $470802.24    | 0.01%             | 2033-11-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                             | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |       550000 | PA      | $557630.48    | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                             | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       430000 | PA      | $299969.23    | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                             | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      2749000 | PA      | $1719574.27   | 0.04%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                             | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       815000 | PA      | $539493.35    | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                             | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      3149000 | PA      | $2549453.55   | 0.06%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                             | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       160000 | PA      | $140945.35    | 0.00%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                             | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      2128000 | PA      | $2129191.87   | 0.05%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                             | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      2829000 | PA      | $2756723.38   | 0.07%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                             | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      4128000 | PA      | $4003170.06   | 0.10%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                             | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      2605000 | PA      | $2495624.72   | 0.06%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                             | Organon & Co.                                                                            | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2880000 | PA      | $2827196.78   | 0.07%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co.                                                             | Organon & Co.                                                                            | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       850000 | PA      | $755314.68    | 0.02%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                | Outfront Media Capital LLC                                                               | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       545000 | PA      | $545171.13    | 0.01%             | 2027-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                | Outfront Media Capital LLC                                                               | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       433000 | PA      | $424794.00    | 0.01%             | 2030-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Accendra Health, Inc.                                                     | Accendra Health, Inc.                                                                    | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |       500000 | PA      | $317017.45    | 0.01%             | 2029-03-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Accendra Health, Inc.                                                     | Accendra Health, Inc.                                                                    | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |      1020000 | PA      | $490761.07    | 0.01%             | 2030-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                      | Owens-Brockway Glass Container, Inc.                                                     | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      1130000 | PA      | $1130806.82   | 0.03%             | 2027-05-13      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                  | AthenaHealth Group, Inc., 1st Lien Term Loan                                             | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |      1972385 | PA      | $1918144.89   | 0.05%             | 2029-02-15      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                               | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       463000 | PA      | $461776.11    | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                               | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       410000 | PA      | $410339.48    | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                               | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      4840000 | PA      | $5172992.00   | 0.13%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                               | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      5548000 | PA      | $5739422.64   | 0.14%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                               | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      1462000 | PA      | $1459633.15   | 0.04%             | 2056-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The), Series W                                       | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      3486000 | PA      | $3615229.51   | 0.09%             | 2030-03-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                 | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      1055000 | PA      | $1119726.14   | 0.03%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                 | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      1975000 | PA      | $2019345.43   | 0.05%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                 | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       500000 | PA      | $518389.80    | 0.01%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                 | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       590000 | PA      | $596466.52    | 0.01%             | 2041-01-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                      | Pertamina Persero PT                                                                     | CUSIP: 69370PAD3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |      3619000 | PA      | $3528525.00   | 0.09%             | 2029-07-30      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas and Electric Co.                                                             | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1530000 | PA      | $1189089.26   | 0.03%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas and Electric Co.                                                             | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      2692000 | PA      | $2303231.43   | 0.06%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas and Electric Co.                                                             | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       294000 | PA      | $255371.73    | 0.01%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas and Electric Co.                                                             | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      4230000 | PA      | $4279663.67   | 0.11%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas and Electric Co.                                                             | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      2570000 | PA      | $2761621.38   | 0.07%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas and Electric Co.                                                             | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      5220000 | PA      | $5687373.85   | 0.14%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas and Electric Co.                                                             | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1352000 | PA      | $1440568.44   | 0.04%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas and Electric Co.                                                             | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1270000 | PA      | $1254350.93   | 0.03%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                                       | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     11600000 | PA      | $8059100.00   | 0.20%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                                       | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      2401000 | PA      | $2411264.28   | 0.06%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                    | Republic of Paraguay                                                                     | CUSIP: 699149AL4<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      1521000 | PA      | $1451034.00   | 0.04%             | 2033-06-28      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Notas do Tesouro Nacional                                                                | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    340000000 | PA      | $60403700.97  | 1.50%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                              | Performance Food Group, Inc.                                                             | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       895000 | PA      | $878111.98    | 0.02%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                              | Performance Food Group, Inc.                                                             | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       261000 | PA      | $267915.72    | 0.01%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                              | Performance Food Group, Inc.                                                             | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       390000 | PA      | $391304.76    | 0.01%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                          | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      2020000 | PA      | $2120084.94   | 0.05%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                          | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       458000 | PA      | $474250.56    | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                             | Perrigo Finance Unlimited Co.                                                            | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |       330000 | PA      | $322896.98    | 0.01%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                 | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                | CUSIP: 71568PAN9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |      2940000 | PA      | $2748900.00   | 0.07%             | 2030-06-30      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Petco Health & Wellness Co., Inc.                                         | Petco Health & Wellness Co., Inc.                                                        | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |       548000 | PA      | $535195.63    | 0.01%             | 2031-02-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                      | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      2810000 | PA      | $2818149.00   | 0.07%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                      | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      9285000 | PA      | $8432637.00   | 0.21%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                      | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      3895000 | PA      | $3813205.00   | 0.09%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                      | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      2718900 | PA      | $2925210.13   | 0.07%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                      | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      2165000 | PA      | $2536201.81   | 0.06%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                     | Petronas Capital Ltd.                                                                    | CUSIP: 71675CAE8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      6007000 | PA      | $4152418.64   | 0.10%             | 2061-04-28      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| PetSmart LLC                                                              | PetSmart LLC                                                                             | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1137000 | PA      | $1150507.56   | 0.03%             | 2032-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                        | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3168506.79   | 0.08%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                            | Piedmont Natural Gas Co., Inc.                                                           | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |       853000 | PA      | $594455.57    | 0.01%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                       | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      8439000 | PA      | $8258742.96   | 0.20%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                      | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $978849.00    | 0.02%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Prairie Acquiror LP                                                       | Prairie Acquiror LP                                                                      | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |       560000 | PA      | $584351.60    | 0.01%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                                     | Prestige Brands, Inc.                                                                    | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |      1270000 | PA      | $1269078.23   | 0.03%             | 2028-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                      | Prime Security Services Borrower LLC                                                     | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        42000 | PA      | $42083.96     | 0.00%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                      | Prime Security Services Borrower LLC                                                     | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        40000 | PA      | $39365.39     | 0.00%             | 2027-08-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                                  | ADT Security Corp. (The)                                                                 | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |       860000 | PA      | $834266.82    | 0.02%             | 2032-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Primo Water Holdings, Inc.                                                | Primo Water Holdings, Inc.                                                               | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       586000 | PA      | $585894.81    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                | Prudential Financial, Inc.                                                               | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      2395000 | PA      | $2523913.27   | 0.06%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium PT                                             | Indonesia Asahan Aluminium PT                                                            | CUSIP: 74445PAF9<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |      2380000 | PA      | $2450826.90   | 0.06%             | 2030-05-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                     | Public Service Enterprise Group, Inc.                                                    | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      2695000 | PA      | $2417397.16   | 0.06%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                   | Qnity Electronics, Inc.                                                                  | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |       198000 | PA      | $202586.97    | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                   | Qnity Electronics, Inc.                                                                  | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |       727000 | PA      | $754843.76    | 0.02%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                               | QXO Building Products, Inc.                                                              | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |       920000 | PA      | $952858.72    | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                       | Rocket Mortgage LLC                                                                      | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       640000 | PA      | $616621.38    | 0.02%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc.                                                                  | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      2052000 | PA      | $2132639.50   | 0.05%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                   | RHP Hotel Properties LP                                                                  | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2489000 | PA      | $2488433.28   | 0.06%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                   | RHP Hotel Properties LP                                                                  | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       755000 | PA      | $744625.45    | 0.02%             | 2029-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                   | RHP Hotel Properties LP                                                                  | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       196000 | PA      | $203602.84    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                  | Cooperatieve Rabobank UA                                                                 | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      5350000 | PA      | $5334071.07   | 0.13%             | 2028-04-06      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                   | RHP Hotel Properties LP                                                                  | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       234000 | PA      | $235707.26    | 0.01%             | 2034-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                                  | Radiology Partners, Inc.                                                                 | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      1213000 | PA      | $1249001.84   | 0.03%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Range Resources Corp.                                                     | Range Resources Corp.                                                                    | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |       575000 | PA      | $569254.54    | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Telecom Italia Finance SA                                                 | Telecom Italia Finance SA                                                                | CUSIP: N/A<br>LEI: 549300O482B6CBF38D50       | Long             | DBT              | CORP              | LU        |       800000 | PA      | $1183015.66   | 0.03%             | 2033-01-24      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                            | Raven Acquisition Holdings LLC                                                           | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       506000 | PA      | $487047.63    | 0.01%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                            | Anywhere Real Estate Group LLC                                                           | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       965000 | PA      | $912782.64    | 0.02%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                            | Anywhere Real Estate Group LLC                                                           | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       496000 | PA      | $534445.46    | 0.01%             | 2030-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Callaway Golf Co.                                                         | Callaway Golf Co., 1st Lien Term Loan                                                    | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |       116382 | PA      | $116818.50    | 0.00%             | 2030-03-18      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust                                        | Renaissance Home Equity Loan Trust, Series 2005-2, Class M1                              | CUSIP: 75970NAP2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       511285 | PA      | $491798.18    | 0.01%             | 2035-08-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Renew                                                                     | Renew, Series 2017-1A, Class B                                                           | CUSIP: 75973LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |        11978 | PA      | $11965.02     | 0.00%             | 2052-09-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust                                        | Renaissance Home Equity Loan Trust, Series 2005-1, Class AF6                             | CUSIP: 759950FG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        15831 | PA      | $16002.52     | 0.00%             | 2035-05-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| RingCentral, Inc.                                                         | RingCentral, Inc.                                                                        | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |      3169000 | PA      | $3327564.08   | 0.08%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| RB Global Holdings, Inc.                                                  | RB Global Holdings, Inc.                                                                 | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |       500000 | PA      | $519832.50    | 0.01%             | 2031-03-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP, 1st Lien Term Loan B                                                  | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |      2005972 | PA      | $1996663.92   | 0.05%             | 2030-05-31      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                        | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       799000 | PA      | $819737.25    | 0.02%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                        | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       424000 | PA      | $438212.42    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                        | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       985000 | PA      | $1030176.04   | 0.03%             | 2032-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                       | Rocket Mortgage LLC                                                                      | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1170000 | PA      | $1155653.34   | 0.03%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                       | Rocket Mortgage LLC                                                                      | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       435000 | PA      | $400312.45    | 0.01%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                              | Rockies Express Pipeline LLC                                                             | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |       344000 | PA      | $362377.86    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                  | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3966000 | PA      | $4188671.07   | 0.10%             | 2034-01-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                              | Royal Caribbean Cruises Ltd.                                                             | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       470000 | PA      | $490137.95    | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                              | Royal Caribbean Cruises Ltd.                                                             | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       693000 | PA      | $717906.56    | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                              | Royal Caribbean Cruises Ltd.                                                             | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       556000 | PA      | $573122.96    | 0.01%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Serta Simmons Bedding LLC                                                 | Serta Simmons Bedding LLC, 1st Lien Term Loan                                            | CUSIP: 81753HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       343151 | PA      | $320722.56    | 0.01%             | 2028-06-29      | Variable      | 11.29%                | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                  | SBA Communications Corp.                                                                 | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |       295000 | PA      | $283634.12    | 0.01%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                            | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      2180000 | PA      | $2181582.68   | 0.05%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                            | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       469000 | PA      | $479532.33    | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                            | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       402000 | PA      | $409364.24    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                   | SS&C Technologies, Inc.                                                                  | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      2035000 | PA      | $2031939.56   | 0.05%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                   | SS&C Technologies, Inc.                                                                  | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      2615000 | PA      | $2665343.98   | 0.07%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                               | SV RNO Property Owner 1 LLC                                                              | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       905000 | PA      | $909054.18    | 0.02%             | 2031-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                        | Saavi Energia SARL                                                                       | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |      3887000 | PA      | $4269923.92   | 0.11%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| NorthRiver Midstream Finance LP                                           | NorthRiver Midstream Finance LP, 1st Lien Term Loan B                                    | CUSIP: 66679PAB1<br>LEI: 549300SOLNLY3BL6GF18 | Long             | LON              | CORP              | CA        |      2198152 | PA      | $2197844.75   | 0.05%             | 2030-08-16      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                     | Rocket Software, Inc., 1st Lien Term Loan                                                | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |      1218393 | PA      | $1130571.23   | 0.03%             | 2028-11-28      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                                               | Saks Global Enterprises LLC                                                              | CUSIP: 79380MAB1<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |       505110 | PA      | $2209.86      | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Silgan Holdings, Inc.                                                     | Silgan Holdings, Inc.                                                                    | CUSIP: N/A<br>LEI: KAF673KJXD92C8KSLU49       | Long             | DBT              | CORP              | US        |       333000 | PA      | $387297.66    | 0.01%             | 2028-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                           | Santander UK Group Holdings plc                                                          | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      5200000 | PA      | $5163925.68   | 0.13%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                           | Santander UK Group Holdings plc                                                          | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      7950000 | PA      | $8294343.44   | 0.21%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                    | Santander Drive Auto Receivables Trust, Series 2022-6, Class C                           | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       284594 | PA      | $285051.39    | 0.01%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Moran Foods LLC                                                           | Moran Foods LLC, 2nd Lien PIK Term Loan                                                  | CUSIP: 61647DAU6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       387620 | PA      | $0.00         | 0.00%             | 2026-06-30      | Variable      | 5.67%                 | No            |                  3 | On Loan: No      |
| Saxon Asset Securities Trust                                              | Saxon Asset Securities Trust, Series 2004-3, Class M1                                    | CUSIP: 805564QV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        62138 | PA      | $60880.91     | 0.00%             | 2034-12-26      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                              | Scotts Miracle-Gro Co. (The)                                                             | CUSIP: 810186AP1<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |       395000 | PA      | $394620.52    | 0.01%             | 2026-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                              | Scotts Miracle-Gro Co. (The)                                                             | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      2197000 | PA      | $2173067.64   | 0.05%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                              | Scotts Miracle-Gro Co. (The)                                                             | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      2680000 | PA      | $2546894.85   | 0.06%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                              | Scotts Miracle-Gro Co. (The)                                                             | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      2495000 | PA      | $2358918.96   | 0.06%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                                             | SDR Commercial Mortgage Trust, Series 2024-DSNY, Class B                                 | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3090000 | PA      | $3090026.88   | 0.08%             | 2039-05-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                                | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      1369000 | PA      | $1342702.74   | 0.03%             | 2029-06-01      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                                | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       825000 | PA      | $870506.18    | 0.02%             | 2029-12-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                                | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       485000 | PA      | $496167.13    | 0.01%             | 2034-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Moran Foods LLC                                                           | Moran Foods LLC, 1st Lien PIK Term Loan                                                  | CUSIP: 61647DAT9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       772526 | PA      | $191972.64    | 0.00%             | 2026-06-30      | Variable      | 5.67%                 | No            |                  3 | On Loan: No      |
| WEC US Holdings, Inc.                                                     | WEC US Holdings, Inc., 1st Lien Term Loan                                                | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |      3607500 | PA      | $3595595.25   | 0.09%             | 2031-01-27      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Adient US LLC                                                             | Adient US LLC, 1st Lien Term Loan B-2                                                    | CUSIP: 00687MAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1390000 | PA      | $1387400.70   | 0.03%             | 2031-01-31      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                 | UKG, Inc., 1st Lien Term Loan                                                            | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |      2134801 | PA      | $2016319.53   | 0.05%             | 2031-02-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Semtech Corp.                                                             | Semtech Corp.                                                                            | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |       113000 | PA      | $135995.50    | 0.00%             | 2030-10-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                                    | Sempra                                                                                   | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      1865000 | PA      | $1629461.88   | 0.04%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                    | Sempra                                                                                   | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       831000 | PA      | $850879.18    | 0.02%             | 2056-04-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                   | Sensata Technologies BV                                                                  | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |      1217000 | PA      | $1191212.50   | 0.03%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies BV                                                   | Sensata Technologies BV                                                                  | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $202311.20    | 0.01%             | 2030-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                | Sensata Technologies, Inc.                                                               | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |        11000 | PA      | $10370.32     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                | Sensata Technologies, Inc.                                                               | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      2800000 | PA      | $2931006.40   | 0.07%             | 2032-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Service Corp. International                                               | Service Corp. International                                                              | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |       325000 | PA      | $325983.78    | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                               | Service Corp. International                                                              | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |       974000 | PA      | $915431.53    | 0.02%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                       | Shift4 Payments LLC                                                                      | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       392000 | PA      | $383690.54    | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Station Casinos LLC                                                       | Station Casinos LLC, 1st Lien Term Loan B                                                | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |      2764625 | PA      | $2763685.03   | 0.07%             | 2031-03-14      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Shutterfly Finance LLC                                                    | Shutterfly Finance LLC                                                                   | CUSIP: 82568NAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1329228 | PA      | $1243280.12   | 0.03%             | 2027-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Shutterfly Finance LLC                                                    | Shutterfly Finance LLC                                                                   | CUSIP: 82568NAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       173204 | PA      | $172337.98    | 0.00%             | 2027-10-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                                        | MIWD Holdco II LLC, 1st Lien Term Loan                                                   | CUSIP: 55336CAK8<br>LEI: 254900X3SPV5RVFJEY72 | Long             | LON              | CORP              | US        |      1891296 | PA      | $1875692.81   | 0.05%             | 2031-03-28      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Zekelman Industries, Inc.                                                 | Zekelman Industries, Inc., 1st Lien Term Loan                                            | CUSIP: 98931YAD5<br>LEI: 549300S5LMRAKDWWI425 | Long             | LON              | CORP              | US        |      1473750 | PA      | $1476004.84   | 0.04%             | 2031-01-24      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc., 1st Lien Term Loan B-2                                          | CUSIP: 74839XAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1218300 | PA      | $1217666.48   | 0.03%             | 2029-03-19      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                           | Sinclair Television Group, Inc.                                                          | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |      1197000 | PA      | $1246376.25   | 0.03%             | 2033-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                       | Sirius XM Radio LLC                                                                      | CUSIP: 82966BAA3<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       774000 | PA      | $772163.71    | 0.02%             | 2032-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                       | Sirius XM Radio LLC                                                                      | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      2426000 | PA      | $2428450.94   | 0.06%             | 2029-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                       | Sirius XM Radio LLC                                                                      | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       600000 | PA      | $565548.18    | 0.01%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                       | Sirius XM Radio LLC                                                                      | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      1583000 | PA      | $1545393.62   | 0.04%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                            | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1170000 | PA      | $1189526.13   | 0.03%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                            | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       358000 | PA      | $362472.76    | 0.01%             | 2032-01-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                                   | Genesee & Wyoming, Inc., 1st Lien Term Loan                                              | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |      2666250 | PA      | $2661744.04   | 0.07%             | 2031-04-10      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                                          | Modena Buyer LLC, 1st Lien Term Loan                                                     | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |       987500 | PA      | $867232.38    | 0.02%             | 2031-07-01      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                                | Snap, Inc.                                                                               | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |       252000 | PA      | $250996.94    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Snowflake, Inc.                                                           | Snowflake, Inc.                                                                          | CUSIP: 833445AB5<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |      3654000 | PA      | $4607694.00   | 0.11%             | 2027-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                      | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      3040000 | PA      | $3243996.86   | 0.08%             | 2033-04-13      | Variable      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                      | CUSIP: 83368RCN0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      3195000 | PA      | $3214283.52   | 0.08%             | 2037-04-10      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                      | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      2927000 | PA      | $2834281.13   | 0.07%             | 2030-11-18      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                      | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      3720000 | PA      | $3962477.04   | 0.10%             | 2027-11-22      | Variable      | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                      | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      7250000 | PA      | $7720003.00   | 0.19%             | 2029-11-21      | Variable      | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                      | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      1580000 | PA      | $1744010.35   | 0.04%             | 2028-11-14      | Variable      | 10.00%                | Yes           |                  2 | On Loan: No      |
| SoFi Technologies, Inc.                                                   | SoFi Technologies, Inc.                                                                  | CUSIP: 83406FAC6<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |      1390000 | PA      | $2768880.00   | 0.07%             | 2029-03-15      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                         | Solstice Advanced Materials, Inc.                                                        | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |       952000 | PA      | $962301.59    | 0.02%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Solventum Corp.                                                           | Solventum Corp.                                                                          | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |       370000 | PA      | $386851.81    | 0.01%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                                    | Sonic Automotive, Inc.                                                                   | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |      2310000 | PA      | $2271397.59   | 0.06%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                 | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      2621000 | PA      | $2212124.00   | 0.05%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                 | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      9300000 | PA      | $9388350.00   | 0.23%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                 | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      3988000 | PA      | $3988000.00   | 0.10%             | 2055-12-11      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                   | SS&C Technologies, Inc., 1st Lien Term Loan B-8                                          | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |       908456 | PA      | $899998.23    | 0.02%             | 2031-05-09      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                            | Southern California Edison Co., Series 13-A                                              | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       564000 | PA      | $444939.33    | 0.01%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                            | Southern California Edison Co., Series A                                                 | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      2217000 | PA      | $2219394.16   | 0.06%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                            | Southern California Edison Co.                                                           | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      1513000 | PA      | $1084293.66   | 0.03%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                            | Southern California Edison Co.                                                           | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       527000 | PA      | $542243.98    | 0.01%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Iridium Satellite LLC                                                     | Iridium Satellite LLC, 1st Lien Term Loan B                                              | CUSIP: 46269KAT1<br>LEI: 254900615BJ7139TFM33 | Long             | LON              | CORP              | US        |       755174 | PA      | $725790.32    | 0.02%             | 2030-09-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                        | Southern Co. (The)                                                                       | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      5245000 | PA      | $5874400.00   | 0.15%             | 2027-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                                     | Southern Copper Corp.                                                                    | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |      3070000 | PA      | $3203391.50   | 0.08%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                            | Southern Co. Gas Capital Corp., Series 20-A                                              | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      1724000 | PA      | $1541376.85   | 0.04%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                             | White Cap Supply Holdings LLC, 1st Lien Term Loan C                                      | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |       912148 | PA      | $900555.02    | 0.02%             | 2029-10-19      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                      | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      5915000 | PA      | $6004806.74   | 0.15%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                                                     | Spectrum Brands, Inc.                                                                    | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |       217000 | PA      | $189615.62    | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                                                     | Spectrum Brands, Inc.                                                                    | CUSIP: 84762LAZ8<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |      4349000 | PA      | $4399013.50   | 0.11%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp.                                                      | Sprint Capital Corp.                                                                     | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      4210000 | PA      | $4516271.98   | 0.11%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                               | Block, Inc.                                                                              | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       522000 | PA      | $537012.20    | 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        |       247000 | PA      | $250238.42    | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Block, Inc.                                                               | Block, Inc.                                                                              | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       197000 | PA      | $200188.64    | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                         | Standard Building Solutions, Inc.                                                        | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       137000 | PA      | $139555.32    | 0.00%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                                    | Standard Chartered plc                                                                   | CUSIP: 853254BS8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      1007000 | PA      | $1017986.37   | 0.03%             | 2031-04-01      | Variable      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                                    | Standard Chartered plc                                                                   | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2116500.00   | 0.05%             | 2028-11-16      | Variable      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                                    | Standard Chartered plc                                                                   | CUSIP: 85325C2L5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      1515000 | PA      | $1523590.05   | 0.04%             | 2037-01-13      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                 | Standard Industries, Inc.                                                                | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3900000 | PA      | $3887817.96   | 0.10%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                 | Standard Industries, Inc.                                                                | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       420000 | PA      | $405190.76    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                                     | Ahead DB Holdings LLC, 1st Lien Term Loan B-3                                            | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |      1167913 | PA      | $1134697.39   | 0.03%             | 2031-02-03      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                             | Staples, Inc.                                                                            | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |      3005000 | PA      | $2757280.24   | 0.07%             | 2029-09-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Staples, Inc.                                                             | Staples, Inc.                                                                            | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |       403150 | PA      | $283394.74    | 0.01%             | 2030-01-15      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                       | Starwood Mortgage Residential Trust, Series 2020-1, Class A1                             | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        86327 | PA      | $83530.36     | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | Yes           |                  2 | On Loan: No      |
| KBR, Inc.                                                                 | KBR, Inc., 1st Lien Term Loan B                                                          | CUSIP: 48242YAW2<br>LEI: 254900OFQDXZRKRCV808 | Long             | LON              | CORP              | US        |      1955175 | PA      | $1957618.97   | 0.05%             | 2031-01-17      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                        | State Street Corp., Series I                                                             | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       821000 | PA      | $859544.31    | 0.02%             | 2029-03-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                       | Station Casinos LLC                                                                      | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |       505000 | PA      | $516979.13    | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                                               | Stellantis Finance US, Inc.                                                              | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |      1181000 | PA      | $1209897.19   | 0.03%             | 2030-03-18      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                                               | Stellantis Finance US, Inc.                                                              | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |      2660000 | PA      | $2749457.42   | 0.07%             | 2035-03-18      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                            | Structured Adjustable Rate Mortgage Loan Trust, Series 2005-1, Class 5A1                 | CUSIP: 863579LE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        44950 | PA      | $43149.26     | 0.00%             | 2035-02-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| BCPE Pequod Buyer, Inc.                                                   | BCPE Pequod Buyer, Inc., 1st Lien Term Loan                                              | CUSIP: 05624AAB8<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |      5415019 | PA      | $5228904.56   | 0.13%             | 2031-11-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       310000 | PA      | $310723.85    | 0.01%             | 2031-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       250000 | PA      | $244681.68    | 0.01%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                             | Surgery Center Holdings, Inc.                                                            | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |       650000 | PA      | $649211.42    | 0.02%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Suriname Government International Bond                                    | Suriname Government International Bond                                                   | CUSIP: 86886PAE2<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      1249000 | PA      | $1286082.81   | 0.03%             | 2030-11-06      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Suriname Government International Bond                                    | Suriname Government International Bond                                                   | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      3434000 | PA      | $3667512.00   | 0.09%             | 2035-11-06      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                       | Suzano Austria GmbH                                                                      | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |       806000 | PA      | $768325.22    | 0.02%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Swiss Re Finance Luxembourg SA                                            | Swiss Re Finance Luxembourg SA                                                           | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $202052.27    | 0.01%             | 2049-04-02      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Synaptics, Inc.                                                           | Synaptics, Inc.                                                                          | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |      2590000 | PA      | $2498690.33   | 0.06%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Synaptics, Inc.                                                           | Synaptics, Inc.                                                                          | CUSIP: 87157DAJ8<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |      5492000 | PA      | $6293832.00   | 0.16%             | 2031-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                            | Synopsys, Inc.                                                                           | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      1117000 | PA      | $1116354.33   | 0.03%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                       | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      1009000 | PA      | $971007.32    | 0.02%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                       | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      4380000 | PA      | $4300583.59   | 0.11%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                       | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      3778000 | PA      | $3392800.75   | 0.08%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                       | Take-Two Interactive Software, Inc.                                                      | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |       305000 | PA      | $316129.14    | 0.01%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                       | Take-Two Interactive Software, Inc.                                                      | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      1220000 | PA      | $1271272.12   | 0.03%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                   | Talen Energy Supply LLC                                                                  | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      1676000 | PA      | $1705488.62   | 0.04%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                             | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       105000 | PA      | $104897.67    | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                             | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       400000 | PA      | $405360.40    | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                             | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1515946.50   | 0.04%             | 2031-09-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                             | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1320000 | PA      | $1368463.80   | 0.03%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                             | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1162000 | PA      | $1194192.05   | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                            | Raven Acquisition Holdings LLC, 1st Lien Term Loan                                       | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2280027 | PA      | $2169286.49   | 0.05%             | 2031-11-19      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Moran Foods LLC                                                           | Moran Foods LLC, 1st Lien Term Loan A                                                    | CUSIP: 61647DAX0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       128629 | PA      | $122197.37    | 0.00%             | 2029-01-02      | Variable      | 6.13%                 | No            |                  3 | On Loan: No      |
| Moran Foods LLC                                                           | Moran Foods LLC, 1st Lien Term Loan                                                      | CUSIP: 61647DAY8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       121269 | PA      | $115205.76    | 0.00%             | 2029-01-02      | Variable      | 12.13%                | No            |                  3 | On Loan: No      |
| TEGNA, Inc.                                                               | TEGNA, Inc.                                                                              | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |       505000 | PA      | $503569.74    | 0.01%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                 | Telecom Italia Capital SA                                                                | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |        78000 | PA      | $82831.71     | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                   | Telefonica Emisiones SA                                                                  | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      1950000 | PA      | $1812947.88   | 0.04%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                            | Somnigroup International, Inc.                                                           | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      3965000 | PA      | $3853318.24   | 0.10%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                            | Somnigroup International, Inc.                                                           | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |       435000 | PA      | $408335.07    | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                   | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      1237000 | PA      | $1237720.22   | 0.03%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                   | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      1665000 | PA      | $1662719.62   | 0.04%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                   | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       243000 | PA      | $243560.84    | 0.01%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                   | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       420000 | PA      | $413482.31    | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                   | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |        25000 | PA      | $25498.60     | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                   | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       735000 | PA      | $763131.79    | 0.02%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                               | Terex Corp.                                                                              | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |      1220000 | PA      | $1217982.61   | 0.03%             | 2029-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Terex Corp.                                                               | Terex Corp.                                                                              | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |       781000 | PA      | $804326.91    | 0.02%             | 2032-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Terawulf, Inc.                                                            | Terawulf, Inc.                                                                           | CUSIP: 88080TAC8<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |      2270000 | PA      | $3456075.00   | 0.09%             | 2031-09-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Terawulf, Inc.                                                            | Terawulf, Inc.                                                                           | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |      3458000 | PA      | $3792042.80   | 0.09%             | 2032-05-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Whatabrands LLC                                                           | Whatabrands LLC, 1st Lien Term Loan B                                                    | CUSIP: 96244UAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1218346 | PA      | $1214995.57   | 0.03%             | 2028-08-03      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                                 | USI, Inc., 1st Lien Term Loan                                                            | CUSIP: 90351NAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2049062 | PA      | $2036255.86   | 0.05%             | 2030-09-27      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp.                                                            | TopBuild Corp.                                                                           | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |       352000 | PA      | $355010.25    | 0.01%             | 2034-01-31      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                    | TotalEnergies Capital International SA                                                   | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      4885000 | PA      | $4714220.40   | 0.12%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                    | TotalEnergies Capital International SA                                                   | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $547941.92    | 0.01%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                  | TotalEnergies Capital SA                                                                 | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |       870000 | PA      | $835636.92    | 0.02%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                                         | Transcanada Trust, Series 16-A                                                           | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |       988000 | PA      | $990154.83    | 0.02%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                          | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       611000 | PA      | $627607.59    | 0.02%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                          | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       612000 | PA      | $634027.10    | 0.02%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Genesys Cloud Services, Inc.                                              | Genesys Cloud Services, Inc., 1st Lien Term Loan                                         | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |      3620774 | PA      | $3322060.33   | 0.08%             | 2032-01-30      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                             | Transocean International Ltd.                                                            | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       678000 | PA      | $705983.77    | 0.02%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| HUB International Ltd.                                                    | HUB International Ltd., 1st Lien Term Loan                                               | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2339685 | PA      | $2311421.44   | 0.06%             | 2030-06-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co., Inc.                                                    | Boxer Parent Co., Inc., 1st Lien Term Loan                                               | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |      1800700 | PA      | $1653366.73   | 0.04%             | 2031-07-30      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc., 1st Lien Term Loan B-3                                          | CUSIP: 74839XAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992500 | PA      | $991487.65    | 0.02%             | 2032-02-10      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Trinidad Generation UnLtd                                                 | Trinidad Generation UnLtd                                                                | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |      2136000 | PA      | $2247584.64   | 0.06%             | 2033-06-16      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Trinity Industries, Inc.                                                  | Trinity Industries, Inc.                                                                 | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |      1370000 | PA      | $1409499.84   | 0.03%             | 2028-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Trinseo Luxco Finance SPV SARL                                            | Trinseo Luxco Finance SPV SARL                                                           | CUSIP: 89668JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       629462 | PA      | $25178.48     | 0.00%             | 2029-05-03      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Primo Brands Corp.                                                        | Primo Brands Corp., 1st Lien Term Loan                                                   | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |      1208301 | PA      | $1207007.63   | 0.03%             | 2028-03-31      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                                   | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       945000 | PA      | $1025566.52   | 0.03%             | 2033-10-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                                   | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      3876000 | PA      | $3975632.50   | 0.10%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                                   | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      3181000 | PA      | $3403185.63   | 0.08%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                                   | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       580000 | PA      | $615405.29    | 0.02%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                                   | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      3330000 | PA      | $3325242.80   | 0.08%             | 2036-10-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                 | Banijay Entertainment SAS                                                                | CUSIP: N/A<br>LEI: 969500CE0IE2EZ5VBG13       | Long             | DBT              | CORP              | FR        |       791000 | PA      | $966763.90    | 0.02%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Q-Park Holding I BV                                                       | Q-Park Holding I BV                                                                      | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |      1398000 | PA      | $1700948.23   | 0.04%             | 2029-03-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     10266000 | PA      | $10782482.46  | 0.27%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                | CUSIP: 900123DT4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      6009000 | PA      | $5935389.75   | 0.15%             | 2033-03-14      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi A/S                                         | Turkiye Ihracat Kredi Bankasi A/S                                                        | CUSIP: 90015LAL1<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |      1357000 | PA      | $1363785.00   | 0.03%             | 2030-10-03      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi A/S                                         | Turkiye Ihracat Kredi Bankasi A/S                                                        | CUSIP: 90015LAM9<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |      2242000 | PA      | $2246484.00   | 0.06%             | 2031-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Coherent Corp.                                                            | Coherent Corp.                                                                           | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |      5309000 | PA      | $5311861.55   | 0.13%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $24686.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                             | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      3558000 | PA      | $3567354.55   | 0.09%             | 2027-08-05      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                             | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      2746000 | PA      | $3211427.78   | 0.08%             | 2033-11-13      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                             | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      3035000 | PA      | $3308364.97   | 0.08%             | 2028-11-13      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                             | UBS Commercial Mortgage Trust, Series 2017-C7, Class B                                   | CUSIP: 90276WAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1795000 | PA      | $1750273.09   | 0.04%             | 2050-12-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                            | US Foods, Inc.                                                                           | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       135000 | PA      | $134432.06    | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                   | Uber Technologies, Inc., Series 2028                                                     | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      3263000 | PA      | $4031436.50   | 0.10%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                   | Uber Technologies, Inc.                                                                  | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       510000 | PA      | $486337.79    | 0.01%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                   | Uber Technologies, Inc.                                                                  | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      3875000 | PA      | $3857294.89   | 0.10%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US Auto Funding                                                           | US Auto Funding, Series 2021-1A, Class C                                                 | CUSIP: 90355EAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1421195 | PA      | $1124014.96   | 0.03%             | 2026-05-15      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3917660.96   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1970707.96   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $51975.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $174798.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                | AAdvantage Loyalty IP Ltd., 1st Lien Term Loan                                           | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      1517941 | PA      | $1514677.60   | 0.04%             | 2028-04-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                            | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      2806000 | PA      | $2790775.35   | 0.07%             | 2027-06-03      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                            | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      4935000 | PA      | $4623643.69   | 0.11%             | 2032-06-03      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-50156.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $49600.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3972.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $148721.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $72943.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $56291.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $25309.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-89894.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-38107.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-287076.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $313169.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $211778.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-249910.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-85956.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-125561.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $287181.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-420608.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-156627.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $29059.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-43668.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-166695.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-240067.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $71743.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-32768.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $222078.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $9400.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $115202.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $95570.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $297642.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-242432.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-20285.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $20899.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $95689.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-701407.86   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-246237.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1240076.31   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-228221.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-42577.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $48746.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-198345.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-247040.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                        | Union Electric Co.                                                                       | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |       885000 | PA      | $688472.11    | 0.02%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $177185.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-202840.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-102185.77   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-71948.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-61855.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-57310.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-60815.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vista Management Holding, Inc.                                            | Vista Management Holding, Inc., 1st Lien Term Loan                                       | CUSIP: 92842EAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       702292 | PA      | $702734.55    | 0.02%             | 2031-04-01      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $155834.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-100910.38   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $4974.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                           | 1261229 BC Ltd., 1st Lien Term Loan                                                      | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |       488455 | PA      | $475158.81    | 0.01%             | 2030-10-08      | Variable      | 9.92%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                            | United Airlines Holdings, Inc.                                                           | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |       445000 | PA      | $448209.87    | 0.01%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                    | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      7068000 | PA      | $4424568.00   | 0.11%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                        | United Rentals North America, Inc.                                                       | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      1824000 | PA      | $1838872.20   | 0.05%             | 2033-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                                | US Bancorp                                                                               | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1167739.31   | 0.03%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                           | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       690000 | PA      | $708770.07    | 0.02%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                           | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      1559000 | PA      | $1649681.32   | 0.04%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| VF Corp.                                                                  | VF Corp.                                                                                 | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      1120000 | PA      | $1027973.07   | 0.03%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                        | Vail Resorts, Inc.                                                                       | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |       410000 | PA      | $424632.90    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                        | Vale Overseas Ltd.                                                                       | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      3923000 | PA      | $4091022.09   | 0.10%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                        | Vale Overseas Ltd.                                                                       | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      1786000 | PA      | $1820936.48   | 0.05%             | 2056-02-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Americas, Inc.                                              | Bausch Health Americas, Inc.                                                             | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |       298000 | PA      | $295318.78    | 0.01%             | 2027-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Veeco Instruments, Inc.                                                   | Veeco Instruments, Inc.                                                                  | CUSIP: 922417AJ9<br>LEI: 5493004201F72ADDZW04 | Long             | DBT              | CORP              | US        |      3349000 | PA      | $4341978.50   | 0.11%             | 2029-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2019-3, Class A                           | CUSIP: 92257HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       359648 | PA      | $352285.98    | 0.01%             | 2049-10-25      | Variable      | 3.03%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2018-2, Class A                           | CUSIP: 92259BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       571163 | PA      | $561739.88    | 0.01%             | 2048-10-26      | Variable      | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2020-1, Class AFX                         | CUSIP: 92259LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1287912 | PA      | $1201355.48   | 0.03%             | 2050-02-25      | Variable      | 2.61%                 | Yes           |                  2 | On Loan: No      |
| Ventas Realty LP                                                          | Ventas Realty LP                                                                         | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      2645000 | PA      | $2670411.39   | 0.07%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                       | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       479000 | PA      | $497589.03    | 0.01%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                       | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       338000 | PA      | $354886.82    | 0.01%             | 2034-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                 | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       550000 | PA      | $564346.75    | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                 | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      1405000 | PA      | $1506936.97   | 0.04%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                 | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       748000 | PA      | $792460.37    | 0.02%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                 | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       640000 | PA      | $649186.56    | 0.02%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Viavi Solutions, Inc.                                                     | Viavi Solutions, Inc.                                                                    | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |       222000 | PA      | $210916.16    | 0.01%             | 2029-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Viavi Solutions, Inc.                                                     | Viavi Solutions, Inc.                                                                    | CUSIP: 925550AJ4<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |      2161000 | PA      | $4783913.75   | 0.12%             | 2031-03-01      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                       | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       664000 | PA      | $663337.35    | 0.02%             | 2029-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                       | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       258000 | PA      | $260393.04    | 0.01%             | 2027-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                       | Viking Cruises Ltd.                                                                      | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      1364000 | PA      | $1391498.24   | 0.03%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                      | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      1985000 | PA      | $1990775.44   | 0.05%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       820000 | PA      | $819715.21    | 0.02%             | 2027-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      3157000 | PA      | $3142414.66   | 0.08%             | 2027-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      1126000 | PA      | $1114001.68   | 0.03%             | 2029-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       457000 | PA      | $480773.14    | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      4180000 | PA      | $4431293.24   | 0.11%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       875000 | PA      | $906787.00    | 0.02%             | 2034-12-30      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       579000 | PA      | $582663.91    | 0.01%             | 2030-10-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      1398000 | PA      | $1400958.17   | 0.03%             | 2035-10-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      2785000 | PA      | $2804280.56   | 0.07%             | 2036-01-31      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| VistaJet Malta Finance plc                                                | VistaJet Malta Finance plc                                                               | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       515000 | PA      | $531175.12    | 0.01%             | 2028-06-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Crown Finance US, Inc.                                                    | Crown Finance US, Inc., 1st Lien Term Loan                                               | CUSIP: 22834KAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1485038 | PA      | $1440753.68   | 0.04%             | 2031-12-02      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                   | Volkswagen Group of America Finance LLC                                                  | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |       425000 | PA      | $445775.02    | 0.01%             | 2035-03-27      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| VoltaGrid LLC                                                             | VoltaGrid LLC                                                                            | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |       705000 | PA      | $736154.80    | 0.02%             | 2030-11-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| WP Carey, Inc.                                                            | WP Carey, Inc.                                                                           | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |       580000 | PA      | $529249.44    | 0.01%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                            | WP Carey, Inc.                                                                           | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |      1302000 | PA      | $1111363.31   | 0.03%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Wix.com Ltd.                                                              | Wix.com Ltd.                                                                             | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |      3188000 | PA      | $2632331.60   | 0.07%             | 2030-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                     | WR Grace Holdings LLC                                                                    | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      1580000 | PA      | $1513539.67   | 0.04%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                     | WR Grace Holdings LLC                                                                    | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      1267000 | PA      | $1281731.41   | 0.03%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                     | WR Grace Holdings LLC                                                                    | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       164000 | PA      | $166976.60    | 0.00%             | 2033-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Wabash National Corp.                                                     | Wabash National Corp.                                                                    | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |      2825000 | PA      | $2602302.43   | 0.06%             | 2028-10-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                         | Chariot Buyer LLC, 1st Lien Term Loan                                                    | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |      3047375 | PA      | $3034911.71   | 0.08%             | 2032-09-08      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                        | Wand NewCo 3, Inc.                                                                       | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |       856000 | PA      | $893202.38    | 0.02%             | 2032-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Neon Maple US Debt Mergersub, Inc.                                        | Neon Maple US Debt Mergersub, Inc., 1st Lien Term Loan B-1                               | CUSIP: 69425BAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1488769 | PA      | $1448289.13   | 0.04%             | 2031-11-17      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Sanmina Corp.                                                             | Sanmina Corp., 1st Lien Term Loan B-1                                                    | CUSIP: 80105GAP5<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | LON              | CORP              | US        |      2410000 | PA      | $2416025.00   | 0.06%             | 2032-10-27      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc.                                                 | First Student Bidco, Inc., 1st Lien Term Loan B                                          | CUSIP: 33718FAN0<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      1701112 | PA      | $1697931.28   | 0.04%             | 2030-08-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc.                                                 | First Student Bidco, Inc., 1st Lien Term Loan C                                          | CUSIP: 33718FAP5<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |       311261 | PA      | $310679.14    | 0.01%             | 2030-08-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                              | PetSmart LLC, 1st Lien Term Loan                                                         | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |      1679952 | PA      | $1668747.02   | 0.04%             | 2032-08-18      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Icon Parent I, Inc.                                                       | Icon Parent I, Inc., 1st Lien Term Loan                                                  | CUSIP: 45115DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5985019 | PA      | $5654585.86   | 0.14%             | 2031-11-13      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Wayfair, Inc.                                                             | Wayfair, Inc.                                                                            | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |      2750000 | PA      | $3653375.00   | 0.09%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                               | Wayfair LLC                                                                              | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      1560000 | PA      | $1612169.52   | 0.04%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                               | Wayfair LLC                                                                              | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |       693000 | PA      | $728765.82    | 0.02%             | 2030-09-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                               | Wayfair LLC                                                                              | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      1495000 | PA      | $1523696.53   | 0.04%             | 2032-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Altafiber Virginia LLC                                                    | Altafiber Virginia LLC, 1st Lien Term Loan B-5                                           | CUSIP: 17187MAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2630000 | PA      | $2623425.00   | 0.07%             | 2028-11-23      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                                | TKO Worldwide Holdings LLC, 1st Lien Term Loan B-5                                       | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1500000 | PA      | $1500315.00   | 0.04%             | 2031-11-21      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| NCR Atleos LLC                                                            | NCR Atleos LLC, 1st Lien Term Loan B                                                     | CUSIP: 63001PAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       342532 | PA      | $341675.87    | 0.01%             | 2029-04-16      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                                                 | AHP Health Partners, Inc., 1st Lien Term Loan B                                          | CUSIP: 00130MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1555532 | PA      | $1554753.86   | 0.04%             | 2032-09-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Varsity Brands, Inc.                                                      | Varsity Brands, Inc., 1st Lien Term Loan                                                 | CUSIP: 92227QAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3729667 | PA      | $3718030.10   | 0.09%             | 2031-08-26      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC                                                         | Weekley Homes LLC                                                                        | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       980000 | PA      | $967295.28    | 0.02%             | 2028-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                        | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1210000 | PA      | $1092713.28   | 0.03%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                        | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      3320000 | PA      | $3302447.99   | 0.08%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                        | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      4820000 | PA      | $4795088.46   | 0.12%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                        | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      7130000 | PA      | $7376357.40   | 0.18%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                        | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      7420000 | PA      | $7772496.45   | 0.19%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                        | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      3080000 | PA      | $3195405.14   | 0.08%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                        | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      5965000 | PA      | $6273567.96   | 0.16%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                        | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      2820000 | PA      | $2830723.08   | 0.07%             | 2037-01-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                        | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      2450000 | PA      | $2583887.60   | 0.06%             | 2029-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Dayforce Bidco LLC                                                        | Dayforce Bidco LLC, 1st Lien Term Loan                                                   | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1435872 | PA      | $1319982.37   | 0.03%             | 2033-02-04      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                          | Welltower OP LLC                                                                         | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      1390000 | PA      | $1360451.99   | 0.03%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                  | WESCO Distribution, Inc.                                                                 | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       550000 | PA      | $554012.25    | 0.01%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                  | WESCO Distribution, Inc.                                                                 | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       803000 | PA      | $825507.29    | 0.02%             | 2029-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                  | WESCO Distribution, Inc.                                                                 | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       470000 | PA      | $488926.43    | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                  | WESCO Distribution, Inc.                                                                 | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       300000 | PA      | $312786.30    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                  | WESCO Distribution, Inc.                                                                 | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       268000 | PA      | $267525.64    | 0.01%             | 2031-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| AWS Claire's LLC                                                          | AWS Claire's LLC, 1st Lien Term Loan                                                     | CUSIP: 05455VAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       145248 | PA      | $145248.39    | 0.00%             | 2030-09-18      | Variable      | 10.00%                | No            |                  3 | On Loan: No      |
| Westpac Banking Corp.                                                     | Westpac Banking Corp.                                                                    | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       900000 | PA      | $900505.70    | 0.02%             | 2031-11-23      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| PAREXEL International Corp.                                               | PAREXEL International Corp., 1st Lien Term Loan                                          | CUSIP: 71911KAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1699868 | PA      | $1678619.56   | 0.04%             | 2031-12-12      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                   | Williams Scotsman, Inc.                                                                  | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      1045000 | PA      | $1079429.62   | 0.03%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                   | Williams Scotsman, Inc.                                                                  | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |       159000 | PA      | $164731.47    | 0.00%             | 2030-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                                       | LSF12 Crown US Commercial Bidco LLC, 1st Lien Term Loan                                  | CUSIP: 50221UAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1943052 | PA      | $1941108.59   | 0.05%             | 2031-12-02      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                                   | Belron Finance 2019 LLC, 1st Lien Term Loan B                                            | CUSIP: 08078UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      2468844 | PA      | $2467806.84   | 0.06%             | 2031-10-16      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Petco Health & Wellness Co., Inc.                                         | Petco Health & Wellness Co., Inc., 1st Lien Term Loan                                    | CUSIP: 71601HAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       739426 | PA      | $708924.88    | 0.02%             | 2031-02-03      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                    | Neptune Bidco US, Inc., 1st Lien Term Loan B                                             | CUSIP: 64069JAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1840000 | PA      | $1730060.00   | 0.04%             | 2033-01-28      | Variable      | 8.76%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                          | WULF Compute LLC                                                                         | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4032000 | PA      | $4269944.45   | 0.11%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                  | Wynn Resorts Finance LLC                                                                 | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3544000 | PA      | $3564222.06   | 0.09%             | 2029-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                  | Wynn Resorts Finance LLC                                                                 | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       436000 | PA      | $445259.77    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| XPO, Inc.                                                                 | XPO, Inc.                                                                                | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      1655000 | PA      | $1734411.87   | 0.04%             | 2032-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Xerox Corp.                                                               | Xerox Corp.                                                                              | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |       332000 | PA      | $239040.00    | 0.01%             | 2030-10-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                                      | Xerox Holdings Corp.                                                                     | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |       623000 | PA      | $177740.03    | 0.00%             | 2029-11-30      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                                             | Yinson Bergenia Production BV                                                            | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |      4337533 | PA      | $4614593.13   | 0.11%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Zoetis, Inc.                                                              | Zoetis, Inc.                                                                             | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      3725000 | PA      | $3901937.50   | 0.10%             | 2029-06-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| FGI Operating Co. LLC                                                     | FGI Operating Co. LLC, 1st Lien Term Loan                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40819 | PA      | $408.19       | 0.00%             | 2026-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Moran Foods LLC                                                           | Moran Foods LLC, 1st Lien Super Senior Delayed Draw Term Loan                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23733 | PA      | $22546.66     | 0.00%             | 2026-06-30      | Variable      | 15.23%                | No            |                  3 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP, 1st Lien Term Loan                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       281877 | PA      | $282180.96    | 0.01%             | 2028-10-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| P4 SFR                                                                    | P4 SFR                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |      2922504 | PA      | $2904676.74   | 0.07%             | 2026-10-11      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| ICITII                                                                    | ICITII                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       386506 | PA      | $173096.93    | 0.00%             | 2033-01-31      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| New Evhc Physical Equity                                                  | New Evhc Physical Equity                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         2866 | NS      | $44064.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mallinckrodt plc                                                          | Mallinckrodt plc                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          671 | NS      | $67284.86     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Serta Simmons Bedding LLC                                                 | Serta Simmons Bedding LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        84170 | NS      | $761738.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SSB Equipment Co., Inc.                                                   | SSB Equipment Co., Inc.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        84170 | NS      | $0.08         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Altice France Sa                                                          | Altice France Sa                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |        72484 | NS      | $1413947.89   | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| Keenova Therapeutics plc                                                  | Keenova Therapeutics plc                                                                 | CUSIP: N/A<br>LEI: 549300LMDE3RUP8Z3L60       | Long             | EC               | CORP              | IE        |     30573444 | NS      | $30.57        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mallinckrodt plc                                                          | Mallinckrodt plc                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        12448 | NS      | $1248229.42   | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Mallinckrodt plc                                                          | Mallinckrodt plc                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    567180672 | NS      | $567.18       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Escrow Rite Aid                                                           | Escrow Rite Aid                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       247477 | PA      | $0.00         | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| HCFT                                                                      | HCFT                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |      6282723 | PA      | $6240628.76   | 0.15%             | 2027-01-13      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| Incora Intermediate LLC                                                   | Incora Intermediate LLC                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        17595 | NS      | $196888.05    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Labl  dec26                                                               | Labl  dec26                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |        44623 | PA      | $44362.71     | 0.00%             | 2026-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Australian Dollar                                                         | Australian Dollar                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |      6499565 | OU      | $4625415.46   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co.                                                      | General Electric Co.                                                                     | CUSIP: N/A<br>LEI: 3C7474T6CDKPR9K6YT90       | Long             | DBT              | CORP              | US        |       493000 | PA      | $615507.00    | 0.02%             | 2035-09-19      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                     | Heathrow Funding Ltd.                                                                    | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      1900000 | PA      | $2562591.65   | 0.06%             | 2041-05-13      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                  | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    721220000 | PA      | $41352837.63  | 1.03%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                      | Republic of Paraguay                                                                     | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |       622000 | PA      | $604391.18    | 0.01%             | 2048-03-13      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                       | Suzano Austria GmbH                                                                      | CUSIP: N/A<br>LEI: 254900287ZNSGVP1R341       | Long             | DBT              | CORP              | AT        |      1660000 | PA      | $1848841.60   | 0.05%             | 2047-03-16      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Peru LNG Srl                                                              | Peru LNG Srl                                                                             | CUSIP: N/A<br>LEI: 254900F70J1LOALV5K70       | Long             | DBT              | CORP              | PE        |      2732614 | PA      | $2655395.27   | 0.07%             | 2030-03-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                                         | Lebanese Republic                                                                        | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      3207000 | PA      | $934840.50    | 0.02%             | 2024-04-22      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                              | KazMunayGas National Co. JSC                                                             | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |      5480000 | PA      | $5242168.00   | 0.13%             | 2047-04-19      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                       | Volkswagen International Finance NV                                                      | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      3500000 | PA      | $4213488.65   | 0.10%             | 2028-06-27      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Mundys SpA                                                                | Mundys SpA                                                                               | CUSIP: N/A<br>LEI: 8156008DEC771409C487       | Long             | DBT              | CORP              | IT        |      1028000 | PA      | $1203811.60   | 0.03%             | 2027-07-13      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Pro-Gest SpA                                                              | Pro-Gest SpA                                                                             | CUSIP: N/A<br>LEI: 815600EDD04F9C60D660       | Long             | DBT              | CORP              | IT        |      1700000 | PA      | $898902.20    | 0.02%             | 2024-12-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                              | Islamic Republic of Pakistan                                                             | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |      3800000 | PA      | $3828880.00   | 0.10%             | 2027-12-05      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes SARL                                     | Telenet Finance Luxembourg Notes SARL                                                    | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |      2000000 | PA      | $2356026.51   | 0.06%             | 2028-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CFAMC III Co. Ltd.                                                        | CFAMC III Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 5493006V07LYI3HE6G83       | Long             | DBT              | CORP              | VG        |      3620000 | PA      | $3617285.00   | 0.09%             | 2027-11-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                              | KazMunayGas National Co. JSC                                                             | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |      5400000 | PA      | $5538132.00   | 0.14%             | 2030-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                              | KazMunayGas National Co. JSC                                                             | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |      1824000 | PA      | $1860589.44   | 0.05%             | 2048-10-24      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| AI Candelaria -spain- SA                                                  | AI Candelaria -spain- SA                                                                 | CUSIP: N/A<br>LEI: 213800L5KA2MJ5FKRZ02       | Long             | DBT              | CORP              | ES        |       709996 | PA      | $717096.02    | 0.02%             | 2028-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium PT                                             | Indonesia Asahan Aluminium PT                                                            | CUSIP: N/A<br>LEI: 2549008P48EB9SN2OI80       | Long             | DBT              | CORP              | ID        |       595000 | PA      | $632187.50    | 0.02%             | 2048-11-15      | Fixed         | 6.76%                 | Yes           |                  2 | On Loan: No      |
| Klabin Austria GmbH                                                       | Klabin Austria GmbH                                                                      | CUSIP: N/A<br>LEI: 984500578YEA8DD41B09       | Long             | DBT              | CORP              | AT        |      2991000 | PA      | $3122439.50   | 0.08%             | 2049-04-03      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      3467000 | PA      | $3402109.38   | 0.08%             | 2049-04-03      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Renault SA                                                                | Renault SA                                                                               | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | DBT              | CORP              | FR        |      1300000 | PA      | $1497603.25   | 0.04%             | 2027-10-04      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                            | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      4400000 | PA      | $5255803.12   | 0.13%             | 2026-06-03      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ZF Europe Finance BV                                                      | ZF Europe Finance BV                                                                     | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      1100000 | PA      | $1291942.61   | 0.03%             | 2027-10-23      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Silgan Holdings, Inc.                                                     | Silgan Holdings, Inc.                                                                    | CUSIP: N/A<br>LEI: KAF673KJXD92C8KSLU49       | Long             | DBT              | CORP              | US        |       100000 | PA      | $116305.61    | 0.00%             | 2028-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                   | Veolia Environnement SA                                                                  | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2935051.98   | 0.07%             | 2026-06-01      | Variable      | 1.62%                 | Yes           |                  2 | On Loan: No      |
| IQVIA, Inc.                                                               | IQVIA, Inc.                                                                              | CUSIP: N/A<br>LEI: 549300PLWY28YB00C717       | Long             | DBT              | CORP              | US        |      1120000 | PA      | $1302975.24   | 0.03%             | 2028-01-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| MV24 Capital BV                                                           | MV24 Capital BV                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |      1735769 | PA      | $1766781.49   | 0.04%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ball Corp.                                                                | Ball Corp.                                                                               | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |       750000 | PA      | $877268.40    | 0.02%             | 2027-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                   | Hyundai Capital America                                                                  | CUSIP: 44891CBD4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      2600000 | PA      | $2590243.24   | 0.06%             | 2026-11-02      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      2200000 | PA      | $2585742.54   | 0.06%             | 2027-09-03      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Brightstar Lottery plc                                                    | Brightstar Lottery plc                                                                   | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | DBT              | CORP              | GB        |       932000 | PA      | $1090631.90   | 0.03%             | 2028-04-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                                         | Ziggo Bond Co. BV                                                                        | CUSIP: N/A<br>LEI: 213800JYI4P7V5QDOG59       | Long             | DBT              | CORP              | NL        |       755000 | PA      | $790119.46    | 0.02%             | 2030-02-28      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                                         | Ziggo Bond Co. BV                                                                        | CUSIP: N/A<br>LEI: 213800JYI4P7V5QDOG59       | Long             | DBT              | CORP              | NL        |      3124000 | PA      | $3269315.48   | 0.08%             | 2030-02-28      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                                | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |       464000 | PA      | $548122.83    | 0.01%             | 2027-02-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                               | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |       781000 | PA      | $918261.94    | 0.02%             | 2027-11-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| IQVIA, Inc.                                                               | IQVIA, Inc.                                                                              | CUSIP: N/A<br>LEI: 549300PLWY28YB00C717       | Long             | DBT              | CORP              | US        |      1090000 | PA      | $1245993.21   | 0.03%             | 2029-03-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| IQVIA, Inc.                                                               | IQVIA, Inc.                                                                              | CUSIP: N/A<br>LEI: 549300PLWY28YB00C717       | Long             | DBT              | CORP              | US        |       946000 | PA      | $1116238.33   | 0.03%             | 2026-03-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                            | Thermo Fisher Scientific, Inc.                                                           | CUSIP: 883556CC4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       200000 | PA      | $210862.69    | 0.01%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NGG Finance plc                                                           | NGG Finance plc                                                                          | CUSIP: N/A<br>LEI: 549300MLDJ2T68G21W86       | Long             | DBT              | CORP              | GB        |      2534000 | PA      | $2952258.38   | 0.07%             | 2082-09-05      | Variable      | 2.12%                 | Yes           |                  2 | On Loan: No      |
| EDP SA                                                                    | EDP SA                                                                                   | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      1500000 | PA      | $1862568.50   | 0.05%             | 2083-04-23      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Schaeffler AG                                                             | Schaeffler AG                                                                            | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |      1700000 | PA      | $2020788.96   | 0.05%             | 2028-10-12      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Eutelsat SA                                                               | Eutelsat SA                                                                              | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |      2100000 | PA      | $2401199.17   | 0.06%             | 2028-10-13      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                                | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |       373000 | PA      | $438454.36    | 0.01%             | 2027-06-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Ziggo BV                                                                  | Ziggo BV                                                                                 | CUSIP: N/A<br>LEI: 213800TQASLF9JXH5J59       | Long             | DBT              | CORP              | NL        |       265000 | PA      | $298150.23    | 0.01%             | 2030-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| INEOS Styrolution Ludwigshafen GmbH                                       | INEOS Styrolution Ludwigshafen GmbH                                                      | CUSIP: N/A<br>LEI: 5299003M4PGUGL48LS74       | Long             | DBT              | CORP              | DE        |       863000 | PA      | $1001548.89   | 0.02%             | 2027-01-16      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Altice Financing SA                                                       | Altice Financing SA                                                                      | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | DBT              | CORP              | LU        |       700000 | PA      | $580913.25    | 0.01%             | 2028-01-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                 | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                | CUSIP: 71568QAM9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |       879000 | PA      | $691113.75    | 0.02%             | 2050-02-05      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Japan                                                                     | Japan Government Bond                                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   3947400000 | PA      | $23391691.06  | 0.58%             | 2065-03-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                                    | BP Capital Markets plc                                                                   | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      7100000 | PA      | $8389360.00   | 0.21%             | 2026-03-22      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets plc                                                    | BP Capital Markets plc                                                                   | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |       800000 | PA      | $949993.33    | 0.02%             | 2029-03-22      | Variable      | 3.62%                 | Yes           |                  2 | On Loan: No      |
| New Immo Holding SA                                                       | New Immo Holding SA                                                                      | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |      1300000 | PA      | $1534174.19   | 0.04%             | 2027-07-23      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Birkenstock Financing SARL                                                | Birkenstock Financing SARL                                                               | CUSIP: N/A<br>LEI: 5299004DSXRFOZZ5UG09       | Long             | DBT              | CORP              | LU        |      3679000 | PA      | $4374900.05   | 0.11%             | 2029-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Herens Midco SARL                                                         | Herens Midco SARL                                                                        | CUSIP: N/A<br>LEI: 222100BJH5XPZD1JHF79       | Long             | DBT              | CORP              | LU        |      1486000 | PA      | $751004.10    | 0.02%             | 2029-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                      | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      2000000 | PA      | $2321430.44   | 0.06%             | 2030-02-27      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Guala Closures SpA                                                        | Guala Closures SpA                                                                       | CUSIP: N/A<br>LEI: 81560014151D1C625F49       | Long             | DBT              | CORP              | IT        |       600000 | PA      | $694561.52    | 0.02%             | 2028-06-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| UGI International LLC                                                     | UGI International LLC                                                                    | CUSIP: N/A<br>LEI: 5493001JFF8MQO00ZQ21       | Long             | DBT              | CORP              | US        |       905000 | PA      | $1022447.99   | 0.03%             | 2029-12-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| iliad SA                                                                  | iliad SA                                                                                 | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2428384.95   | 0.06%             | 2027-06-14      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                               | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |       800000 | PA      | $917831.08    | 0.02%             | 2032-04-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SCIL IV LLC                                                               | SCIL IV LLC                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       960000 | PA      | $1189310.81   | 0.03%             | 2028-07-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Guala Closures SpA                                                        | Guala Closures SpA                                                                       | CUSIP: N/A<br>LEI: 81560014151D1C625F49       | Long             | DBT              | CORP              | IT        |       406000 | PA      | $469986.62    | 0.01%             | 2028-06-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ORLEN SA                                                                  | ORLEN SA                                                                                 | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | DBT              | CORP              | PL        |       720000 | PA      | $764906.40    | 0.02%             | 2035-01-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                  | Svenska Handelsbanken AB                                                                 | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |      8200000 | PA      | $7867814.80   | 0.20%             | 2031-03-01      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Vallourec SACA                                                            | Vallourec SACA                                                                           | CUSIP: N/A<br>LEI: 969500P2Q1B47H4MCJ34       | Long             | EC               | CORP              | FR        |        19055 | NS      | $445824.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Guara Norte SARL                                                          | Guara Norte SARL                                                                         | CUSIP: N/A<br>LEI: 549300U2I4L03BBA3485       | Long             | DBT              | CORP              | LU        |      1801109 | PA      | $1764876.88   | 0.04%             | 2034-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Mundys SpA                                                                | Mundys SpA                                                                               | CUSIP: N/A<br>LEI: 8156008DEC771409C487       | Long             | DBT              | CORP              | IT        |      1555000 | PA      | $1804413.96   | 0.04%             | 2028-02-12      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| ZF Finance GmbH                                                           | ZF Finance GmbH                                                                          | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3546338.69   | 0.09%             | 2028-09-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                  | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    453000000 | PA      | $25103830.66  | 0.62%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                                   | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |      2280000 | PA      | $2402208.00   | 0.06%             | 2044-04-25      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Waga Bondco Ltd.                                                          | Waga Bondco Ltd.                                                                         | CUSIP: N/A<br>LEI: 254900PFB2C9WELUW795       | Long             | DBT              | CORP              | JE        |       950000 | PA      | $1125223.17   | 0.03%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                                 | CUSIP: N/A<br>LEI: CD30XVRLT4QO00B1C706       | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1384986.61   | 0.03%             | 2029-01-19      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Telecom Italia SpA                                                        | Telecom Italia SpA                                                                       | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |       565000 | PA      | $644786.37    | 0.02%             | 2029-01-18      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                     | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      1410000 | PA      | $1724012.56   | 0.04%             | 2028-05-15      | Variable      | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                               | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |       552000 | PA      | $647844.06    | 0.02%             | 2028-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                       | Graphic Packaging International LLC                                                      | CUSIP: N/A<br>LEI: SO75N4VY5NXGQSK8YQ65       | Long             | DBT              | CORP              | US        |       970000 | PA      | $1115015.62   | 0.03%             | 2029-02-01      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                                      | Infrastrutture Wireless Italiane SpA                                                     | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | DBT              | CORP              | IT        |      1840000 | PA      | $2124536.36   | 0.05%             | 2028-10-21      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                               | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |      1700000 | PA      | $1877367.39   | 0.05%             | 2031-01-31      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| National Grid plc                                                         | National Grid plc                                                                        | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      6800000 | PA      | $7435840.41   | 0.18%             | 2029-09-18      | Fixed         | 0.55%                 | Yes           |                  2 | On Loan: No      |
| Agrifarma SpA                                                             | Agrifarma SpA                                                                            | CUSIP: N/A<br>LEI: 815600F89DA538E88804       | Long             | DBT              | CORP              | IT        |      3860000 | PA      | $4579568.96   | 0.11%             | 2028-10-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Alpek SAB de CV                                                           | Alpek SAB de CV                                                                          | CUSIP: N/A<br>LEI: 549300PWKJTP62D4IQ66       | Long             | DBT              | CORP              | MX        |      2110000 | PA      | $1711452.65   | 0.04%             | 2031-02-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                   | Volkswagen Leasing GmbH                                                                  | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |      3100000 | PA      | $3401089.64   | 0.08%             | 2029-07-19      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Grupo Antolin Irausa SA                                                   | Grupo Antolin Irausa SA                                                                  | CUSIP: N/A<br>LEI: 213800OILC5Q9AR63B63       | Long             | DBT              | CORP              | ES        |      1055000 | PA      | $923621.20    | 0.02%             | 2028-04-30      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AXA SA                                                                    | AXA SA                                                                                   | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2668703.31   | 0.07%             | 2042-07-10      | Variable      | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Phoenix PIB Dutch Finance BV                                              | Phoenix PIB Dutch Finance BV                                                             | CUSIP: N/A<br>LEI: 529900UUYBCBB7HMVI56       | Long             | DBT              | CORP              | NL        |      1900000 | PA      | $2354203.84   | 0.06%             | 2029-07-10      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Mobico Group plc                                                          | Mobico Group plc                                                                         | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |       299000 | PA      | $293647.06    | 0.01%             | 2031-02-26      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                               | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |       815000 | PA      | $956508.90    | 0.02%             | 2028-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| House of HR Group BV                                                      | House of HR Group BV                                                                     | CUSIP: N/A<br>LEI: 724500AWBTX8I880X774       | Long             | DBT              | CORP              | NL        |       310000 | PA      | $316386.34    | 0.01%             | 2029-11-03      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Nomad Foods Bondco plc                                                    | Nomad Foods Bondco plc                                                                   | CUSIP: N/A<br>LEI: 213800BPK5X4TY4RZ619       | Long             | DBT              | CORP              | GB        |      1860000 | PA      | $2139677.08   | 0.05%             | 2028-06-24      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| EDP SA                                                                    | EDP SA, Series NC5.                                                                      | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      3900000 | PA      | $4548073.71   | 0.11%             | 2082-03-14      | Variable      | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                                       | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      3570000 | PA      | $4096890.25   | 0.10%             | 2080-08-27      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CTEC II GmbH                                                              | CTEC II GmbH                                                                             | CUSIP: N/A<br>LEI: 98450044C9BACG3DA974       | Long             | DBT              | CORP              | DE        |       760000 | PA      | $850593.00    | 0.02%             | 2030-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Cadent Finance plc                                                        | Cadent Finance plc                                                                       | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |      6500000 | PA      | $7030178.34   | 0.17%             | 2030-03-19      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Renault SA                                                                | Renault SA                                                                               | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2236999.26   | 0.06%             | 2027-06-02      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                    | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 276148000000 | PA      | $17153673.01  | 0.43%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EC Finance plc                                                            | EC Finance plc                                                                           | CUSIP: N/A<br>LEI: 213800NKPB53RHYDQE45       | Long             | DBT              | CORP              | GB        |      2809000 | PA      | $3279299.06   | 0.08%             | 2026-10-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| VZ Vendor Financing II BV                                                 | VZ Vendor Financing II BV                                                                | CUSIP: N/A<br>LEI: 724500DRKUUR3GFOSK76       | Long             | DBT              | CORP              | NL        |      2830000 | PA      | $3195175.30   | 0.08%             | 2029-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                                       | Republic of Ecuador                                                                      | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      7458010 | PA      | $6767006.73   | 0.17%             | 2035-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                      | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       776000 | PA      | $943865.34    | 0.02%             | 2028-03-01      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                                      | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |      1650000 | PA      | $1925525.12   | 0.05%             | 2027-04-22      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                             | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      3400000 | PA      | $4161063.48   | 0.10%             | 2027-10-09      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Morocco                                                        | Kingdom of Morocco                                                                       | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |      5210000 | PA      | $3824452.60   | 0.09%             | 2050-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Viridien                                                                  | Viridien                                                                                 | CUSIP: N/A<br>LEI: 969500FCVQ5SLAAUJV59       | Long             | DBT              | CORP              | FR        |       840012 | PA      | $1060505.05   | 0.03%             | 2030-10-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Finance plc                                                  | Virgin Media Finance plc                                                                 | CUSIP: N/A<br>LEI: 2138001LVYC87DDHT482       | Long             | DBT              | CORP              | GB        |      1325000 | PA      | $1402427.29   | 0.03%             | 2030-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                   | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      3680000 | PA      | $3772920.00   | 0.09%             | 2032-05-29      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                    | TK Elevator Midco GmbH                                                                   | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |       516000 | PA      | $610251.89    | 0.02%             | 2027-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| IQVIA, Inc.                                                               | IQVIA, Inc.                                                                              | CUSIP: N/A<br>LEI: 549300PLWY28YB00C717       | Long             | DBT              | CORP              | US        |      3359000 | PA      | $3936314.18   | 0.10%             | 2028-06-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Abertis Infraestructuras Finance BV                                       | Abertis Infraestructuras Finance BV                                                      | CUSIP: N/A<br>LEI: 5493007WHKI5H75YJ358       | Long             | DBT              | CORP              | NL        |       800000 | PA      | $940539.40    | 0.02%             | 2027-01-26      | Variable      | 2.62%                 | Yes           |                  2 | On Loan: No      |
| INEOS Finance plc                                                         | INEOS Finance plc                                                                        | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |       800000 | PA      | $906246.48    | 0.02%             | 2028-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co.                                                             | Organon & Co.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      1576000 | PA      | $1834840.55   | 0.05%             | 2028-04-30      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Enel SpA                                                                  | Enel SpA, Series 9.5Y                                                                    | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      7000000 | PA      | $7610591.83   | 0.19%             | 2030-06-08      | Variable      | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Abertis Infraestructuras Finance BV                                       | Abertis Infraestructuras Finance BV                                                      | CUSIP: N/A<br>LEI: 5493007WHKI5H75YJ358       | Long             | DBT              | CORP              | NL        |      1300000 | PA      | $1577626.46   | 0.04%             | 2030-11-23      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ams-OSRAM AG                                                              | ams-OSRAM AG                                                                             | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |      1700000 | PA      | $1953480.78   | 0.05%             | 2027-11-03      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                          | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | DBT              | CORP              | KY        |      1858000 | PA      | $1855343.06   | 0.05%             | 2028-08-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                  | Cooperatieve Rabobank UA                                                                 | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      8200000 | PA      | $9816628.82   | 0.24%             | 2027-06-29      | Variable      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                     | Avantor Funding, Inc.                                                                    | CUSIP: N/A<br>LEI: 5493003VM0XB4U8YD238       | Long             | DBT              | CORP              | US        |      1135000 | PA      | $1336450.57   | 0.03%             | 2028-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| 888 Acquisitions Ltd.                                                     | 888 Acquisitions Ltd.                                                                    | CUSIP: N/A<br>LEI: 254900RFD0BP3JOPZU89       | Long             | DBT              | CORP              | GI        |       400000 | PA      | $419754.75    | 0.01%             | 2031-09-30      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                     | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |      2368000 | PA      | $2713178.58   | 0.07%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                                         | National Grid plc                                                                        | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      3600000 | PA      | $4021621.34   | 0.10%             | 2028-09-01      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| OI European Group BV                                                      | OI European Group BV                                                                     | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |       100000 | PA      | $120823.98    | 0.00%             | 2028-05-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Orange SA                                                                 | Orange SA                                                                                | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      2300000 | PA      | $2553793.13   | 0.06%             | 2029-02-11      | Variable      | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Birkenstock Financing SARL                                                | Birkenstock Financing SARL                                                               | CUSIP: N/A<br>LEI: 5299004DSXRFOZZ5UG09       | Long             | DBT              | CORP              | LU        |       700000 | PA      | $832408.27    | 0.02%             | 2029-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      2200000 | PA      | $2593021.20   | 0.06%             | 2026-12-15      | Variable      | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      3200000 | PA      | $3662007.16   | 0.09%             | 2030-06-15      | Variable      | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                 | Gaci First Investment Co.                                                                | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |      5420000 | PA      | $5413279.20   | 0.13%             | 2035-02-14      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Schaeffler AG                                                             | Schaeffler AG                                                                            | CUSIP: D6T0B6DT0<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $713219.63    | 0.02%             | 2028-10-12      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                      | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       652000 | PA      | $806186.89    | 0.02%             | 2028-03-30      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Verisure Midholding AB                                                    | Verisure Midholding AB                                                                   | CUSIP: N/A<br>LEI: 549300496LYEZ55X1M49       | Long             | DBT              | CORP              | SE        |      3903000 | PA      | $4596238.99   | 0.11%             | 2029-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                            | Braskem Netherlands Finance BV                                                           | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |      3100000 | PA      | $1278750.00   | 0.03%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH                                                            | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |       800000 | PA      | $980920.20    | 0.02%             | 2030-02-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Amber Finco plc                                                           | Amber Finco plc                                                                          | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |       700000 | PA      | $863342.99    | 0.02%             | 2029-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      2800000 | PA      | $3258885.88   | 0.08%             | 2027-12-01      | Variable      | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                              | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      4500000 | PA      | $4536585.00   | 0.11%             | 2028-09-28      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                               | INEOS Quattro Finance 2 plc                                                              | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |       280000 | PA      | $292777.51    | 0.01%             | 2029-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| EnfraGen Energia Sur SA                                                   | EnfraGen Energia Sur SA                                                                  | CUSIP: N/A<br>LEI: 2549002TO75PYMY3VY07       | Long             | DBT              | CORP              | ES        |      3254000 | PA      | $3058760.00   | 0.08%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ZF Finance GmbH                                                           | ZF Finance GmbH                                                                          | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |      1200000 | PA      | $1381677.28   | 0.03%             | 2028-05-03      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Novelis Sheet Ingot GmbH                                                  | Novelis Sheet Ingot GmbH                                                                 | CUSIP: N/A<br>LEI: 9845005E95899E77AY49       | Long             | DBT              | CORP              | DE        |      1368000 | PA      | $1595573.17   | 0.04%             | 2029-04-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                                | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      1692857 | PA      | $2001104.98   | 0.05%             | 2028-06-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Czech Republic                                                            | Czech Republic                                                                           | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    434150000 | PA      | $22264683.37  | 0.55%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Chrome Holdco SAS                                                         | Chrome Holdco SAS                                                                        | CUSIP: N/A<br>LEI: 9845000E49865VT3N679       | Long             | DBT              | CORP              | FR        |       377000 | PA      | $71414.58     | 0.00%             | 2029-05-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Cerba Healthcare SACA                                                     | Cerba Healthcare SACA                                                                    | CUSIP: N/A<br>LEI: 9845000C1FYE89DC8677       | Long             | DBT              | CORP              | FR        |       500000 | PA      | $437583.17    | 0.01%             | 2028-05-31      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                                | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      2135000 | PA      | $2331420.00   | 0.06%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Lorca Telecom Bondco SA                                                   | Lorca Telecom Bondco SA                                                                  | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |       476894 | PA      | $564026.05    | 0.01%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                      | Heimstaden Bostad AB                                                                     | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |      1000000 | PA      | $1253916.60   | 0.03%             | 2029-12-04      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| OI European Group BV                                                      | OI European Group BV                                                                     | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |       989000 | PA      | $1194949.17   | 0.03%             | 2028-05-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                      | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      3000000 | PA      | $3825421.86   | 0.09%             | 2030-05-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Adler Pelzer Holding GmbH                                                 | Adler Pelzer Holding GmbH                                                                | CUSIP: N/A<br>LEI: 984500950ABB2CB7E742       | Long             | DBT              | CORP              | DE        |       368000 | PA      | $417493.26    | 0.01%             | 2027-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                   | Volkswagen Leasing GmbH                                                                  | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |      4300000 | PA      | $4777220.45   | 0.12%             | 2029-01-12      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                            | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      1800000 | PA      | $2142831.60   | 0.05%             | 2027-12-03      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Azelis Finance NV                                                         | Azelis Finance NV                                                                        | CUSIP: N/A<br>LEI: 699400J0P7A5VXKGK641       | Long             | DBT              | CORP              | BE        |      1300000 | PA      | $1559489.61   | 0.04%             | 2028-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                     | Heathrow Funding Ltd.                                                                    | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |     10300000 | PA      | $11174296.88  | 0.28%             | 2030-10-08      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                                       | Dolcetto Holdco SpA                                                                      | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |       450000 | PA      | $543383.44    | 0.01%             | 2032-07-14      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                                        | Istanbul Metropolitan Municipality                                                       | CUSIP: N/A<br>LEI: 213800T1VDQSNKA2MD76       | Long             | DBT              | NUSS              | TR        |      3120000 | PA      | $3433372.80   | 0.09%             | 2028-12-06      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Neopharmed Gentili SpA                                                    | Neopharmed Gentili SpA                                                                   | CUSIP: N/A<br>LEI: 815600C8FD3DCB866E50       | Long             | DBT              | CORP              | IT        |       600000 | PA      | $736932.00    | 0.02%             | 2030-04-08      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| eircom Finance DAC                                                        | eircom Finance DAC                                                                       | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |      1480000 | PA      | $1782962.89   | 0.04%             | 2031-04-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| iliad SA                                                                  | iliad SA                                                                                 | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |      3400000 | PA      | $3944108.83   | 0.10%             | 2028-02-11      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3905759.89   | 0.10%             | 2030-06-11      | Variable      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| 888 Acquisitions Ltd.                                                     | 888 Acquisitions Ltd.                                                                    | CUSIP: N/A<br>LEI: 254900RFD0BP3JOPZU89       | Long             | DBT              | CORP              | GI        |       420000 | PA      | $473326.70    | 0.01%             | 2028-07-15      | Floating      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                      | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      1500000 | PA      | $1944303.30   | 0.05%             | 2032-05-20      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                                            | Carnival Corp.                                                                           | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | DBT              | CORP              | PA        |      2100000 | PA      | $2684234.66   | 0.07%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Kaixo Bondco Telecom SA                                                   | Kaixo Bondco Telecom SA                                                                  | CUSIP: N/A<br>LEI: 959800ULWB3MZHZ69055       | Long             | DBT              | CORP              | ES        |      1924000 | PA      | $2296909.50   | 0.06%             | 2029-09-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| AI Candelaria -spain- SA                                                  | AI Candelaria -spain- SA                                                                 | CUSIP: N/A<br>LEI: 213800L5KA2MJ5FKRZ02       | Long             | DBT              | CORP              | ES        |      2026000 | PA      | $1807419.93   | 0.04%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Iceland Bondco plc                                                        | Iceland Bondco plc                                                                       | CUSIP: N/A<br>LEI: 2138002DRBYIA8QXHO36       | Long             | DBT              | CORP              | GB        |       123000 | PA      | $175328.13    | 0.00%             | 2027-12-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                    | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      3036000 | PA      | $3629955.17   | 0.09%             | 2040-05-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Air France-KLM                                                            | Air France-KLM                                                                           | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1086711.03   | 0.03%             | 2030-05-21      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Acu Petroleo Luxembourg SARL                                              | Acu Petroleo Luxembourg SARL                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |      3049748 | PA      | $3128238.76   | 0.08%             | 2032-01-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                  | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    647590000 | PA      | $35979411.52  | 0.89%             | 2035-05-24      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Congolese International Bond                                              | Republic of Congo (The)                                                                  | CUSIP: N/A<br>LEI: 529900BXT90HR4QTB688       | Long             | DBT              | NUSS              | CG        |      4100000 | PA      | $3792500.00   | 0.09%             | 2032-11-07      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                    | Ardagh Metal Packaging Finance USA LLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      1810000 | PA      | $2198093.45   | 0.05%             | 2031-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| RAC Bond Co. plc                                                          | RAC Bond Co. plc                                                                         | CUSIP: N/A<br>LEI: 2138008FCM2SUNLC7B21       | Long             | DBT              | CORP              | GB        |      2398000 | PA      | $3223195.03   | 0.08%             | 2027-11-04      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Synthomer plc                                                             | Synthomer plc                                                                            | CUSIP: N/A<br>LEI: 213800EHT3TI1KPQQJ56       | Long             | DBT              | CORP              | GB        |      1400000 | PA      | $1231550.82   | 0.03%             | 2029-05-02      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| New Immo Holding SA                                                       | New Immo Holding SA                                                                      | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1473226.60   | 0.04%             | 2028-04-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                       | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    128910550 | PA      | $33902343.56  | 0.84%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                    | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 168525000000 | PA      | $10448910.87  | 0.26%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      1600000 | PA      | $2065304.30   | 0.05%             | 2028-09-06      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      1020000 | PA      | $1250395.48   | 0.03%             | 2030-12-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SES SA                                                                    | SES SA                                                                                   | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |       660000 | PA      | $767311.64    | 0.02%             | 2054-09-12      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                                            | BE Semiconductor Industries NV                                                           | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | DBT              | CORP              | NL        |       340000 | PA      | $419197.97    | 0.01%             | 2031-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Samhallsbyggnadsbolaget I Norden Holding AB                               | Samhallsbyggnadsbolaget I Norden Holding AB                                              | CUSIP: N/A<br>LEI: 636700JPED0N9T4ET363       | Long             | DBT              | CORP              | SE        |       940000 | PA      | $919419.24    | 0.02%             | 2029-09-26      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                        | American Medical Systems Europe BV                                                       | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |       200000 | PA      | $221399.44    | 0.01%             | 2031-03-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                      | Telefonica Europe BV                                                                     | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      5100000 | PA      | $6465995.38   | 0.16%             | 2030-02-03      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                     | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  97657000000 | PA      | $25216953.06  | 0.63%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                             | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |       650000 | PA      | $792751.58    | 0.02%             | 2032-06-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Paraguay Government International Bond                                    | Republic of Paraguay                                                                     | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |      5200000 | PA      | $5590000.00   | 0.14%             | 2036-02-09      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Czech Republic                                                            | Czech Republic                                                                           | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    504790000 | PA      | $23260529.83  | 0.58%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA                                                                                  | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3676907.85   | 0.09%             | 2028-07-13      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Constellium SE                                                            | Constellium SE                                                                           | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | DBT              | CORP              | FR        |       670000 | PA      | $834340.66    | 0.02%             | 2032-08-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Rossini SARL                                                              | Rossini SARL                                                                             | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |      1600000 | PA      | $1973308.24   | 0.05%             | 2029-12-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Telecom Italia SpA                                                        | Telecom Italia SpA                                                                       | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |      3690000 | PA      | $4820568.70   | 0.12%             | 2028-07-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Enel SpA                                                                  | Enel SpA                                                                                 | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      2500000 | PA      | $3303374.96   | 0.08%             | 2031-04-16      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                            | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      4986000 | PA      | $6129462.88   | 0.15%             | 2029-01-17      | Variable      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                            | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2374246.14   | 0.06%             | 2034-10-09      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Vonovia SE                                                                | Vonovia SE                                                                               | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      5800000 | PA      | $7146659.12   | 0.18%             | 2034-04-10      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Chile Electricity Lux Mpc II Sarl                                         | Chile Electricity Lux Mpc II Sarl                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LU        |       742904 | PA      | $768162.53    | 0.02%             | 2035-10-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                           | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       600000 | PA      | $807060.21    | 0.02%             | 2031-10-09      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Essendi SA                                                                | Essendi SA                                                                               | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |       700000 | PA      | $854961.66    | 0.02%             | 2031-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                                       | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1894252.50   | 0.05%             | 2029-09-23      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Iliad Holding SAS                                                         | Iliad Holding SAS                                                                        | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |      1820000 | PA      | $2289521.04   | 0.06%             | 2031-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Verisure Holding AB                                                       | Verisure Holding AB                                                                      | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |      1309000 | PA      | $1594899.40   | 0.04%             | 2030-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Iliad Holding SAS                                                         | Iliad Holding SAS                                                                        | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |      1116000 | PA      | $1403904.11   | 0.03%             | 2031-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CT Investment GmbH                                                        | CT Investment GmbH                                                                       | CUSIP: N/A<br>LEI: 529900VYBTC7HKBCNB72       | Long             | DBT              | CORP              | DE        |       650000 | PA      | $791150.84    | 0.02%             | 2030-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| EDP SA                                                                    | EDP SA                                                                                   | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      3400000 | PA      | $4145754.66   | 0.10%             | 2054-09-16      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Progroup AG                                                               | Progroup AG                                                                              | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |       900000 | PA      | $1092184.62   | 0.03%             | 2029-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Valeo SE                                                                  | Valeo SE                                                                                 | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | DBT              | CORP              | FR        |      2300000 | PA      | $2793141.49   | 0.07%             | 2030-04-11      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Lorca Telecom Bondco SA                                                   | Lorca Telecom Bondco SA                                                                  | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $1218094.22   | 0.03%             | 2029-04-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Morocco                                                        | Kingdom of Morocco                                                                       | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |      3220000 | PA      | $3513020.00   | 0.09%             | 2033-09-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG                                                                                 | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      3600000 | PA      | $4714935.35   | 0.12%             | 2083-09-25      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                                       | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      4050000 | PA      | $5220924.27   | 0.13%             | 2084-08-30      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan International Bond                                                | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |      6975000 | PA      | $7594380.00   | 0.19%             | 2032-05-25      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                  | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    924400000 | PA      | $54930051.92  | 1.36%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of Honduras                                                      | Republic of Honduras                                                                     | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |      3400000 | PA      | $3949304.00   | 0.10%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                                             | AIB Group plc                                                                            | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      4000000 | PA      | $4737917.76   | 0.12%             | 2036-12-02      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| KBC Group NV                                                              | KBC Group NV                                                                             | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      7200000 | PA      | $9345485.20   | 0.23%             | 2028-09-05      | Variable      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Europe BV                                                      | Telefonica Europe BV                                                                     | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      2800000 | PA      | $3656025.86   | 0.09%             | 2031-06-07      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Benin Government International Bond                                       | Benin Government Bond                                                                    | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |      7552000 | PA      | $7918344.50   | 0.20%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| OEG Finance plc                                                           | OEG Finance plc                                                                          | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |       800000 | PA      | $992612.17    | 0.02%             | 2029-09-27      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Q-Park Holding I BV                                                       | Q-Park Holding I BV                                                                      | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |      1820000 | PA      | $2214396.13   | 0.05%             | 2029-03-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                                    | Techem Verwaltungsgesellschaft 675 mbH                                                   | CUSIP: N/A<br>LEI: 529900N0M7FQHNAV1A41       | Long             | DBT              | CORP              | DE        |       200000 | PA      | $242786.39    | 0.01%             | 2029-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                             | Cheplapharm Arzneimittel GmbH                                                            | CUSIP: N/A<br>LEI: 529900ONXKBELT7EW052       | Long             | DBT              | CORP              | DE        |      1190000 | PA      | $1464422.54   | 0.04%             | 2030-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       640000 | PA      | $784561.86    | 0.02%             | 2030-12-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Brazilian Real                                                            | Brazilian Real                                                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | BR        |           -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown European Holdings SACA                                              | Crown European Holdings SACA                                                             | CUSIP: N/A<br>LEI: 85OKW2SW05RZFQS1W718       | Long             | DBT              | CORP              | FR        |      2100000 | PA      | $2596781.95   | 0.06%             | 2028-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                             | Perrigo Finance Unlimited Co.                                                            | CUSIP: N/A<br>LEI: 549300E86RB6YCTMRM83       | Long             | DBT              | CORP              | IE        |       630000 | PA      | $746234.38    | 0.02%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                                      | ZF Europe Finance BV                                                                     | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1269584.65   | 0.03%             | 2030-06-12      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Boots Group Finco LP                                                      | Boots Group Finco LP                                                                     | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |       330000 | PA      | $405936.65    | 0.01%             | 2032-08-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                                       | Republic of Ecuador                                                                      | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      5721654 | PA      | $4668924.59   | 0.12%             | 2040-07-31      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                                           | Danske Bank A/S                                                                          | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     12600000 | PA      | $15767494.48  | 0.39%             | 2030-06-21      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Pinnacle Bidco plc                                                        | Pinnacle Bidco plc                                                                       | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |       290000 | PA      | $357938.96    | 0.01%             | 2028-10-11      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Pinnacle Bidco plc                                                        | Pinnacle Bidco plc                                                                       | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |      1084000 | PA      | $1337951.13   | 0.03%             | 2028-10-11      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH                                                            | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |      2030000 | PA      | $2473317.65   | 0.06%             | 2030-02-21      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    328411050 | PA      | $7306910.40   | 0.18%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |   1062296672 | PA      | $24482826.40  | 0.61%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                                 | CUSIP: 15089QBB9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       500000 | PA      | $597833.33    | 0.01%             | 2031-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grupo Nutresa SA                                                          | Grupo Nutresa SA                                                                         | CUSIP: N/A<br>LEI: 254900KKAX7B7RJUE255       | Long             | DBT              | CORP              | CO        |      1590000 | PA      | $1822159.24   | 0.05%             | 2035-05-12      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Veolia Environnement SA                                                   | Veolia Environnement SA                                                                  | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      2200000 | PA      | $2773643.26   | 0.07%             | 2028-11-22      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| eircom Finance DAC                                                        | eircom Finance DAC                                                                       | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |      1990000 | PA      | $2433168.85   | 0.06%             | 2029-12-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Alstom SA                                                                 | Alstom SA                                                                                | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | DBT              | CORP              | FR        |      2300000 | PA      | $2878232.44   | 0.07%             | 2029-05-29      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Abertis Infraestructuras Finance BV                                       | Abertis Infraestructuras Finance BV                                                      | CUSIP: N/A<br>LEI: 5493007WHKI5H75YJ358       | Long             | DBT              | CORP              | NL        |       800000 | PA      | $979448.09    | 0.02%             | 2029-11-28      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                 | Banijay Entertainment SAS                                                                | CUSIP: N/A<br>LEI: 969500CE0IE2EZ5VBG13       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1222204.68   | 0.03%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Schaeffler AG                                                             | Schaeffler AG                                                                            | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |      1700000 | PA      | $2134055.89   | 0.05%             | 2031-04-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                                       | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      2600000 | PA      | $3331388.86   | 0.08%             | 2029-11-20      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                  | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      6400000 | PA      | $7744187.49   | 0.19%             | 2040-03-22      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Asmodee Group AB                                                          | Asmodee Group AB                                                                         | CUSIP: N/A<br>LEI: 636700G5993BBAFDYD02       | Long             | DBT              | CORP              | SE        |       970667 | PA      | $1203713.42   | 0.03%             | 2029-12-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                     | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 161328400000 | PA      | $38287546.32  | 0.95%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                    | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 295427000000 | PA      | $18005400.73  | 0.45%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                                            | OTP Bank Nyrt.                                                                           | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | DBT              | CORP              | HU        |      2800000 | PA      | $2968875.00   | 0.07%             | 2035-07-30      | Variable      | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                          | Country Garden Holdings Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |       138171 | PA      | $3972.42      | 0.00%             | 2034-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                          | Country Garden Holdings Co. Ltd., Series REG                                             | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |      1958525 | PA      | $269297.20    | 0.01%             | 2032-12-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Mundys SpA                                                                | Mundys SpA                                                                               | CUSIP: N/A<br>LEI: 8156008DEC771409C487       | Long             | DBT              | CORP              | IT        |      2200000 | PA      | $2720744.61   | 0.07%             | 2030-01-24      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Far East Horizon Ltd.                                                     | Far East Horizon Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300S9XRGO1ZPUHE62       | Long             | DBT              | CORP              | HK        |      1835000 | PA      | $1848762.50   | 0.05%             | 2028-03-05      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Bertrand Franchise Finance SAS                                            | Bertrand Franchise Finance SAS                                                           | CUSIP: N/A<br>LEI: 969500HGPPEHSTNJFW57       | Long             | DBT              | CORP              | FR        |       620000 | PA      | $734265.90    | 0.02%             | 2030-07-18      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Bertrand Franchise Finance SAS                                            | Bertrand Franchise Finance SAS                                                           | CUSIP: N/A<br>LEI: 969500HGPPEHSTNJFW57       | Long             | DBT              | CORP              | FR        |       583000 | PA      | $690446.81    | 0.02%             | 2030-07-18      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Fressnapf Holding SE                                                      | Fressnapf Holding SE                                                                     | CUSIP: N/A<br>LEI: 529900NLSO3VLFW8JQ35       | Long             | DBT              | CORP              | DE        |      1635000 | PA      | $1961443.46   | 0.05%             | 2031-10-31      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                                | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      2600000 | PA      | $3219908.59   | 0.08%             | 2030-06-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                             | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |       990000 | PA      | $1162406.80   | 0.03%             | 2027-10-12      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                             | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |      1145000 | PA      | $1296265.17   | 0.03%             | 2029-01-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                             | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |      1920000 | PA      | $2654918.69   | 0.07%             | 2033-01-24      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                 | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |      1800000 | PA      | $1944000.00   | 0.05%             | 2054-11-19      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                     | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1279986.40   | 0.03%             | 2031-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Essendi SA                                                                | Essendi SA                                                                               | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |      2020000 | PA      | $2497062.73   | 0.06%             | 2029-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| eDreams ODIGEO SA                                                         | eDreams ODIGEO SA                                                                        | CUSIP: N/A<br>LEI: 959800Y8LQ5MR2YZ4N96       | Long             | DBT              | CORP              | ES        |       620000 | PA      | $639962.00    | 0.02%             | 2030-12-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Aldar Properties PJSC                                                     | Aldar Properties PJSC                                                                    | CUSIP: N/A<br>LEI: 98450048CD8AEF13B480       | Long             | DBT              | CORP              | AE        |       730000 | PA      | $756783.70    | 0.02%             | 2055-04-15      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                             | Orbia Advance Corp. SAB de CV                                                            | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | DBT              | CORP              | MX        |      1744000 | PA      | $1754101.77   | 0.04%             | 2030-05-13      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Ontex Group NV                                                            | Ontex Group NV                                                                           | CUSIP: N/A<br>LEI: 549300AQESC6JJOPW253       | Long             | DBT              | CORP              | BE        |       780000 | PA      | $892120.36    | 0.02%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Maxam Prill Sarl                                                          | Maxam Prill SARL                                                                         | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |      1600000 | PA      | $1948583.58   | 0.05%             | 2030-07-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ball Corp.                                                                | Ball Corp.                                                                               | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |      1320000 | PA      | $1605201.08   | 0.04%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lottomatica Group Spa                                                     | Lottomatica Group Spa                                                                    | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |      1060000 | PA      | $1293319.22   | 0.03%             | 2031-01-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Lottomatica Group Spa                                                     | Lottomatica Group Spa                                                                    | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |       700000 | PA      | $854078.72    | 0.02%             | 2031-01-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Group SA                                                           | Ardagh Group SA                                                                          | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | DBT              | CORP              | LU        |      4115000 | PA      | $4694766.70   | 0.12%             | 2030-12-01      | Floating      | 12.00%                | Yes           |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                         | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      2682166 | PA      | $3050400.67   | 0.08%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                         | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      1604422 | PA      | $1835058.84   | 0.05%             | 2031-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                         | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      1524392 | PA      | $1815499.40   | 0.05%             | 2029-11-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Carnival plc                                                              | Carnival plc                                                                             | CUSIP: N/A<br>LEI: 4DR1VPDQMHD3N3QW8W95       | Long             | DBT              | CORP              | GB        |      1598000 | PA      | $1942070.34   | 0.05%             | 2031-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Paprec Holding SA                                                         | Paprec Holding SA                                                                        | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |      1240000 | PA      | $1489538.64   | 0.04%             | 2032-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of North Macedonia                                               | Republic of North Macedonia                                                              | CUSIP: N/A<br>LEI: 635400RD1N6RVNCE4958       | Long             | DBT              | NUSS              | MK        |      3438000 | PA      | $4036341.82   | 0.10%             | 2034-01-21      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Valeo SE                                                                  | Valeo SE                                                                                 | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | DBT              | CORP              | FR        |      1400000 | PA      | $1735161.83   | 0.04%             | 2031-05-20      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Deepocean Ltd.                                                            | Deepocean Ltd.                                                                           | CUSIP: N/A<br>LEI: 213800OYKN2J6ZFIFU40       | Long             | DBT              | CORP              | JE        |       460000 | PA      | $565199.42    | 0.01%             | 2031-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Benteler International AG                                                 | Benteler International AG                                                                | CUSIP: N/A<br>LEI: 529900ZAFSOBVFCKF263       | Long             | DBT              | CORP              | AT        |       300000 | PA      | $378577.72    | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Benteler International AG                                                 | Benteler International AG                                                                | CUSIP: N/A<br>LEI: 529900ZAFSOBVFCKF263       | Long             | DBT              | CORP              | AT        |       444000 | PA      | $560295.01    | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Punch Finance plc                                                         | Punch Finance plc                                                                        | CUSIP: N/A<br>LEI: 2138006IJRIU1Q5DN388       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1387365.33   | 0.03%             | 2030-12-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                          | Country Garden Holdings Co. Ltd., Series AI                                              | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |       256604 | PA      | $21811.34     | 0.00%             | 2034-12-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Gruppo San Donato SpA                                                     | Gruppo San Donato SpA                                                                    | CUSIP: N/A<br>LEI: 8156003649DB0704FC22       | Long             | DBT              | CORP              | IT        |       931000 | PA      | $1119705.84   | 0.03%             | 2031-10-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |      5307000 | PA      | $6327187.96   | 0.16%             | 2034-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                          | Country Garden Holdings Co. Ltd., Series AI                                              | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |      4303420 | PA      | $433951.64    | 0.01%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                 | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    912962000 | PA      | $59641308.44  | 1.48%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Generali                                                                  | Generali                                                                                 | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      1200000 | PA      | $1474345.44   | 0.04%             | 2047-10-27      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Sunrise HoldCo IV BV                                                      | Sunrise HoldCo IV BV                                                                     | CUSIP: N/A<br>LEI: 213800G1DU7LKI6ZCD69       | Long             | DBT              | CORP              | NL        |      1060000 | PA      | $1249718.57   | 0.03%             | 2029-06-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                                | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      1130000 | PA      | $1119265.00   | 0.03%             | 2033-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                   | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      4100000 | PA      | $3698200.00   | 0.09%             | 2048-02-21      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                                         | Lebanese Republic                                                                        | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      3134000 | PA      | $913561.00    | 0.02%             | 2028-11-03      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Canadian Dollar                                                           | Canadian Dollar                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |        38668 | OU      | $28348.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Canada 10 Year Bond                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |          562 | NC      | $327337.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombian Peso                                                            | Colombian Peso                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CO        |       264024 | OU      | $70.37        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Czech Repub. Kronas                                                       | Czech Repub. Kronas                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CZ        |      2023165 | OU      | $98651.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |         3145 | NS      | $50323.86     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Euro-Schatz                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         5447 | NC      | $1290187.61   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                      | EURO                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |      3484896 | OU      | $4117753.02   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5 Year Note                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -3561 | NC      | $-1535232.89  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Long Gilt                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          403 | NC      | $593423.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| British Pound                                                             | British Pound                                                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | GB        |      -411849 | OU      | $-555027.91   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Hungarian Forint                                                          | Hungarian Forint                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HU        |       566172 | OU      | $1775.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indonesian Rupiah                                                         | Indonesian Rupiah                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ID        |    889311123 | OU      | $53045.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Euro-BTP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         1299 | NC      | $3770399.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Rupee                                                              | Indian Rupee                                                                             | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | IN        |           -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Japan 10 Year Bond                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |         -280 | NC      | $-1113120.41  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Japanese Yen                                                              | Japanese Yen                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |     31136000 | OU      | $199378.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SES SA                                                                    | SES SA                                                                                   | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | EC               | CORP              | LU        |        35421 | NS      | $533528.81    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| New Mexican Pesos                                                         | New Mexican Pesos                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |            2 | OU      | $0.12         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Malaysian Ringgit                                                         | Malaysian Ringgit                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MY        |            0 | OU      | $0.13         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                                | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |       623000 | PA      | $771539.64    | 0.02%             | 2030-06-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH                                                            | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |      1355000 | PA      | $1657974.28   | 0.04%             | 2030-10-23      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Ball Corp.                                                                | Ball Corp.                                                                               | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |       919000 | PA      | $1117560.45   | 0.03%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Punch Finance plc                                                         | Punch Finance plc                                                                        | CUSIP: N/A<br>LEI: 2138006IJRIU1Q5DN388       | Long             | DBT              | CORP              | GB        |      1073000 | PA      | $1488642.99   | 0.04%             | 2030-12-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                              | Trivium Packaging Finance BV                                                             | CUSIP: N/A<br>LEI: 724500GMZWW3PVYET548       | Long             | DBT              | CORP              | NL        |       593000 | PA      | $736969.07    | 0.02%             | 2030-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| eDreams ODIGEO SA                                                         | eDreams ODIGEO SA                                                                        | CUSIP: N/A<br>LEI: 959800Y8LQ5MR2YZ4N96       | Long             | DBT              | CORP              | ES        |      1201000 | PA      | $1239668.34   | 0.03%             | 2030-12-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                | Bellis Acquisition Co. plc                                                               | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |      1037000 | PA      | $1166244.30   | 0.03%             | 2031-07-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                             | Cheplapharm Arzneimittel GmbH                                                            | CUSIP: N/A<br>LEI: 529900ONXKBELT7EW052       | Long             | DBT              | CORP              | DE        |      1202000 | PA      | $1467524.92   | 0.04%             | 2031-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                                       | Dolcetto Holdco SpA                                                                      | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |       921000 | PA      | $1112124.78   | 0.03%             | 2032-07-14      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                               | Beach Acquisition Bidco LLC                                                              | CUSIP: 07337JAE7<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |       972000 | PA      | $1178250.42   | 0.03%             | 2032-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Paprec Holding SA                                                         | Paprec Holding SA                                                                        | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |      1075000 | PA      | $1284779.14   | 0.03%             | 2030-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Paprec Holding SA                                                         | Paprec Holding SA                                                                        | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |       797000 | PA      | $957388.95    | 0.02%             | 2032-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                                     | BCP V Modular Services Finance II plc                                                    | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |      1594000 | PA      | $1765125.04   | 0.04%             | 2031-07-10      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                          | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      1664000 | PA      | $1997563.34   | 0.05%             | 2036-07-23      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                      | Boots Group Finco LP                                                                     | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |       434000 | PA      | $533868.20    | 0.01%             | 2032-08-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Bobl                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         2033 | NC      | $2101103.39   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Euro-Bobl                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -583 | NC      | $-618947.34   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                                | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |       851000 | PA      | $1040808.82   | 0.03%             | 2031-03-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Silgan Holdings, Inc.                                                     | Silgan Holdings, Inc.                                                                    | CUSIP: N/A<br>LEI: KAF673KJXD92C8KSLU49       | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1796757.83   | 0.04%             | 2031-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| 888 Acquisitions Ltd.                                                     | 888 Acquisitions Ltd.                                                                    | CUSIP: N/A<br>LEI: 254900RFD0BP3JOPZU89       | Long             | DBT              | CORP              | GI        |       867000 | PA      | $909818.41    | 0.02%             | 2031-09-30      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Crown European Holdings SACA                                              | Crown European Holdings SACA                                                             | CUSIP: N/A<br>LEI: 85OKW2SW05RZFQS1W718       | Long             | DBT              | CORP              | FR        |       980000 | PA      | $1164037.51   | 0.03%             | 2031-09-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Intralot Capital Luxembourg SA                                            | Intralot Capital Luxembourg SA                                                           | CUSIP: N/A<br>LEI: 549300QF747C7UWZYB38       | Long             | DBT              | CORP              | LU        |       580000 | PA      | $674816.62    | 0.02%             | 2031-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Deepocean Ltd.                                                            | Deepocean Ltd.                                                                           | CUSIP: N/A<br>LEI: 213800OYKN2J6ZFIFU40       | Long             | DBT              | CORP              | JE        |       682000 | PA      | $837969.58    | 0.02%             | 2031-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Azelis Finance NV                                                         | Azelis Finance NV                                                                        | CUSIP: N/A<br>LEI: 699400J0P7A5VXKGK641       | Long             | DBT              | CORP              | BE        |       578000 | PA      | $687914.92    | 0.02%             | 2031-03-10      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Eutelsat Communications SACA                                              | Eutelsat Communications SACA                                                             | CUSIP: N/A<br>LEI: 549300EFWH9UR17YSK05       | Long             | DBT              | CORP              | FR        |       131000 | PA      | $156724.47    | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Eutelsat Communications SACA                                              | Eutelsat Communications SACA                                                             | CUSIP: N/A<br>LEI: 549300EFWH9UR17YSK05       | Long             | DBT              | CORP              | FR        |       674000 | PA      | $806313.56    | 0.02%             | 2031-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Philippines                                                               | Philippines                                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | PH        |           -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Polish Zloty - New                                                        | Polish Zloty - New                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PL        |            3 | OU      | $0.86         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Romanian Leu                                                              | Romanian Leu                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | RO        |           99 | OU      | $23.03        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Euro-Bund                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -1188 | NC      | $-2576963.07  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 2 Year Note                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           61 | NC      | $18972.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 2 Year Note                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -339 | NC      | $-111733.04   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10 Year Note                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          128 | NC      | $113808.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10 Year Note                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -24 | NC      | $-17663.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Euro-Buxl 30 Year Bond                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |           28 | NC      | $75275.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Long Bond                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -154 | NC      | $-162791.43   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10 Year Ultra Note                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -1064 | NC      | $-1269002.15  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10 Year Ultra Note                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         2053 | NC      | $2434791.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                     | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      1215053 | PA      | $1485650.09   | 0.04%             | 2028-05-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Monitchem HoldCo 3 SA                                                     | Monitchem HoldCo 3 SA                                                                    | CUSIP: N/A<br>LEI: 222100SJHJ1CNJMSW162       | Long             | DBT              | CORP              | LU        |       460000 | PA      | $549464.19    | 0.01%             | 2028-05-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       957000 | PA      | $1173165.17   | 0.03%             | 2030-12-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Finance plc                                                   | Avis Budget Finance plc                                                                  | CUSIP: N/A<br>LEI: 549300W3BJJPGKCIOI13       | Long             | DBT              | CORP              | JE        |      1765000 | PA      | $2071085.66   | 0.05%             | 2030-07-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Iceland Bondco plc                                                        | Iceland Bondco plc                                                                       | CUSIP: N/A<br>LEI: 2138002DRBYIA8QXHO36       | Long             | DBT              | CORP              | GB        |       517000 | PA      | $736948.35    | 0.02%             | 2027-12-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                               | INEOS Quattro Finance 2 plc                                                              | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |      1033000 | PA      | $1080139.90   | 0.03%             | 2029-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Cirsa Finance International SARL                                          | Cirsa Finance International SARL                                                         | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |       524000 | PA      | $640758.15    | 0.02%             | 2029-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| INEOS Finance plc                                                         | INEOS Finance plc                                                                        | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |      1069000 | PA      | $1141448.31   | 0.03%             | 2029-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Progroup AG                                                               | Progroup AG                                                                              | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |       583000 | PA      | $707492.93    | 0.02%             | 2029-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CT Investment GmbH                                                        | CT Investment GmbH                                                                       | CUSIP: N/A<br>LEI: 529900VYBTC7HKBCNB72       | Long             | DBT              | CORP              | DE        |       905000 | PA      | $1101525.40   | 0.03%             | 2030-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Neopharmed Gentili SpA                                                    | Neopharmed Gentili SpA                                                                   | CUSIP: N/A<br>LEI: 815600C8FD3DCB866E50       | Long             | DBT              | CORP              | IT        |      1397000 | PA      | $1715823.36   | 0.04%             | 2030-04-08      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                                    | Techem Verwaltungsgesellschaft 675 mbH                                                   | CUSIP: N/A<br>LEI: 529900N0M7FQHNAV1A41       | Long             | DBT              | CORP              | DE        |       624000 | PA      | $757493.53    | 0.02%             | 2029-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                          | TUI Cruises GmbH                                                                         | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |       406000 | PA      | $496525.47    | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PLT VII Finance SARL                                                      | PLT VII Finance SARL                                                                     | CUSIP: N/A<br>LEI: 894500SKZV4JDP64R249       | Long             | DBT              | CORP              | LU        |      3713000 | PA      | $4571061.05   | 0.11%             | 2031-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Lottomatica Group SpA                                                     | Lottomatica Group SpA                                                                    | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |      1077000 | PA      | $1312522.83   | 0.03%             | 2030-06-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| OI European Group BV                                                      | OI European Group BV                                                                     | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |      1043000 | PA      | $1268593.62   | 0.03%             | 2029-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Ultra Bond                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -1708 | NC      | $-2939077.01  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Flora Food Management BV                                                  | Flora Food Management BV                                                                 | CUSIP: N/A<br>LEI: 2549002VGA888UKFKS25       | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $1736360.51   | 0.04%             | 2029-07-02      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Rossini SARL                                                              | Rossini SARL                                                                             | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |       849000 | PA      | $1047086.69   | 0.03%             | 2029-12-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Amber Finco plc                                                           | Amber Finco plc                                                                          | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |       777000 | PA      | $958310.71    | 0.02%             | 2029-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Grupo Antolin Irausa SA                                                   | Grupo Antolin Irausa SA                                                                  | CUSIP: N/A<br>LEI: 213800OILC5Q9AR63B63       | Long             | DBT              | CORP              | ES        |       725000 | PA      | $631448.16    | 0.02%             | 2030-01-30      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Crown European Holdings SACA                                              | Crown European Holdings SACA                                                             | CUSIP: N/A<br>LEI: 85OKW2SW05RZFQS1W718       | Long             | DBT              | CORP              | FR        |       731000 | PA      | $898942.28    | 0.02%             | 2030-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                    | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 242131000000 | PA      | $14757167.37  | 0.37%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OEG Finance plc                                                           | OEG Finance plc                                                                          | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |       669000 | PA      | $830071.92    | 0.02%             | 2029-09-27      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Essendi SA                                                                | Essendi SA                                                                               | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |       575000 | PA      | $710797.55    | 0.02%             | 2029-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                               | INEOS Quattro Finance 2 plc                                                              | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |      1305000 | PA      | $1292463.69   | 0.03%             | 2030-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                     | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      1669000 | PA      | $2136297.29   | 0.05%             | 2031-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ASK Chemicals Deutschland Holding GmbH                                    | ASK Chemicals Deutschland Holding GmbH                                                   | CUSIP: N/A<br>LEI: 529900793W6Y4S5VIK84       | Long             | DBT              | CORP              | DE        |      1080000 | PA      | $1305698.28   | 0.03%             | 2029-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Asmodee Group AB                                                          | Asmodee Group AB                                                                         | CUSIP: N/A<br>LEI: 636700G5993BBAFDYD02       | Long             | DBT              | CORP              | SE        |       293334 | PA      | $363760.38    | 0.01%             | 2029-12-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Canada                                                                    | Canada Government Bond                                                                   | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     94811000 | PA      | $70391806.77  | 1.75%             | 2035-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Waga Bondco Ltd.                                                          | Waga Bondco Ltd.                                                                         | CUSIP: N/A<br>LEI: 254900PFB2C9WELUW795       | Long             | DBT              | CORP              | JE        |       553000 | PA      | $654998.33    | 0.02%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Rekeep SpA                                                                | Rekeep SpA                                                                               | CUSIP: N/A<br>LEI: 8156008737CA044FCB79       | Long             | DBT              | CORP              | IT        |       651000 | PA      | $674788.60    | 0.02%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Australia 10 Year Bond                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         3406 | NC      | $3402470.24   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      5400000 | PA      | $6682683.55   | 0.17%             | 2037-10-07      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Cirsa Finance International Sarl                                          | Cirsa Finance International SARL                                                         | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |      1418000 | PA      | $1708738.90   | 0.04%             | 2031-10-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Holdings SA                                                        | Ardagh Holdings SA                                                                       | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | EC               | CORP              | LU        |        58776 | NS      | $490488.66    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Ardagh Holdings SA                                                        | Ardagh Holdings SA                                                                       | CUSIP: 985923101<br>LEI: 6354006L1NWUUOPYX274 | Long             | EC               | CORP              | LU        |        14500 | NS      | $121003.23    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PeopleCert Wisdom Issuer plc                                              | PeopleCert Wisdom Issuer plc                                                             | CUSIP: N/A<br>LEI: 213800PZ81RFLCN9GD51       | Long             | DBT              | CORP              | GB        |       470000 | PA      | $537118.86    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Asmodee Group AB                                                          | Asmodee Group AB                                                                         | CUSIP: N/A<br>LEI: 636700G5993BBAFDYD02       | Long             | DBT              | CORP              | SE        |       314000 | PA      | $376310.44    | 0.01%             | 2031-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Notas do Tesouro Nacional                                                                | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     92000000 | PA      | $14580583.35  | 0.36%             | 2037-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                    | Republic of Costa Rica                                                                   | CUSIP: 221602AE5<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      6750000 | PA      | $8331600.44   | 0.21%             | 2036-01-16      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MKS, Inc.                                                                 | MKS, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300KEQATBHAGVF505       | Long             | DBT              | CORP              | US        |      1065000 | PA      | $1258494.35   | 0.03%             | 2034-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Cidron Atrium SE                                                          | Cidron Atrium SE                                                                         | CUSIP: N/A<br>LEI: 2549004YHD7GOLT9Y166       | Long             | DBT              | CORP              | DE        |       404000 | PA      | $476352.00    | 0.01%             | 2033-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

**Name of Applicant:** JPMorgan Trust I

**Signature:** Timothy J. Clemens

**Name of Signer:** Timothy J. Clemens

**Title:** Treasurer and Principal Financial Officer