# EDGAR Filing Document

**Accession Number:** 0001006415
**File Stem:** 0001410368-25-038378
**Filing Date:** 2025-12
**Character Count:** 503759
**Document Hash:** 6bcb694f8c48671f4ef68253b62f7c39
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-038378.hdr.sgml**: 20251217

**ACCESSION NUMBER**: 0001410368-25-038378

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251217

**DATE AS OF CHANGE**: 20251217

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HARTFORD MUTUAL FUNDS, INC
- **CENTRAL INDEX KEY:** 0001006415

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07589
- **FILM NUMBER:** 251578826

**BUSINESS ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087
- **BUSINESS PHONE:** 610-386-4068

**MAIL ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HARTFORD MUTUAL FUNDS INC/CT
- **DATE OF NAME CHANGE:** 20190501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Hartford Multi-Asset Income & Growth Fund
- **DATE OF NAME CHANGE:** 20190501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HARTFORD MUTUAL FUNDS INC/CT
- **DATE OF NAME CHANGE:** 19970613

## Series and Classes Contracts Data

### Hartford Multi-Asset Income Fund (Series ID: S000003571)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000009912 | Class A      | ITTAX           |
| C000009914 | Class C      | HAFCX           |
| C000009915 | Class Y      | IHAYX           |
| C000040927 | Class R3     | ITTRX           |
| C000040928 | Class R4     | ITTSX           |
| C000040929 | Class R5     | ITTTX           |
| C000155857 | Class I      | ITTIX           |
| C000185693 | Class F      | ITTFX           |
| C000200563 | Class R6     | ITTVX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** HARTFORD MUTUAL FUNDS, INC

- **b. Investment Company Act file number:** 811-07589

- **c. CIK number of Registrant:** 0001006415

- **d. LEI of Registrant:** 549300FJ4Q3QXIS6ZN84

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

  - **Street Address 1:** 690 LEE ROAD

  - **City:** WAYNE

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19087

  - **Telephone number:** 610-386-4068

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

- **a. Name of Series:** Hartford Multi-Asset Income Fund

- **b. EDGAR series identifier (if any):** S000003571

- **c. LEI of Series:** CV9JVC7JWV57MZ536B82

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $740537868.62

**Total Liabilities:** $171332133.70

**Net Assets:** $569205734.92

**Delayed Delivery Securities:** $40756034.15

**Cash Not Reported:** $7580537.74

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -149.98000000 | **1-Year:** -2830.88000000 | **5-Year:** -7021.23000000 | **10-Year:** -8906.96000000 | **30-Year:** -4463.78000000

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

- **3-Month:** -688.57000000 | **1-Year:** -16688.11000000 | **5-Year:** -35501.53000000 | **10-Year:** -17116.39000000 | **30-Year:** -7255.58000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000009912 | 2.32%                | 1.52%                | 0.95%                |
| Class ID C000009914 | 2.23%                | 1.48%                | 0.87%                |
| Class ID C000009915 | 2.40%                | 1.51%                | 0.96%                |
| Class ID C000040927 | 2.29%                | 1.50%                | 0.89%                |
| Class ID C000040928 | 2.31%                | 1.53%                | 0.93%                |
| Class ID C000040929 | 2.35%                | 1.56%                | 0.96%                |
| Class ID C000155857 | 2.35%                | 1.55%                | 0.94%                |
| Class ID C000185693 | 2.31%                | 1.56%                | 0.95%                |
| Class ID C000200563 | 2.36%                | 1.57%                | 0.93%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1972450.86              | $6876557.55                                |
| Month 2  | $1191895.01              | $2054478.82                                |
| Month 3  | $831405.05               | $-1522777.10                               |

**Designated Index Information**

- **Index Name:** HFLU Blended Benchmark

- **Index Identifier:** 35% MXWD / 35% LBUSTRUU / 10% CSLLLTOT / 10% JPEMCOMP / 10% HW0CUSDH

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AAP Buyer Inc                                             | AAP Buyer Inc Term Loan B                                                                                     | CUSIP: 00036FAB0<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |      129025 | PA      | $128863.72    | 0.02%             | 2031-09-09      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                           | ABG Intermediate Holdings 2 LLC 2024 1st Lien Term Loan B                                                     | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |      788568 | PA      | $787582.19    | 0.14%             | 2028-12-21      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc                                    | AI Aqua Merger Sub Inc 2024 1st Lien Term Loan B                                                              | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |      595508 | PA      | $596597.28    | 0.10%             | 2028-07-31      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                                                 | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $205952.52    | 0.04%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                | AMSR 2025-SFR1 Trust                                                                                          | CUSIP: 00182MAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      210000 | PA      | $185821.13    | 0.03%             | 2042-06-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| TricorBraun Holdings Inc                                  | TricorBraun Holdings Inc 2021 Term Loan                                                                       | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |      345497 | PA      | $343599.91    | 0.06%             | 2031-03-03      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                                                      | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |        9385 | NS      | $232278.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                                                      | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       90000 | PA      | $76997.51     | 0.01%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                                                      | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      105000 | PA      | $74063.81     | 0.01%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                                       | AST SpaceMobile Inc                                                                                           | CUSIP: 00217DAE0<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |       55000 | PA      | $58437.50     | 0.01%             | 2036-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                | AbbVie Inc                                                                                                    | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        6160 | NS      | $1343126.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                  | Acadia Healthcare Co Inc                                                                                      | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56857.02     | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Acrisure, LLC                                             | Acrisure LLC 2024 1st Lien Term Loan B6                                                                       | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |      494513 | PA      | $493647.11    | 0.09%             | 2030-11-06      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                    | Acrisure LLC / Acrisure Finance Inc                                                                           | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      260000 | PA      | $270878.66    | 0.05%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                    | Acrisure LLC / Acrisure Finance Inc                                                                           | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      695000 | PA      | $729579.03    | 0.13%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| ACRISURE LLC / FIN INC                                    | Acrisure LLC / Acrisure Finance Inc                                                                           | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $30766.80     | 0.01%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                                 | ADMI Corp 2021 Term Loan B2                                                                                   | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |      197416 | PA      | $185571.04    | 0.03%             | 2027-12-23      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                        | Aegea Finance Sarl                                                                                            | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |      275000 | PA      | $290550.76    | 0.05%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                        | Aegea Finance Sarl                                                                                            | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     1075000 | PA      | $1048075.15   | 0.18%             | 2036-01-20      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| AFRICELL HOLDING LTD                                      | Africell Holding Ltd                                                                                          | CUSIP: 00833NAA0<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |     1235000 | PA      | $1225963.44   | 0.22%             | 2029-10-23      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Affirm Inc                                                | Affirm Asset Securitization Trust 2024-B                                                                      | CUSIP: 00835AAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1700000 | PA      | $1708941.32   | 0.30%             | 2029-09-15      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                            | Air Lease Corp                                                                                                | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      121000 | PA      | $116504.35    | 0.02%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                             | Aircastle Ltd                                                                                                 | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      176000 | PA      | $174902.45    | 0.03%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALARM.COM HLDGS INC                                       | Alarm.com Holdings Inc                                                                                        | CUSIP: 011642AB1<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |      200000 | PA      | $197800.00    | 0.03%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALARM.COM HLDGS INC                                       | Alarm.com Holdings Inc                                                                                        | CUSIP: 011642AD7<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |      475000 | PA      | $446975.00    | 0.08%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                       | Alexandria Real Estate Equities Inc                                                                           | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |        7084 | NS      | $412430.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING                                     | Alibaba Group Holding Ltd                                                                                     | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      103000 | PA      | $182104.00    | 0.03%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                     | Bread Financial Holdings Inc                                                                                  | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     1635000 | PA      | $1672909.11   | 0.29%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                     | Bread Financial Holdings Inc                                                                                  | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |      224000 | PA      | $225532.62    | 0.04%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                        | Alliant Holdings Intermediate LLC 2025 Term Loan B                                                            | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |      449663 | PA      | $449073.48    | 0.08%             | 2031-09-19      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                                                    | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $206171.00    | 0.04%             | 2054-09-03      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      205000 | PA      | $211519.21    | 0.04%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| ALLIED UNIVERSAL HOLDCO                                   | Allied Universal Holdco LLC                                                                                   | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      400000 | PA      | $416486.33    | 0.07%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0206A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3715000 | PA      | $3014110.75   | 0.53%             | 2055-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0206A2<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -3715000 | PA      | $-3014110.75  | -0.53%            | 2055-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0206B0<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -3715000 | PA      | $-3011926.85  | -0.53%            | 2055-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0224B8<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -1850000 | PA      | $-1739970.18  | -0.31%            | 2040-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0226B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2960000 | PA      | $2512644.72   | 0.44%             | 2055-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0226B6<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -2270000 | PA      | $-1926926.86  | -0.34%            | 2055-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0226C4<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -2855000 | PA      | $-2423736.80  | -0.43%            | 2055-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0306A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3070000 | PA      | $2720786.73   | 0.48%             | 2055-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0306A1<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -3070000 | PA      | $-2720786.73  | -0.48%            | 2055-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0306B9<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -3070000 | PA      | $-2719828.13  | -0.48%            | 2055-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0326A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      425000 | PA      | $391963.28    | 0.07%             | 2055-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0326A7<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     -425000 | PA      | $-391963.28   | -0.07%            | 2055-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0326B5<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     -425000 | PA      | $-391790.97   | -0.07%            | 2055-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0406B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1130000 | PA      | $1072039.45   | 0.19%             | 2055-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0406B8<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -3475000 | PA      | $-3296758.49  | -0.58%            | 2055-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0424B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2490000 | PA      | $2485425.05   | 0.44%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0426B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3210000 | PA      | $3128534.92   | 0.55%             | 2055-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0426B4<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -4112000 | PA      | $-4007643.48  | -0.70%            | 2055-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0426C2<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -1775000 | PA      | $-1729190.41  | -0.30%            | 2055-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0504B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2015000 | PA      | $2034583.68   | 0.36%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0506B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6970000 | PA      | $6934362.25   | 1.22%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0506B7<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -7575000 | PA      | $-7536268.87  | -1.32%            | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0506C5<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -2495000 | PA      | $-2480586.19  | -0.44%            | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0524B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2210000 | PA      | $2257271.79   | 0.40%             | 2039-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0526B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15200000 | PA      | $15356509.23  | 2.70%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0526C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16395000 | PA      | $16552285.92  | 2.91%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0606B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5405000 | PA      | $5526920.42   | 0.97%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0606C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4345000 | PA      | $4442161.41   | 0.78%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0626A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3500000 | PA      | $3618539.75   | 0.64%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0626A4<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -3500000 | PA      | $-3618539.75  | -0.64%            | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0626B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2095000 | PA      | $2169340.53   | 0.38%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0626B2<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -4190000 | PA      | $-4338681.06  | -0.76%            | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                        | Ally Bank Auto Credit-Linked Notes Series 2024-B                                                              | CUSIP: 02007G4F7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      164104 | PA      | $165173.01    | 0.03%             | 2032-09-15      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS                                   | Alnylam Pharmaceuticals Inc                                                                                   | CUSIP: 02043QAC1<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |      225000 | PA      | $224718.75    | 0.04%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                          | Altice France SA                                                                                              | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      616080 | PA      | $589867.61    | 0.10%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                               | AltaGas Ltd                                                                                                   | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |      286000 | PA      | $293188.93    | 0.05%             | 2054-10-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                          | Altria Group Inc                                                                                              | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       20446 | NS      | $1152745.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| American Builders & Contractors Supply Co Inc             | American Builders & Contractors Supply Co Inc 2024 Term Loan B                                                | CUSIP: 02474RAJ2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | LON              | CORP              | US        |      221183 | PA      | $221927.93    | 0.04%             | 2031-01-31      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                   | American Electric Power Co Inc                                                                                | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35063.21     | 0.01%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                   | American National Group Inc                                                                                   | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      246000 | PA      | $251227.01    | 0.04%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                              | British American Tobacco PLC                                                                                  | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |        6719 | NS      | $344116.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc                                                 | Amgen Inc                                                                                                     | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |         893 | NS      | $266497.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                | Amneal Pharmaceuticals LLC 2025 Term Loan B                                                                   | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |      100000 | PA      | $100708.00    | 0.02%             | 2032-08-01      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                    | Amur Equipment Finance Receivables XV LLC                                                                     | CUSIP: 03237FAF2<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |      400000 | PA      | $405245.00    | 0.07%             | 2034-01-20      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                        | Analog Devices Inc                                                                                            | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |        1328 | NS      | $310924.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2019-6                                                                               | CUSIP: 03464VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        9183 | PA      | $9053.52      | 0.00%             | 2059-11-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2021-3                                                                               | CUSIP: 03465EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      275000 | PA      | $208830.74    | 0.04%             | 2066-05-25      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Annaly Capital Management Inc                             | Annaly Capital Management Inc                                                                                 | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |       29678 | NS      | $628283.26    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Apidos CLO Ltd                                            | Apidos CLO XXXIV                                                                                              | CUSIP: 03768XAJ2<br>LEI: 5493001VH1Y9SEPJKZ47 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $993904.00    | 0.17%             | 2035-01-20      | Floating      | 10.65%                | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                            | Apidos CLO XXXVI                                                                                              | CUSIP: 03769LAJ7<br>LEI: 549300NWD6NYUKJT1J26 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500133.00    | 0.09%             | 2034-07-20      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                              | Apollo Global Management Inc                                                                                  | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |         789 | NS      | $98080.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apidos CLO Ltd                                            | Apidos CLO L                                                                                                  | CUSIP: 03771LAE4<br>LEI: 2549007IRDJIM26V8J63 | Long             | ABS-CBDO         | CORP              | KY        |      840000 | PA      | $642396.72    | 0.11%             | 2038-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                                                     | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |        2474 | NS      | $668895.38    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                                      | Ares Management Corp                                                                                          | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |        4067 | NS      | $604803.57    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES MANAGEMENT CORP                                      | Ares Management Corp                                                                                          | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |       11573 | NS      | $547287.17    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDONAGH GROUP FINANCE                                    | Ardonagh Group Finance Ltd                                                                                    | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $208685.80    | 0.04%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds         | Argentina Republic Government International Bonds                                                             | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     2000000 | PA      | $1401000.00   | 0.25%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                    | Arsenal AIC Parent LLC 2025 Term Loan B                                                                       | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2030-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                       | Ascend Learning LLC 2025 Repriced Term Loan B                                                                 | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |      197979 | PA      | $197773.58    | 0.03%             | 2028-12-11      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                               | Asurion LLC 2021 Second Lien Term Loan B4                                                                     | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      250000 | PA      | $237985.00    | 0.04%             | 2029-01-20      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                               | Asurion LLC 2022 Term Loan B10                                                                                | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      493639 | PA      | $493989.17    | 0.09%             | 2028-08-19      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                         | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      192000 | PA      | $188762.88    | 0.03%             | 2026-06-29      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                         | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      122000 | PA      | $123973.01    | 0.02%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Athenahealth Group Inc                                    | Athenahealth Group Inc 2022 Term Loan B                                                                       | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |      569206 | PA      | $566268.89    | 0.10%             | 2029-02-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| AVID AUTOMOBILE RECEIVABLES                               | AVID AUTOMOBILE RECEIVABLES                                                                                   | CUSIP: 05368WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1078852 | PA      | $1078852.19   | 0.19%             | 2032-07-15      | Fixed         | 7.80%                 | No            |                  3 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                   | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                          | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      167000 | PA      | $171074.63    | 0.03%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Avis Budget Rental Car Funding AESOP LLC                  | Avis Budget Rental Car Funding AESOP LLC                                                                      | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      210000 | PA      | $211651.86    | 0.04%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                  | Azule Energy Finance Plc                                                                                      | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     1670000 | PA      | $1678360.02   | 0.29%             | 2030-01-23      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                           | B&G Foods Inc 2024 Term Loan B                                                                                | CUSIP: 05508TAV4<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | LON              | CORP              | US        |      495000 | PA      | $472230.00    | 0.08%             | 2029-10-10      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                                                              | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      115000 | PA      | $119463.39    | 0.02%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                       | LBM Acquisition LLC                                                                                           | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |      262000 | PA      | $238978.10    | 0.04%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $211717.20    | 0.04%             | 2028-08-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                 | BPR Trust 2024-PMDW                                                                                           | CUSIP: 05592VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $190160.32    | 0.03%             | 2041-11-05      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                 | Legal & General Group PLC                                                                                     | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |      158857 | NS      | $496414.95    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                           | Baker Hughes Co                                                                                               | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11059 | NS      | $535366.19    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ballyrock Ltd                                             | Ballyrock CLO 2020-2 Ltd                                                                                      | CUSIP: 05875DAQ5<br>LEI: 254900Y6C4AXEAZ9T124 | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1253442.50   | 0.22%             | 2031-10-20      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                             | Ballyrock Clo 29 Ltd                                                                                          | CUSIP: 05876TAC0<br>LEI: 254900DD7OSYIC2KWA70 | Long             | ABS-CBDO         | CORP              | KY        |      470000 | PA      | $417110.90    | 0.07%             | 2038-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                            | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $200158.16    | 0.04%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc                                  | Boxer Parent Company Inc 2025 USD Term Loan B                                                                 | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |      497500 | PA      | $493863.28    | 0.09%             | 2031-07-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                                                          | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |         201 | NS      | $253461.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                          | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       75000 | PA      | $65352.82     | 0.01%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                          | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      135000 | PA      | $138404.63    | 0.02%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                          | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25430.50     | 0.00%             | 2030-07-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Bank of Montreal                                          | Bank of Montreal                                                                                              | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |        8567 | NS      | $1064224.74   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF NEW YORK MELLON                                   | Bank of New York Mellon/The                                                                                   | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |      250000 | PA      | $254053.88    | 0.04%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp/The                                                                              | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       55000 | PA      | $57473.30     | 0.01%             | 2039-07-21      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                            | Barings Clo Ltd 2019-IV                                                                                       | CUSIP: 06761YAE1<br>LEI: 549300QO1I8V07FLPQ13 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1517389.50   | 0.27%             | 2037-07-15      | Floating      | 10.30%                | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                  | Great Outdoors Group LLC 2025 Term Loan B                                                                     | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |      171846 | PA      | $171667.00    | 0.03%             | 2032-01-23      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                             | Rio Tinto PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |       15116 | NS      | $1089711.81   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                   | Beach Acquisition Bidco LLC                                                                                   | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      200000 | PA      | $214733.20    | 0.04%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| QXO Inc                                                   | QXO Inc Term Loan B                                                                                           | CUSIP: 07368RAJ0<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |       66111 | PA      | $66155.40     | 0.01%             | 2032-04-30      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                      | Beignet Investor LLC                                                                                          | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      241000 | PA      | $257076.48    | 0.05%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                                                    | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      152000 | PA      | $159758.38    | 0.03%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                   | Belron Finance 2019 LLC 2025 Repriced Term Loan B                                                             | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      261857 | PA      | $262949.43    | 0.05%             | 2031-10-16      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging LLC                                      | Berlin Packaging LLC 2025 Term Loan B7                                                                        | CUSIP: 08511LBD9<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |      992512 | PA      | $991212.31    | 0.17%             | 2031-06-07      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Blackhawk Network Holdings, Inc                           | Blackhawk Network Holdings Inc 2025 Term Loan B                                                               | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |      296261 | PA      | $297232.93    | 0.05%             | 2029-03-12      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc                                            | Blackstone Inc                                                                                                | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |        1345 | NS      | $197230.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                                             | Blackrock Inc                                                                                                 | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |         731 | NS      | $791534.11    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Boca Commercial Mortgage Trust                            | BOCA Commercial Mortgage Trust 2024-BOCA                                                                      | CUSIP: 096817AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      520000 | PA      | $525850.00    | 0.09%             | 2041-08-15      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                             | Boeing Co/The                                                                                                 | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |        8055 | NS      | $521319.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP Inc                                                   | BXP Inc                                                                                                       | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |        9984 | NS      | $710760.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES LP                                      | Boston Properties LP                                                                                          | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |      766000 | PA      | $749531.00    | 0.13%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust             | Bridgecrest Lending Auto Securitization Trust 2024-4                                                          | CUSIP: 10806EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1195000 | PA      | $1197523.60   | 0.21%             | 2028-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                      | Bridgebio Pharma Inc                                                                                          | CUSIP: 10806XAH5<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |      210000 | PA      | $317231.25    | 0.06%             | 2031-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                  | Brighthouse Financial Inc                                                                                     | CUSIP: 10922N707<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |        5410 | NS      | $68977.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                   | Bristol-Myers Squibb Co                                                                                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       17360 | NS      | $799775.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                              | Broadcom Inc                                                                                                  | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |         883 | NS      | $326383.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Group Holding LLC                                   | Brown Group Holding LLC 2022 Incremental Term Loan B2                                                         | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |      495000 | PA      | $496856.26    | 0.09%             | 2031-07-01      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                            | CFMT 2021-AL1 LLC                                                                                             | CUSIP: 12529UAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       83812 | PA      | $83475.01     | 0.01%             | 2031-09-22      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                   | CF Hippolyta Issuer LLC                                                                                       | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       94245 | PA      | $62051.50     | 0.01%             | 2061-03-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                  | CHS/Community Health Systems Inc                                                                              | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $974627.25    | 0.17%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                  | CHS/Community Health Systems Inc                                                                              | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      250000 | PA      | $223175.33    | 0.04%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                  | CHS/Community Health Systems Inc                                                                              | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      850000 | PA      | $899968.95    | 0.16%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CHG PPC Parent LLC                                        | CHG PPC Parent LLC 2021 Term Loan                                                                             | CUSIP: 12546FAF9<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |      197409 | PA      | $198148.88    | 0.03%             | 2028-12-08      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                             | CME Group Inc                                                                                                 | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        3609 | NS      | $958153.41    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CP ATLAS BUYER INC                                        | CP Atlas Buyer Inc                                                                                            | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |      110000 | PA      | $114748.98    | 0.02%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                        | CP Atlas Buyer Inc                                                                                            | CUSIP: 12597YAD1<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |      235000 | PA      | $230168.87    | 0.04%             | 2031-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                          | CSC Holdings LLC                                                                                              | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $157992.10    | 0.03%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                           | CSAIL 2015-C3 Commercial Mortgage Trust                                                                       | CUSIP: 12635FAZ7<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |      296000 | PA      | $260707.36    | 0.05%             | 2048-08-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                                                                               | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       22792 | NS      | $1781194.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                                               | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      163000 | PA      | $169394.16    | 0.03%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                                               | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      130000 | PA      | $136588.53    | 0.02%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2024-CBM Mortgage Trust                                                                                  | CUSIP: 12674GAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      892000 | PA      | $887512.44    | 0.16%             | 2041-12-10      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                 | Caesars Entertainment Inc 2024 Term Loan B1                                                                   | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |      493734 | PA      | $488550.14    | 0.09%             | 2031-02-06      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                     | Caesars Entertainment Inc                                                                                     | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      260000 | PA      | $248033.08    | 0.04%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Campbell's Company/The                                    | Campbell's Company/The                                                                                        | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       18496 | NS      | $557284.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Tire Corp Ltd                                    | Canadian Tire Corp Ltd                                                                                        | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |        9034 | NS      | $1036054.97   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| CARNIVAL CORP                                             | Carnival Corp                                                                                                 | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      275000 | PA      | $612150.00    | 0.11%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cast and Crew Payroll LLC                                 | Cast and Crew Payroll LLC 2021 Incremental Term Loan                                                          | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |      493588 | PA      | $402521.22    | 0.07%             | 2028-12-29      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                  | Castlelake Aircraft Structured Trust 2019-1                                                                   | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |       81472 | PA      | $79436.89     | 0.01%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                           | Cemex SAB de CV                                                                                               | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     1235000 | PA      | $1283103.25   | 0.23%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Century De Buyer LLC                                      | Century De Buyer LLC 2025 Term Loan B                                                                         | CUSIP: 15651FAE6<br>LEI: 254900PQRPPYRTQIDX74 | Long             | LON              | CORP              | US        |      272939 | PA      | $273826.27    | 0.05%             | 2030-10-30      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                                    | Champ Acquisition Corp                                                                                        | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $319521.60    | 0.06%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                              | Chevron Corp                                                                                                  | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11771 | NS      | $1856522.12   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                         | Cisco Systems Inc                                                                                             | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       27671 | NS      | $2023026.81   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CITADEL SECURITIES GLOBA                                  | Citadel Securities Global Holdings LLC                                                                        | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |      250000 | PA      | $262291.00    | 0.05%             | 2035-06-18      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                 | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      161000 | PA      | $166808.88    | 0.03%             | 2028-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                 | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      119000 | PA      | $124509.70    | 0.02%             | 2028-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                 | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      123000 | PA      | $126736.00    | 0.02%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                  | Citizens Financial Group Inc                                                                                  | CUSIP: 174610808<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |       12650 | NS      | $320930.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| CLARIOS GLOBAL LP/US FIN                                  | Clarios Global LP / Clarios US Finance Co                                                                     | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       95000 | PA      | $97202.29     | 0.02%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                  | Clear Channel Outdoor Holdings Inc                                                                            | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      150000 | PA      | $148864.34    | 0.03%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| CLOUD SOFTWARE GRP INC                                    | Cloud Software Group Inc                                                                                      | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      210000 | PA      | $217211.40    | 0.04%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                            | Cloudflare Inc                                                                                                | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |      105000 | PA      | $146311.43    | 0.03%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                            | Cloudflare Inc                                                                                                | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |      563000 | PA      | $704274.43    | 0.12%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                       | Clydesdale Acquisition Holdings Inc Term Loan B                                                               | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      497959 | PA      | $497570.77    | 0.09%             | 2029-04-13      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                          | Coca-Cola Co/The                                                                                              | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       11185 | NS      | $770646.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                                       | Coinbase Global Inc                                                                                           | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      198000 | PA      | $252054.00    | 0.04%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                       | Coinbase Global Inc                                                                                           | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      283000 | PA      | $315403.50    | 0.06%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                   | Colombia Government International Bonds                                                                       | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1380000 | PA      | $1056390.00   | 0.19%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2020-2 Mortgage Loan Trust                                                                               | CUSIP: 19688JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      745000 | PA      | $742764.78    | 0.13%             | 2065-03-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                              | Comcast Corp                                                                                                  | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |        8239 | NS      | $229332.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                        | Conagra Brands Inc                                                                                            | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |       26194 | NS      | $450274.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20753YAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1266000 | PA      | $1393990.32   | 0.24%             | 2042-03-25      | Floating      | 13.68%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20754AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      860000 | PA      | $895170.39    | 0.16%             | 2041-12-25      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20754BAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      445000 | PA      | $474683.28    | 0.08%             | 2042-01-25      | Floating      | 11.83%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20754DAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1325000 | PA      | $1424414.22   | 0.25%             | 2042-04-25      | Floating      | 11.18%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20754KAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      860000 | PA      | $897386.35    | 0.16%             | 2041-11-25      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1145000 | PA      | $1198619.78   | 0.21%             | 2041-12-25      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1400000 | PA      | $1455132.00   | 0.26%             | 2041-10-25      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                  | Corebridge Financial Inc                                                                                      | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |        4900 | NS      | $121520.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                               | Corning Inc                                                                                                   | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |        2388 | NS      | $212723.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                    | CUSIP: 21H0226B2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5972000 | PA      | $5168341.75   | 0.91%             | 2055-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                    | CUSIP: 21H0426B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1340000 | PA      | $1307613.89   | 0.23%             | 2055-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                    | CUSIP: 21H0426B0<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -1340000 | PA      | $-1307613.89  | -0.23%            | 2055-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                    | CUSIP: 21H0526B9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1915000 | PA      | $1930792.35   | 0.34%             | 2054-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                    | CUSIP: 21H0606B2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1895000 | PA      | $1928544.66   | 0.34%             | 2054-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                      | Cotiviti Corporation 2024 Term Loan                                                                           | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |      271568 | PA      | $261158.47    | 0.05%             | 2031-05-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                      | Reworld Holding Corp                                                                                          | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18792.87     | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                        | CrossCountry Intermediate HoldCo LLC                                                                          | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      954000 | PA      | $962799.82    | 0.17%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding,Inc.                  | Crown Subsea Communications HoldingInc 2025 Term Loan B                                                       | CUSIP: 22860EAK8<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |      495000 | PA      | $497475.00    | 0.09%             | 2031-01-30      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                                     | CyberArk Software Ltd                                                                                         | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |      100000 | PA      | $116600.00    | 0.02%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                          | Cytokinetics Inc                                                                                              | CUSIP: 23282WAC4<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |      195000 | PA      | $275925.00    | 0.05%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                          | Cytokinetics Inc                                                                                              | CUSIP: 23282WAD2<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |       50000 | PA      | $61930.00     | 0.01%             | 2031-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                 | DLLAD 2023-1 LLC                                                                                              | CUSIP: 233258AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      465772 | PA      | $467455.86    | 0.08%             | 2028-01-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                             | DTE Energy Co                                                                                                 | CUSIP: 233331792<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |       15450 | NS      | $388413.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| DATADOG INC                                               | Datadog Inc                                                                                                   | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |      750000 | PA      | $795375.00    | 0.14%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                              | DC Trust 2024-HLTN                                                                                            | CUSIP: 24022FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      520000 | PA      | $519681.92    | 0.09%             | 2040-04-13      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                      | Deephaven Residential Mortgage Trust 2021-3                                                                   | CUSIP: 24381VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1550000 | PA      | $1188289.52   | 0.21%             | 2066-08-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                               | Deluxe Corp                                                                                                   | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |      200000 | PA      | $209523.63    | 0.04%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                    | Diamondback Energy Inc                                                                                        | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |       80000 | PA      | $63021.28     | 0.01%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                    | Diamondback Energy Inc                                                                                        | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |       45000 | PA      | $43116.01     | 0.01%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                                  | Digital Realty Trust Inc                                                                                      | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |        1033 | NS      | $176033.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                       | Dominion Energy Inc                                                                                           | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |        2866 | NS      | $168205.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                       | Dominion Energy Inc                                                                                           | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      106000 | PA      | $111416.81    | 0.02%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                       | Dominion Energy Inc                                                                                           | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       30000 | PA      | $32769.12     | 0.01%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                              | DoorDash Inc                                                                                                  | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |      353000 | PA      | $389712.00    | 0.07%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED BRL / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $7572.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED COP / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $3936.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD CLP                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-4869.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD UYU                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-365.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED SGD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |           1 | NC      | $-90.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD THB                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $10000.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                       | PURCHASED MXN / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | MX        |           1 | NC      | $3407.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD PEN                                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-2303.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD THB                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $4279.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD CNH                                                                                      | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $132.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                       | PURCHASED USD / SOLD CNH                                                                                      | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |           1 | NC      | $266.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD CNH                                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $132.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD PEN                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-2243.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD CZK                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $3004.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED TRY / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |           1 | NC      | $5580.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD MYR                                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-3733.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED RON / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | RO        |           1 | NC      | $-4177.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED INR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | IN        |           1 | NC      | $-1768.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED HUF / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |           1 | NC      | $962.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $18272.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED PLN / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |           1 | NC      | $-65.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD ZAR                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-248.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED IDR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |           1 | NC      | $-268.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $279869.05    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD PHP                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $8788.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $41.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD PEN                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-2687.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | XX        |           1 | NC      | $-9229.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-3870.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                     | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $25.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-7188.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-3073.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED COP / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $206.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD IDR                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-350.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED PHP / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PH        |           1 | NC      | $-6.24        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD THB                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $393.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD ZAR                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-201.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD RON                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $199.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD PEN                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-4881.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $2365.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED USD / SOLD MYR                                                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-99.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED PLN / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PL        |           1 | NC      | $-82.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD HUF                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $121.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD UYU                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-202.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED BRL / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $273.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED INR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IN        |           1 | NC      | $28.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD MXN                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $1204.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                       | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |           1 | NC      | $2333.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-4370.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-4238.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                            | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | US        |           1 | NC      | $1793.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |           1 | NC      | $2208.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD NOK                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $32176.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED USD / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $55348.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $3105.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $42162.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $17644.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD CHF                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $7669.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $35235.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD SEK                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $8153.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2459.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                       | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |           1 | NC      | $1025.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                       | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $559.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-398.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $92794.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED EUR / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $1305.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED GBP / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-76.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $21942.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $42801.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $1531.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $229.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $-349.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED EUR / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $-403.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dow Inc                                                   | Dow Inc                                                                                                       | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       31742 | NS      | $757046.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dragon Buyer, Inc                                         | Dragon Buyer Inc Term Loan B                                                                                  | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |      143912 | PA      | $144236.30    | 0.03%             | 2031-09-30      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Grupo Mexico SAB de CV                                    | Grupo Mexico SAB de CV                                                                                        | CUSIP: 000000000<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |      227189 | NS      | $1964157.34   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                          | Duke Energy Corp                                                                                              | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        4261 | NS      | $529642.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD Borrower LP                                         | EMRLD Borrower LP 2024 Term Loan B                                                                            | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |      346507 | PA      | $345040.84    | 0.06%             | 2031-08-04      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                         | EOG Resources Inc                                                                                             | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |         895 | NS      | $94726.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EP Purchaser LLC                                          | EP Purchaser LLC 2021 Term Loan B                                                                             | CUSIP: 26881KAC8<br>LEI: 549300GGODRVQG1GH476 | Long             | LON              | CORP              | US        |      345524 | PA      | $293982.44    | 0.05%             | 2028-11-06      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Company (The)                                | EW Scripps Company (The) 2025 Term Loan B2                                                                    | CUSIP: 26928BAQ2<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |       51990 | PA      | $52564.39     | 0.01%             | 2028-06-30      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Company (The)                                | EW Scripps Company (The) 2025 Term Loan B3                                                                    | CUSIP: 26928BAR0<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |       62028 | PA      | $59919.38     | 0.01%             | 2029-11-30      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                             | EchoStar Corp                                                                                                 | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      123000 | PA      | $126924.93    | 0.02%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Edison International                                      | Edison International                                                                                          | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        6719 | NS      | $372098.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                                                                          | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      701000 | PA      | $683721.68    | 0.12%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                                                                          | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     1043000 | PA      | $1076446.92   | 0.19%             | 2053-06-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                                                                          | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      396000 | PA      | $407568.74    | 0.07%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                                 | Emera Inc                                                                                                     | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |       22633 | NS      | $1076017.57   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| EMERA INC                                                 | Emera Inc                                                                                                     | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |      334000 | PA      | $335592.18    | 0.06%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                       | Emerson Electric Co                                                                                           | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |        1005 | NS      | $140267.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                                                  | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      382000 | PA      | $384588.43    | 0.07%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                                                  | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      155000 | PA      | $178209.08    | 0.03%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                            | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      103000 | PA      | $109954.35    | 0.02%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                            | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      127000 | PA      | $125849.72    | 0.02%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Endure Digital Inc                                        | Endure Digital Inc Non-CoOp Term Loan                                                                         | CUSIP: 29279UAB2<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |      197423 | PA      | $102018.18    | 0.02%             | 2028-02-10      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                                        | Enphase Energy Inc                                                                                            | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |      175000 | PA      | $151602.50    | 0.03%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                          | Ensemble RCM LLC 2024 Term Loan B                                                                             | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |      296241 | PA      | $297304.10    | 0.05%             | 2029-08-01      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                          | Enstar Group Ltd                                                                                              | CUSIP: 29359U109<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EP               | CORP              | BM        |       10194 | NS      | $244656.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Fleet Financing LLC                            | Enterprise Fleet Financing 2023-3 LLC                                                                         | CUSIP: 29374LAB6<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |      228777 | PA      | $231833.04    | 0.04%             | 2030-03-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                               | Epicor Software Corporation 2024 Term Loan F                                                                  | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |      272250 | PA      | $272761.83    | 0.05%             | 2031-05-30      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                         | EUSHI Finance Inc                                                                                             | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      218000 | PA      | $229218.06    | 0.04%             | 2054-12-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                         | Eversource Energy                                                                                             | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |        4111 | NS      | $303432.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EXACT SCIENCES CORP                                       | Exact Sciences Corp                                                                                           | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |      435000 | PA      | $487330.50    | 0.09%             | 2030-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2025-1                                                                    | CUSIP: 30167MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      440000 | PA      | $440632.50    | 0.08%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                                   | Extra Space Storage Inc                                                                                       | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |         870 | NS      | $116179.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Extended Stay America Trust                               | Extended Stay America Trust 2025-ESH                                                                          | CUSIP: 30227TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100937.50    | 0.02%             | 2042-10-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| EZCORP INC                                                | EZCORP Inc                                                                                                    | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |      300000 | PA      | $316874.40    | 0.06%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                          | Exxon Mobil Corp                                                                                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       18849 | NS      | $2155571.64   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORP                                                  | FMC Corp                                                                                                      | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      178000 | PA      | $172744.85    | 0.03%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                        | FS Luxembourg Sarl                                                                                            | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      255000 | PA      | $264562.50    | 0.05%             | 2033-06-25      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| FS Trust                                                  | FS Trust 2024-HULA                                                                                            | CUSIP: 30338DAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      110000 | PA      | $110206.25    | 0.02%             | 2039-08-15      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS                                   | Farm Credit Bank of Texas                                                                                     | CUSIP: 30767EAE9<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGA              | US        |      324000 | PA      | $338394.02    | 0.06%             | 2029-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS                                   | Farm Credit Bank of Texas                                                                                     | CUSIP: 30767EAF6<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGA              | US        |      250000 | PA      | $260419.00    | 0.05%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132CXYW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      170027 | PA      | $171755.92    | 0.03%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132CXZQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1024963 | PA      | $1047956.06   | 0.18%             | 2040-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1115057 | PA      | $1126706.58   | 0.20%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp                                                                               | CUSIP: 313400624<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | USGSE             | US        |        2075 | NS      | $33200.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association                                                                         | CUSIP: 313586752<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | USGSE             | US        |        2075 | NS      | $34901.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FEDERAL REALTY OP LP                                      | Federal Realty OP LP                                                                                          | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |      430000 | PA      | $429140.00    | 0.08%             | 2029-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137FT3B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      252557 | PA      | $46234.33     | 0.01%             | 2050-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137H3Y89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      207675 | PA      | $36877.17     | 0.01%             | 2049-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140W2X48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      633522 | PA      | $639763.42    | 0.11%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418E4K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      253450 | PA      | $262008.74    | 0.05%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                           | Fannie Mae Interest Strip                                                                                     | CUSIP: 31423XPM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      406369 | PA      | $39047.56     | 0.01%             | 2041-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                          | Freddie Mac Strips                                                                                            | CUSIP: 3142G42C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      285343 | PA      | $51098.44     | 0.01%             | 2052-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3142J6CN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1200000 | PA      | $1212538.03   | 0.21%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIDELIS INSUR HLD LTD                                     | Fidelis Insurance Holdings Ltd                                                                                | CUSIP: 31575FAC0<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |      200000 | PA      | $216032.20    | 0.04%             | 2055-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Filtration Group Corporation                              | Filtration Group Corporation 2025 USD Term Loan                                                               | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |      595373 | PA      | $597480.36    | 0.10%             | 2028-10-21      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                    | First Brands Group LLC 2021 2nd Lien Term Loan                                                                | CUSIP: 31935HAF4<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2028-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                   | First Student Bidco Inc 2025 Term Loan B                                                                      | CUSIP: 33718FAN0<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      457351 | PA      | $457694.39    | 0.08%             | 2030-08-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                   | First Student Bidco Inc 2025 Term Loan C                                                                      | CUSIP: 33718FAP5<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      140235 | PA      | $140305.08    | 0.02%             | 2030-08-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                   | Flagstar Mortgage Trust 2018-3                                                                                | CUSIP: 33851JAC3<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |       57419 | PA      | $53710.42     | 0.01%             | 2048-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                   | Flagstar Mortgage Trust 2021-9INV                                                                             | CUSIP: 33851MAB8<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |      123366 | PA      | $109271.28    | 0.02%             | 2041-09-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP                                                | Fluor Corp                                                                                                    | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |      450000 | PA      | $579150.00    | 0.10%             | 2029-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Flynn Restaurant Group LP                                 | Flynn Restaurant Group LP 2025 Incremental Term Loan                                                          | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |      169150 | PA      | $169704.81    | 0.03%             | 2032-01-28      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                              | Focus Financial Partners LLC 2025 Incremental Term Loan B                                                     | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |      307675 | PA      | $308348.81    | 0.05%             | 2031-09-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                             | Ford Motor Co                                                                                                 | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |       12720 | NS      | $167013.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Intermediate 3, Inc                              | Fortress Intermediate 3 Inc 2025 Term Loan B                                                                  | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |      744375 | PA      | $745305.47    | 0.13%             | 2031-06-27      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                     | Foundry JV Holdco LLC                                                                                         | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $215828.56    | 0.04%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                    | Franklin Resources Inc                                                                                        | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |       40471 | NS      | $915049.31    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Multifamily Structured Credit Risk                        | Freddie Mac Mscr Trust Mn8                                                                                    | CUSIP: 35563RAB1<br>LEI: 529900XKEN78GROIG538 | Long             | ABS-MBS          | USGSE             | US        |      600000 | PA      | $626530.38    | 0.11%             | 2044-05-25      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                       | CUSIP: 35564KNE5<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |     1375000 | PA      | $1457838.66   | 0.26%             | 2041-11-25      | Floating      | 11.98%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-DNA1                                                                       | CUSIP: 35564KQZ5<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |     1280000 | PA      | $1354975.49   | 0.24%             | 2042-01-25      | Floating      | 11.28%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2020-HQA2                                                                       | CUSIP: 35565LBE5<br>LEI: 5493000ITBJ4KEFYWF83 | Long             | ABS-MBS          | USGSE             | US        |     1250000 | PA      | $1532380.13   | 0.27%             | 2050-03-25      | Floating      | 11.90%                | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                     | Freedom Mortgage Corp                                                                                         | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      100000 | PA      | $111316.60    | 0.02%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                     | Freedom Mortgage Holdings LLC                                                                                 | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      250000 | PA      | $262500.00    | 0.05%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                     | Freedom Mortgage Holdings LLC                                                                                 | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      220000 | PA      | $233865.72    | 0.04%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                     | Freedom Mortgage Holdings LLC                                                                                 | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      380000 | PA      | $396193.37    | 0.07%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                     | Freedom Mortgage Holdings LLC                                                                                 | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      850000 | PA      | $873122.55    | 0.15%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Corp                              | Frontier Communications Corp 2025 Term Loan B                                                                 | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      246256 | PA      | $245795.74    | 0.04%             | 2031-07-01      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |           0 | PA      | $0.00         | 0.00%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179XLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2731409 | PA      | $2604363.01   | 0.46%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Trust 2015-GC28                                                                        | CUSIP: 36251FAG1<br>LEI: 5493002EPQ51IPGGFX73 | Long             | ABS-MBS          | CORP              | US        |      252771 | PA      | $241371.19    | 0.04%             | 2048-02-10      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| GDZ ELEKTRIK DAGITIM AS                                   | GDZ Elektrik Dagitim AS                                                                                       | CUSIP: 36270TAA1<br>LEI: 984500B63B5766038A64 | Long             | DBT              | CORP              | TR        |     2094000 | PA      | $2047385.09   | 0.36%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Gaming and Leisure Properties Inc                         | Gaming and Leisure Properties Inc                                                                             | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |       21998 | NS      | $982430.68    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GC TREASURY CENTRE CO                                     | GC Treasury Center Co Ltd                                                                                     | CUSIP: 36830AAB3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |      400000 | PA      | $404879.17    | 0.07%             | 2030-09-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                                     | GC Treasury Center Co Ltd                                                                                     | CUSIP: 36830AAD9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |      225000 | PA      | $232755.11    | 0.04%             | 2035-03-10      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                         | General Mills Inc                                                                                             | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       10838 | NS      | $505159.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                               | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      246000 | PA      | $246785.72    | 0.04%             | 2030-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc (New)                               | Genesee & Wyoming Inc (New) 2024 Term Loan                                                                    | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |      197752 | PA      | $197223.89    | 0.03%             | 2031-04-10      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                          | Genuine Parts Co                                                                                              | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |        3889 | NS      | $495108.59    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                       | Gilead Sciences Inc                                                                                           | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        3893 | NS      | $466342.47    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                                                          | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       84000 | PA      | $90597.28     | 0.02%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                                                          | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       43000 | PA      | $43836.82     | 0.01%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: —       |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                                                          | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20977.95     | 0.00%             | 2055-04-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC                                           | Global Atlantic Fin Co                                                                                        | CUSIP: 37959GAC1<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      288000 | PA      | $280491.02    | 0.05%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                    | Global Atlantic Fin Co                                                                                        | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      148000 | PA      | $154733.11    | 0.03%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                | GLS Auto Receivables Issuer Trust 2024-3                                                                      | CUSIP: 37989AAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1300000 | PA      | $1325638.21   | 0.23%             | 2031-06-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Barnes Group Inc                                          | Barnes Group Inc 2025 Term Loan B                                                                             | CUSIP: 38021CAC2<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | LON              | CORP              | US        |      129350 | PA      | $129188.31    | 0.02%             | 2032-01-27      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                | goeasy Ltd                                                                                                    | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $199553.74    | 0.04%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                | goeasy Ltd                                                                                                    | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |       20000 | PA      | $19544.82     | 0.00%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Golden State Food LLC                                     | Golden State Food LLC Term Loan B                                                                             | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       99002 | PA      | $99243.07     | 0.02%             | 2031-12-04      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                  | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                                                   | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       25000 | PA      | $22506.29     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38378MAD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      210086 | PA      | $34708.60     | 0.01%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38382XSD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      301038 | PA      | $52831.18     | 0.01%             | 2051-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                   | Great Canadian Gaming Corp/Raptor LLC                                                                         | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |      129000 | PA      | $126123.58    | 0.02%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                     | Great-West Lifeco Inc                                                                                         | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |       25788 | NS      | $1093261.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Greensky Home Improvement Issuer Trust                    | GreenSky Home Improvement Issuer Trust 2025-1                                                                 | CUSIP: 39571NAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      700000 | PA      | $723448.60    | 0.13%             | 2060-03-25      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                               | Bouygues SA                                                                                                   | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |       22315 | NS      | $1007256.83   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                                       | Guardant Health Inc                                                                                           | CUSIP: 40131MAD1<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |      310000 | PA      | $528612.00    | 0.09%             | 2031-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| GUIDEWIRE SOFTWARE INC                                    | Guidewire Software Inc                                                                                        | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |      432000 | PA      | $509328.00    | 0.09%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                   | Veolia Environnement SA                                                                                       | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |        5154 | NS      | $170324.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Core & Main LP                                            | Core & Main LP 2024 Term Loan D                                                                               | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |      255006 | PA      | $254899.31    | 0.04%             | 2028-07-27      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                             | HTL Commercial Mortgage Trust 2024-T53                                                                        | CUSIP: 404300AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1260000 | PA      | $1289625.88   | 0.23%             | 2039-05-10      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                    | HP Inc                                                                                                        | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       42474 | NS      | $1175255.58   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HIH Trust                                                 | HIH Trust 2024-61P                                                                                            | CUSIP: 40444VAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      674899 | PA      | $678273.33    | 0.12%             | 2041-10-15      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Generali                                                  | Generali                                                                                                      | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |       12148 | NS      | $467648.04    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamlin Park CLO                                           | Hamlin Park CLO Ltd                                                                                           | CUSIP: 407908AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      840000 | PA      | $676321.80    | 0.12%             | 2037-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Hanesbrands, Inc.                                         | Hanesbrands Inc 2025 Term Loan B                                                                              | CUSIP: 410346AY6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | LON              | CORP              | US        |      239491 | PA      | $239891.02    | 0.04%             | 2032-03-07      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| BPER Banca SPA                                            | BPER Banca SPA                                                                                                | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |       21074 | NS      | $252506.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                              | Capgemini SE                                                                                                  | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |         726 | NS      | $111691.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                    | HAT Holdings I LLC / HAT Holdings II LLC                                                                      | CUSIP: 418751AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      450000 | PA      | $532800.00    | 0.09%             | 2028-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                 | Healthpeak Properties Inc                                                                                     | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               |  | US        |       24012 | NS      | $431015.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Vehicle Financing LLC                               | Hertz Vehicle Financing III LLC                                                                               | CUSIP: 42806MBV0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     1280000 | PA      | $1294416.51   | 0.23%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| HighTower Holdings LLC                                    | HighTower Holdings LLC 2025 1st Lien Term Loan B                                                              | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |      297754 | PA      | $297381.56    | 0.05%             | 2032-02-03      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                     | Hightower Holding LLC                                                                                         | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |      320000 | PA      | $342992.32    | 0.06%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                       | Hilcorp Energy I LP Term Loan B                                                                               | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |       99500 | PA      | $99562.69     | 0.02%             | 2030-02-11      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                        | Home Depot Inc/The                                                                                            | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        1068 | NS      | $405402.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Re Ltd                                               | Home RE 2023-1 Ltd                                                                                            | CUSIP: 43731BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1233212 | PA      | $1263002.99   | 0.22%             | 2033-10-25      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance                                  | Horizon Aircraft Finance I Ltd                                                                                | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      573303 | PA      | $566122.35    | 0.10%             | 2038-12-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance                                  | Horizon Aircraft Finance III Ltd                                                                              | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      132287 | PA      | $128646.83    | 0.02%             | 2039-11-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                       | Hotwire Funding LLC                                                                                           | CUSIP: 44148JAA7<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |      295000 | PA      | $287591.13    | 0.05%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                  | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC                                 | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      540000 | PA      | $557338.32    | 0.10%             | 2032-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                                 | HUB International Limited 2025 Term Loan B                                                                    | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |      506814 | PA      | $508379.80    | 0.09%             | 2030-06-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                  | Hudson Pacific Properties LP                                                                                  | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     1875000 | PA      | $1726247.96   | 0.30%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| HUDSON PACIFIC PROPERTIE                                  | Hudson Pacific Properties LP                                                                                  | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |      110000 | PA      | $93929.52     | 0.02%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| The Huntington National Bank                              | Huntington Bank Auto Credit-Linked Notes Series 2025-1                                                        | CUSIP: 446438TA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      390189 | PA      | $389746.71    | 0.07%             | 2033-03-21      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                              | Huntington Bank Auto Credit-Linked Notes Series 2025-1                                                        | CUSIP: 446438TB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      603901 | PA      | $609602.06    | 0.11%             | 2033-03-21      | Floating      | 11.33%                | No            |                  2 | On Loan: No      |
| The Huntington National Bank                              | Huntington Bank Auto Credit-Linked Notes Series 2025-2                                                        | CUSIP: 44644NAR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      469823 | PA      | $468248.83    | 0.08%             | 2033-09-20      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                          | IRB Holding Corp 2024 1st Lien Term Loan B                                                                    | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |      444759 | PA      | $445297.56    | 0.08%             | 2027-12-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| IMMUNOCORE HOLDINGS                                       | Immunocore Holdings PLC                                                                                       | CUSIP: 45258DAB1<br>LEI: 213800IUE3DFS84BVN18 | Long             | DBT              | CORP              | GB        |      325000 | PA      | $285870.00    | 0.05%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                         | Imperial Fund Mortgage Trust 2021-NQM4                                                                        | CUSIP: 45276JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      180000 | PA      | $146052.04    | 0.03%             | 2057-01-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                              | MH Sub I LLC 2023 Term Loan                                                                                   | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |      471567 | PA      | $427772.54    | 0.08%             | 2028-05-03      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                              | MH Sub I LLC 2024 Term Loan B4                                                                                | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |      319177 | PA      | $254703.03    | 0.04%             | 2031-12-31      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Insulet Corporation                                       | Insulet Corporation 2025 Term Loan                                                                            | CUSIP: 45784QAF6<br>LEI: 549300TZTYD2PYN92D43 | Long             | LON              | CORP              | US        |      236907 | PA      | $238113.08    | 0.04%             | 2031-08-01      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                                                                                    | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       65000 | PA      | $41193.89     | 0.01%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                                                                                    | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      155000 | PA      | $148221.87    | 0.03%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTEGER HOLDINGS CORP                                     | Integer Holdings Corp                                                                                         | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |      435000 | PA      | $376927.50    | 0.07%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                      | International Business Machines Corp                                                                          | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |        7143 | NS      | $2195829.63   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                                    | International Paper Co                                                                                        | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |        3411 | NS      | $131801.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/The                          | Interpublic Group of Cos Inc/The                                                                              | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |       18164 | NS      | $466088.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                           | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      310000 | PA      | $293792.83    | 0.05%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                           | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $247536.24    | 0.04%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                                  | Ionis Pharmaceuticals Inc                                                                                     | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |      488000 | PA      | $742687.20    | 0.13%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                                  | IREN Ltd                                                                                                      | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |       55000 | PA      | $57915.00     | 0.01%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                         | Iron Mountain Inc 2023 Term Loan B                                                                            | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |      271545 | PA      | $271488.23    | 0.05%             | 2031-01-31      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                         | Ivanhoe Mines Ltd                                                                                             | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     1200000 | PA      | $1236853.20   | 0.22%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                            | Chase Auto Credit Linked Notes Series 2025-1                                                                  | CUSIP: 46591HCV0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      713703 | PA      | $714376.72    | 0.13%             | 2033-02-25      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                                                           | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |        8729 | NS      | $2715766.48   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust             | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16                                                 | CUSIP: 46641BAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      252393 | PA      | $239788.72    | 0.04%             | 2046-12-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                | JPMBB Commercial Mortgage Securities Trust 2014-C23                                                           | CUSIP: 46643AAG8<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |     1525000 | PA      | $1379225.56   | 0.24%             | 2047-09-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70541.36     | 0.01%             | 2028-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70934.33     | 0.01%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       77000 | PA      | $79311.35     | 0.01%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25830.88     | 0.00%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25921.63     | 0.00%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                  | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co                                 | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $56266.10     | 0.01%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                    | Jazz Investments I Ltd                                                                                        | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      505000 | PA      | $616605.00    | 0.11%             | 2030-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                                | JD.com Inc                                                                                                    | CUSIP: 47215PAJ5<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |      150000 | PA      | $158250.00    | 0.03%             | 2029-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                               | Telenor ASA                                                                                                   | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |       13224 | NS      | $196661.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                   | JetBlue Airways Corp / JetBlue Loyalty LP                                                                     | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      215000 | PA      | $211322.33    | 0.04%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                            | JBT Marel Corp                                                                                                | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |      325000 | PA      | $303062.50    | 0.05%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                                                                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |        8370 | NS      | $1580841.90   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSONVILLE AERO COMBST                                  | Johnsonville Aeroderivative Combustion Turbine Generation LLC                                                 | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       93824 | PA      | $91173.93     | 0.02%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Johnstone Supply LLC                                      | Johnstone Supply LLC Term Loan B                                                                              | CUSIP: 47947BAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      247500 | PA      | $247769.78    | 0.04%             | 2031-06-09      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| KKR Apple Bidco LLC                                       | KKR Apple Bidco LLC 2025 Term Loan                                                                            | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |      246853 | PA      | $247425.27    | 0.04%             | 2031-09-23      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                                                        | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |         742 | NS      | $192973.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                                                                       | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |       22550 | NS      | $396654.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                                       | Kimberly-Clark Corp                                                                                           | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |         795 | NS      | $95169.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                        | Kraft Heinz Co/The                                                                                            | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       32587 | NS      | $805876.51    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kubota Credit Owner Trust                                 | Kubota Credit Owner Trust 2023-2                                                                              | CUSIP: 500945AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      261868 | PA      | $263839.82    | 0.05%             | 2028-01-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                       | LBM Acquisition LLC 2024 Incremental Term Loan B                                                              | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |      493750 | PA      | $475955.25    | 0.08%             | 2031-06-06      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                             | LFS Topco LLC                                                                                                 | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1668000 | PA      | $1632773.01   | 0.29%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LTI Holdings Inc                                          | LTI Holdings Inc 2024 Term Loan B                                                                             | CUSIP: 50217UBF3<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |      346500 | PA      | $348232.50    | 0.06%             | 2029-07-29      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                       | LSF12 Crown US Commercial Bidco LLC 2025 Term Loan B                                                          | CUSIP: 50221UAD3<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |      299250 | PA      | $300839.02    | 0.05%             | 2031-12-02      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                           | UPM-Kymmene Oyj                                                                                               | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |       12432 | NS      | $333579.12    | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| LANTHEUS HOLDINGS INC                                     | Lantheus Holdings Inc                                                                                         | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |      400000 | PA      | $443200.00    | 0.08%             | 2027-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                | Allianz SE                                                                                                    | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |        3559 | NS      | $1430154.25   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                     | Level 3 Financing Inc                                                                                         | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      191000 | PA      | $176436.25    | 0.03%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lewey Park CLO Ltd                                        | Lewey Park CLO Ltd                                                                                            | CUSIP: 527582AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      835000 | PA      | $608496.23    | 0.11%             | 2037-10-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                                     | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |         988 | NS      | $611269.55    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                  | Liberty Mutual Group Inc                                                                                      | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      118000 | PA      | $115339.72    | 0.02%             | 2051-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                                       | Limak Yenilenebilir Enerji AS                                                                                 | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |     1795000 | PA      | $1770496.28   | 0.31%             | 2030-08-12      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                     | Lincoln National Corp                                                                                         | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      386000 | PA      | $415211.32    | 0.07%             | 2027-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| LIVE NATION ENTERTAINMEN                                  | Live Nation Entertainment Inc                                                                                 | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      200000 | PA      | $301680.00    | 0.05%             | 2029-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                      | Lockheed Martin Corp                                                                                          | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |         606 | NS      | $298079.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Polska Kasa Opieki SA                                | Bank Polska Kasa Opieki SA                                                                                    | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |        4563 | NS      | $233633.69    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bankinter SA                                              | Bankinter SA                                                                                                  | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |       70089 | NS      | $1056538.07   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                                                                            | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |       35082 | NS      | $706764.49    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                     | Lumentum Holdings Inc                                                                                         | CUSIP: 55024UAH2<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |      144000 | PA      | $425520.00    | 0.07%             | 2029-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| Mercedes-Benz Group AG                                    | Mercedes-Benz Group AG                                                                                        | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |        3397 | NS      | $220412.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                      | MAD Commercial Mortgage Trust 2025-11MD                                                                       | CUSIP: 55616AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      560000 | PA      | $560389.03    | 0.10%             | 2042-10-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                   | Macy's Retail Holdings LLC                                                                                    | CUSIP: 55616XAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      115000 | PA      | $93654.88     | 0.02%             | 2042-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                  | Warnermedia Holdings Inc                                                                                      | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      240000 | PA      | $192655.20    | 0.03%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                      | Michaels Cos Inc/The                                                                                          | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      160000 | PA      | $149405.00    | 0.03%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                   | Magna International Inc                                                                                       | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |       22401 | NS      | $1058279.75   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnetite CLO Ltd                                         | Magnetite Xlv Ltd                                                                                             | CUSIP: 55956DAE9<br>LEI: 529900IK6R4NURGLMB37 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $234000.00    | 0.04%             | 2038-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                | MajorDrive Holdings IV LLC Term Loan B                                                                        | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |      592268 | PA      | $573664.91    | 0.10%             | 2028-06-01      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority          | MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE                                                                    | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      725000 | PA      | $760844.87    | 0.13%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                 | Sanofi SA                                                                                                     | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |        2005 | NS      | $202831.37    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                                                            | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |      105865 | NS      | $1078784.06   | 0.19%             |  |  |  | No            |                  2 | On Loan: —       |
| MARS INC                                                  | Mars Inc                                                                                                      | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      180000 | PA      | $184972.38    | 0.03%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                                | Siemens AG                                                                                                    | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |        2646 | NS      | $749869.00    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                    | Marvell Technology Inc                                                                                        | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1486 | NS      | $139297.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                               | Bayerische Motoren Werke AG                                                                                   | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |        2159 | NS      | $187046.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                    | Massachusetts Institute of Technology                                                                         | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35993.04     | 0.01%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                               | McAfee LLC 2024 USD 1st Lien Term Loan B                                                                      | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |      742514 | PA      | $702292.08    | 0.12%             | 2029-03-01      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp                                                                                               | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        2009 | NS      | $599545.87    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ORLEN SA                                                  | ORLEN SA                                                                                                      | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | EC               | CORP              | PL        |       18586 | NS      | $503752.17    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                       | Medline Borrower LP 2025 Term Loan B                                                                          | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      482332 | PA      | $482727.35    | 0.08%             | 2028-10-23      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                           | Mercer International Inc                                                                                      | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |      890000 | PA      | $738920.01    | 0.13%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                            | Merck & Co Inc                                                                                                | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       13665 | NS      | $1174916.70   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIT MEDICAL SYSTEMS IN                                  | Merit Medical Systems Inc                                                                                     | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |      382000 | PA      | $460119.00    | 0.08%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                       | Meritage Homes Corp                                                                                           | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |      690000 | PA      | $687300.01    | 0.12%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                              | METLIFE SECURITIZATION TRUST                                                                                  | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       55548 | PA      | $53564.57     | 0.01%             | 2055-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                     | MET TRANSPRTN AUTH NY REVENUE                                                                                 | CUSIP: 59261A2P1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |        5000 | PA      | $4679.05      | 0.00%             | 2049-11-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                     | MET TRANSPRTN AUTH NY REVENUE                                                                                 | CUSIP: 59261A6J1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      100000 | PA      | $113289.69    | 0.02%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                            | Microsoft Corp                                                                                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |        2060 | NS      | $1066688.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGY INC                                              | Strategy Inc                                                                                                  | CUSIP: 594972AT8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |      175000 | PA      | $172375.00    | 0.03%             | 2030-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                  | Microchip Technology Inc                                                                                      | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |        3839 | NS      | $239630.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                  | Midcap Financial Issuer Trust                                                                                 | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      363000 | PA      | $356552.90    | 0.06%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                 | Zurich Insurance Group AG                                                                                     | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |         998 | NS      | $694080.07    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangxi Copper Co Ltd                                     | Jiangxi Copper Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 3003002E74YFQ6MEZY56 | Long             | EC               | CORP              | CN        |      256964 | NS      | $1072166.78   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Accton Technology Corp                                    | Accton Technology Corp                                                                                        | CUSIP: 000000000<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |        5801 | NS      | $201739.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Amano Corp                                                | Amano Corp                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       21995 | NS      | $583565.37    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                                    | ANZ Group Holdings Ltd                                                                                        | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |        5476 | NS      | $131159.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO MARKETS CAYMAN                                     | Mizuho Markets Cayman LP                                                                                      | CUSIP: 60701E444<br>LEI: 549300KHUXLS6Q30KT26 | N/A              | DE               |  | KY        |        1700 | NS      | $1943523.62   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO MARKETS CAYMAN                                     | Mizuho Markets Cayman LP                                                                                      | CUSIP: 60701E451<br>LEI: 549300KHUXLS6Q30KT26 | N/A              | DE               |  | KY        |       24800 | NS      | $4877134.99   | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO MARKETS CAYMAN                                     | Mizuho Markets Cayman LP                                                                                      | CUSIP: 60701E469<br>LEI: 549300KHUXLS6Q30KT26 | N/A              | DE               |  | KY        |        4600 | NS      | $2575945.27   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO MARKETS CAYMAN                                     | Mizuho Markets Cayman LP                                                                                      | CUSIP: 60701E477<br>LEI: 549300KHUXLS6Q30KT26 | N/A              | DE               |  | KY        |       16000 | NS      | $4360387.62   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                      | Westpac Banking Corp                                                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |       42675 | NS      | $1079868.01   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro Inc/Japan                                     | Trend Micro Inc/Japan                                                                                         | CUSIP: 000000000<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |        1966 | NS      | $100329.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gigabyte Technology Co Ltd                                | Gigabyte Technology Co Ltd                                                                                    | CUSIP: 000000000<br>LEI: 2549001BU3CG63KSN047 | Long             | EC               | CORP              | TW        |       14056 | NS      | $127422.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co Ltd                                               | Obic Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        3567 | NS      | $110652.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Computer Inc                                       | Quanta Computer Inc                                                                                           | CUSIP: 000000000<br>LEI: 529900DE8BIV3XOXIK04 | Long             | EC               | CORP              | TW        |       22342 | NS      | $216677.84    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                             | BHP Group Ltd                                                                                                 | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |        5070 | NS      | $144536.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Co                                          | Hyundai Motor Co                                                                                              | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EP               | CORP              | KR        |        1949 | NS      | $300292.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc                                                 | Canon Inc                                                                                                     | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |       22916 | NS      | $658097.57    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                                                    | CUSIP: 61762DAG6<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |      795000 | PA      | $728325.18    | 0.13%             | 2046-05-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |        8750 | NS      | $228900.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley Capital I Trust                            | Morgan Stanley Capital I Trust 2014-150E                                                                      | CUSIP: 61764BAA1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     1300000 | PA      | $1170147.29   | 0.21%             | 2032-09-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| China Resources Land Ltd                                  | China Resources Land Ltd                                                                                      | CUSIP: 000000000<br>LEI: 5299001HL0TU7X15HK51 | Long             | EC               | CORP              | KY        |       26028 | NS      | $94037.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Ltd                                               | Infosys Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |       17460 | NS      | $290920.09    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd                                          | Lenovo Group Ltd                                                                                              | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | EC               | CORP              | HK        |       91469 | NS      | $133439.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                             | Rio Tinto Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |        4459 | NS      | $387158.26    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| APA Group                                                 | APA Group                                                                                                     | CUSIP: 000000000<br>LEI: 549300T9RBSX164T8H40 | Long             | EC               | CORP              | AU        |       77945 | NS      | $468132.41    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                     | Muangthai Capital PCL                                                                                         | CUSIP: 624923AA6<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |      835000 | PA      | $862994.32    | 0.15%             | 2030-07-21      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc                                | Daiwa Securities Group Inc                                                                                    | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |      135369 | NS      | $1041793.26   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Electronics Inc                                     | Delta Electronics Inc                                                                                         | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |       16868 | NS      | $542540.09    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corp                                               | Otsuka Corp                                                                                                   | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |       24020 | NS      | $474876.84    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold Fields Ltd                                           | Gold Fields Ltd                                                                                               | CUSIP: 000000000<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |        3445 | NS      | $132825.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                       | Muthoot Finance Ltd                                                                                           | CUSIP: 62828L2E2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      215000 | PA      | $218453.22    | 0.04%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                       | Muthoot Finance Ltd                                                                                           | CUSIP: 62828M2D2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      600000 | PA      | $608599.54    | 0.11%             | 2029-04-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                       | NCL Corp Ltd                                                                                                  | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      409000 | PA      | $453478.75    | 0.08%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                       | NCL Corp Ltd                                                                                                  | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      209000 | PA      | $200378.75    | 0.04%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NEP Group Inc                                             | NEP Group Inc 2025 Term Loan B                                                                                | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |           1 | PA      | $0.96         | 0.00%             | 2031-10-17      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| NCR Atleos LLC                                            | NCR Atleos LLC 2025 Term Loan B                                                                               | CUSIP: 63001PAG6<br>LEI: 9845005FC3S0VA714741 | Long             | LON              | CORP              | US        |      107419 | PA      | $107463.71    | 0.02%             | 2029-04-16      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Elite Material Co Ltd                                     | Elite Material Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        7341 | NS      | $322531.86    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp                                    | FUJIFILM Holdings Corp                                                                                        | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |        6494 | NS      | $150509.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group Inc                           | Sumitomo Mitsui Trust Group Inc                                                                               | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |       36946 | NS      | $1014779.18   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                        | Honda Motor Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |       48574 | NS      | $490949.23    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| YTL Corp Bhd                                              | YTL Corp Bhd                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     1731313 | NS      | $1072489.70   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Co                                          | Hyundai Motor Co                                                                                              | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EP               | CORP              | KR        |        3150 | NS      | $478816.04    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd                                  | Israel Discount Bank Ltd                                                                                      | CUSIP: 000000000<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |      111445 | NS      | $1113757.14   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyocera Corp                                              | Kyocera Corp                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       12234 | NS      | $162337.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                                 | Tokio Marine Holdings Inc                                                                                     | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |       16442 | NS      | $613174.27    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                        | NextEra Energy Inc                                                                                            | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |       25091 | NS      | $2042407.40   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Asia Vital Components Co Ltd                              | Asia Vital Components Co Ltd                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        9785 | NS      | $447963.62    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Willowbrook Mall                                          | NJ 2025-WBRK                                                                                                  | CUSIP: 65486BAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      820000 | PA      | $767137.72    | 0.13%             | 2035-03-05      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| NOMURA AMERICA FINANCE                                    | Nomura America Finance LLC                                                                                    | CUSIP: 65543G515<br>LEI: 549300U646RSSKIVOJ29 | N/A              | DE               |  | US        |        6900 | NS      | $1713744.44   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA AMERICA FINANCE                                    | Nomura America Finance LLC                                                                                    | CUSIP: 65543G564<br>LEI: 549300U646RSSKIVOJ29 | N/A              | DE               |  | US        |       20509 | NS      | $3173736.62   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA AMERICA FINANCE                                    | Nomura America Finance LLC                                                                                    | CUSIP: 65543G580<br>LEI: 549300U646RSSKIVOJ29 | N/A              | DE               |  | US        |       12900 | NS      | $2146326.07   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                | Mizuho Financial Group Inc                                                                                    | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |       11880 | NS      | $397926.10    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstRand Ltd                                             | FirstRand Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 529900XYOP8CUZU7R671 | Long             | EC               | CORP              | ZA        |      161589 | NS      | $766884.56    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                               | Murata Manufacturing Co Ltd                                                                                   | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |        9287 | NS      | $200236.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                               | National Australia Bank Ltd                                                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |       37013 | NS      | $1055242.64   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                           | Gen Digital Inc                                                                                               | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       15541 | NS      | $409660.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NUTANIX INC                                               | Nutanix Inc                                                                                                   | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |      585000 | PA      | $644494.50    | 0.11%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PICC Property & Casualty Co Ltd                           | PICC Property & Casualty Co Ltd                                                                               | CUSIP: 000000000<br>LEI: 300300F1000311000017 | Long             | EC               | CORP              | CN        |      469210 | NS      | $1108519.71   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                               | NVIDIA Corp                                                                                                   | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |        3796 | NS      | $768652.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                               | NVIDIA Corp                                                                                                   | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      155000 | PA      | $133065.97    | 0.02%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                  | OCP SA                                                                                                        | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      745000 | PA      | $802442.96    | 0.14%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                             | NYC Commercial Mortgage Trust 2025-3BP                                                                        | CUSIP: 67120UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      865000 | PA      | $863990.55    | 0.15%             | 2042-02-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                               | Northern Star Resources Ltd                                                                                   | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |       13565 | NS      | $218733.35    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Zijin Mining Group Co Ltd                                 | Zijin Mining Group Co Ltd                                                                                     | CUSIP: 000000000<br>LEI: 836800JRNL2393Z2I561 | Long             | EC               | CORP              | CN        |       98487 | NS      | $407441.89    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Shandong Weigao Group Medical Polymer Co Ltd              | Shandong Weigao Group Medical Polymer Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 5299005WQUU15JQU8S60 | Long             | EC               | CORP              | CN        |     1436418 | NS      | $1005476.15   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| E Ink Holdings Inc                                        | E Ink Holdings Inc                                                                                            | CUSIP: 000000000<br>LEI: 529900UOR451FJJYL571 | Long             | EC               | CORP              | TW        |       18163 | NS      | $124778.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                                | Samsung Electronics Co Ltd                                                                                    | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EP               | CORP              | KR        |       25305 | NS      | $1493373.47   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Sankyo Co Ltd                                             | Sankyo Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 3538009H2R9ZBZAOAK48 | Long             | EC               | CORP              | JP        |       10041 | NS      | $174184.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd                                         | Sekisui House Ltd                                                                                             | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |       38857 | NS      | $833687.15    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimadzu Corp                                             | Shimadzu Corp                                                                                                 | CUSIP: 000000000<br>LEI: 353800Y64Z08WEH8PH97 | Long             | EC               | CORP              | JP        |        4243 | NS      | $114075.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                         | Omnicom Group Inc                                                                                             | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |        6627 | NS      | $497157.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                     | ON Semiconductor Corp                                                                                         | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      450000 | PA      | $417600.00    | 0.07%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| OMNIA Partners LLC                                        | OMNIA Partners LLC 2024 Term Loan B                                                                           | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |      297000 | PA      | $297000.00    | 0.05%             | 2030-07-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                                   | ONE 2021-PARK Mortgage Trust                                                                                  | CUSIP: 682413AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1175000 | PA      | $1108823.30   | 0.19%             | 2036-03-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                 | ONEOK Inc                                                                                                     | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       15879 | NS      | $1063893.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                                                   | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |        1536 | NS      | $403368.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stockland                                                 | Stockland                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |      124625 | NS      | $515247.04    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SCSK Corp                                                 | SCSK Corp                                                                                                     | CUSIP: 000000000<br>LEI: 529900SNGFXMSUBB7864 | Long             | EC               | CORP              | JP        |        8602 | NS      | $316094.39    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                             | Sumitomo Corp                                                                                                 | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |       13169 | NS      | $383098.63    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd                               | Sun Hung Kai Properties Ltd                                                                                   | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |       91745 | NS      | $1116425.09   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corp                                                  | TDK Corp                                                                                                      | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |       13301 | NS      | $232397.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                 | Oryx Midstream Services Permian Basin LLC 2025 Term Loan B                                                    | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |      493757 | PA      | $494684.80    | 0.09%             | 2028-10-05      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                        | Tokyo Electron Ltd                                                                                            | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |        1839 | NS      | $405444.71    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                         | Toyota Motor Corp                                                                                             | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |       42320 | NS      | $862783.10    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                  | Mizrahi Tefahot Bank Ltd                                                                                      | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |       16816 | NS      | $1093335.18   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E CORP                                                 | PG&E Corp                                                                                                     | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |        5029 | NS      | $206691.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                                 | PG&E Corp                                                                                                     | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      500000 | PA      | $513200.00    | 0.09%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2021-RN4 LLC                                                                                             | CUSIP: 69359QAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1092285 | PA      | $1093408.76   | 0.19%             | 2051-10-25      | Variable      | 9.19%                 | No            |                  2 | On Loan: No      |
| PACCAR Inc                                                | PACCAR Inc                                                                                                    | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       12297 | NS      | $1210024.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | Pret 2024-NPL6 LLC                                                                                            | CUSIP: 69381QAB2<br>LEI: 254900RZOKAJE9T5UQ09 | Long             | ABS-MBS          | CORP              | US        |      760000 | PA      | $760339.49    | 0.13%             | 2054-10-25      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                         | PRPM 2025-7 LLC                                                                                               | CUSIP: 69382YAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      164000 | PA      | $164031.05    | 0.03%             | 2030-08-25      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | Pret 2025-NPL11 LLC                                                                                           | CUSIP: 69383AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      255000 | PA      | $254791.67    | 0.04%             | 2055-10-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                         | PRPM 2025-8 LLC                                                                                               | CUSIP: 69383BAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      657000 | PA      | $656771.36    | 0.12%             | 2030-10-25      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                            | PEAC Solutions Receivables 2025-1 LLC                                                                         | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1295000 | PA      | $1317863.61   | 0.23%             | 2032-07-20      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                         | PRPM 2025-5 LLC                                                                                               | CUSIP: 69392RAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100011.00    | 0.02%             | 2030-07-25      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2025-RPL5 Trust                                                                                          | CUSIP: 69393AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      266000 | PA      | $231877.79    | 0.04%             | 2070-01-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                              | Parsons Corp                                                                                                  | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |      465000 | PA      | $530565.00    | 0.09%             | 2029-03-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                               | Paychex Inc                                                                                                   | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |        3547 | NS      | $415105.41    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                                                        | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |       25899 | NS      | $1123716.31   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                     | PennyMac Financial Services Inc                                                                               | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      110000 | PA      | $114739.79    | 0.02%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OPAP SA                                                   | OPAP SA                                                                                                       | CUSIP: 000000000<br>LEI: 213800M4NRGFJCI34834 | Long             | EC               | CORP              | GR        |       32710 | NS      | $676772.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                                                              | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        2918 | NS      | $945199.07    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                 | Nestle SA                                                                                                     | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |        2658 | NS      | $253967.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                               | PepsiCo Inc                                                                                                   | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        4824 | NS      | $704738.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Peraton Corp                                              | Peraton Corp Term Loan B                                                                                      | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |      240099 | PA      | $206621.74    | 0.04%             | 2028-02-01      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                   | Eni SpA                                                                                                       | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |       16496 | NS      | $304177.55    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                                                           | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      440000 | PA      | $364387.41    | 0.06%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                                                           | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      495000 | PA      | $448866.25    | 0.08%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                                                           | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      285000 | PA      | $278770.19    | 0.05%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                | Pfizer Inc                                                                                                    | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       58474 | NS      | $1441384.10   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                           | Philip Morris International Inc                                                                               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       10468 | NS      | $1510846.44   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                               | Phillips 66                                                                                                   | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        2119 | NS      | $288480.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66 CO                                            | Phillips 66 Co                                                                                                | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      162000 | PA      | $161033.52    | 0.03%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                            | Phillips 66 Co                                                                                                | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      260000 | PA      | $262582.32    | 0.05%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                           | Cornerstone Building Brands Inc 2021 Term Loan B                                                              | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |      246770 | PA      | $225347.94    | 0.04%             | 2028-04-12      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                  | Snam SpA                                                                                                      | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |       36616 | NS      | $225833.39    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PLANET FINANCIAL GROUP                                    | Planet Financial Group LLC                                                                                    | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1268803.55   | 0.22%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Plano HoldCo Inc                                          | Plano HoldCo Inc Term Loan B                                                                                  | CUSIP: 72712EAB3<br>LEI: 254900C53JLEP3CCOQ10 | Long             | LON              | CORP              | US        |       99500 | PA      | $95768.75     | 0.02%             | 2031-10-02      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Recess Holdings Inc                                       | Recess Holdings Inc 2025 Repriced Term Loan                                                                   | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      271569 | PA      | $272503.60    | 0.05%             | 2030-02-20      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Point Securitization Trust                                | Point Securitization Trust 2025-2                                                                             | CUSIP: 73071PAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      285000 | PA      | $284790.24    | 0.05%             | 2055-09-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Point Securitization Trust                                | Point Securitization Trust 2025-1                                                                             | CUSIP: 73072DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      335000 | PA      | $335771.27    | 0.06%             | 2055-06-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                         | Polaris Newco LLC USD Term Loan B                                                                             | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |      493573 | PA      | $471362.45    | 0.08%             | 2028-06-02      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | Pret 2025-NPL7 LLC                                                                                            | CUSIP: 740934AB0<br>LEI: 2549001J36X6SUZ41Q96 | Long             | ABS-O            | CORP              | US        |      395000 | PA      | $396144.32    | 0.07%             | 2055-07-25      | Variable      | 8.35%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2025-NPL6 LLC                                                                                            | CUSIP: 740936AB5<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-O            | CORP              | US        |      280000 | PA      | $282255.51    | 0.05%             | 2055-06-25      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                           | Prestige Auto Receivables Trust 2024-2                                                                        | CUSIP: 74113SAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      815000 | PA      | $797021.10    | 0.14%             | 2031-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2024-NPL7 LLC                                                                                            | CUSIP: 74136TAB4<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |     1100000 | PA      | $1100730.07   | 0.19%             | 2054-10-25      | Variable      | 8.96%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2025-NPL5 LLC                                                                                            | CUSIP: 74143LAB2<br>LEI: 2549000L41AJEKAJNL30 | Long             | ABS-O            | CORP              | US        |      410000 | PA      | $412805.22    | 0.07%             | 2055-05-25      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2024-NPL9 LLC                                                                                            | CUSIP: 74143TAB5<br>LEI: 25490072TKR6YZ7BOH19 | Long             | ABS-O            | CORP              | US        |      411000 | PA      | $411739.80    | 0.07%             | 2054-12-25      | Variable      | 8.59%                 | No            |                  2 | On Loan: No      |
| T Rowe Price Group Inc                                    | T Rowe Price Group Inc                                                                                        | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       10502 | NS      | $1076770.06   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                   | Procter & Gamble Co/The                                                                                       | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        5084 | NS      | $764481.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Life Holding AG                                     | Swiss Life Holding AG                                                                                         | CUSIP: 000000000<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |          94 | NS      | $102032.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                         | PRPM 2024-6 LLC                                                                                               | CUSIP: 74390PAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      425000 | PA      | $425109.99    | 0.07%             | 2029-11-25      | Variable      | 8.60%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                      | Provincia de Cordoba                                                                                          | CUSIP: 74408DAF1<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |      420000 | PA      | $431508.00    | 0.08%             | 2032-07-02      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial Inc                                                                                      | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |        6682 | NS      | $694928.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PRP Advisors, LLC                                         | PRPM 2024-7 LLC                                                                                               | CUSIP: 74448LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      695000 | PA      | $695348.89    | 0.12%             | 2029-11-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                         | PRPM 2025-RPL4 LLC                                                                                            | CUSIP: 74448NAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      290000 | PA      | $257286.26    | 0.05%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                              | QUALCOMM Inc                                                                                                  | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        9209 | NS      | $1665908.10   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Quikrete Holdings Inc                                     | Quikrete Holdings Inc 2025 Term Loan B1                                                                       | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |      394264 | PA      | $394732.92    | 0.07%             | 2031-04-14      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                                   | Rfna LP                                                                                                       | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199153.04    | 0.03%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RFR Trust                                                 | RFR Trust 2025-SGRM                                                                                           | CUSIP: 74984NAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      560000 | PA      | $573020.84    | 0.10%             | 2041-03-11      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                    | RR 38 Ltd                                                                                                     | CUSIP: 74988GAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      800000 | PA      | $668565.60    | 0.12%             | 2040-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                      | Raizen Fuels Finance SA                                                                                       | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      590000 | PA      | $492874.18    | 0.09%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                  | RTX Corp                                                                                                      | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        1826 | NS      | $325941.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                    | Regions Financial Corp                                                                                        | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       45019 | NS      | $1089459.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                  | Uruguay Government International Bond                                                                         | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     5771000 | PA      | $160065.09    | 0.03%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                  | Rexford Industrial Realty LP                                                                                  | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |      225000 | PA      | $225000.00    | 0.04%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                  | Rexford Industrial Realty LP                                                                                  | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |      400000 | PA      | $404400.00    | 0.07%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                                           | Rivian Automotive Inc                                                                                         | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |       79000 | PA      | $77815.00     | 0.01%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                                           | Rivian Automotive Inc                                                                                         | CUSIP: 76954AAD5<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |      450000 | PA      | $385031.25    | 0.07%             | 2030-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                            | Rocket Cos Inc                                                                                                | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $125007.60    | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                       | Rocket Software Inc 2023 USD Term Loan B                                                                      | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |      493762 | PA      | $491427.00    | 0.09%             | 2028-11-28      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                                                          | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      325000 | PA      | $337780.30    | 0.06%             | 2085-08-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                                                          | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |        7396 | NS      | $1083495.15   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                                                          | CUSIP: 78017L381<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DE               |  | CA        |       17200 | NS      | $4194793.47   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                                                          | CUSIP: 78017L399<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DE               |  | CA        |       37900 | NS      | $3147687.51   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                                                          | CUSIP: 78017L621<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DE               |  | CA        |        3700 | NS      | $3124972.19   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                                                          | CUSIP: 78017L639<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DE               |  | CA        |        7300 | NS      | $2173559.99   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryan LLC                                                  | Ryan LLC Term Loan                                                                                            | CUSIP: 78350LAZ8<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |      347355 | PA      | $345618.39    | 0.06%             | 2030-11-14      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                                  | Ryan Specialty Group LLC 2024 USD Term Loan B                                                                 | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |      297750 | PA      | $297875.06    | 0.05%             | 2031-09-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                 | SHR Trust 2024-LXRY                                                                                           | CUSIP: 784234AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      190000 | PA      | $191415.65    | 0.03%             | 2041-10-15      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                 | SFS Auto Receivables Securitization Trust 2024-1                                                              | CUSIP: 78435VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       85000 | PA      | $87030.43     | 0.02%             | 2031-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                     | SS&C Technologies Inc 2024 Term Loan B8                                                                       | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |      197007 | PA      | $197392.80    | 0.03%             | 2031-05-09      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                   | Santander Bank Auto Credit-Linked Notes Series 2024-B                                                         | CUSIP: 80280BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      370386 | PA      | $370397.50    | 0.07%             | 2033-01-18      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                   | Santander Bank Auto Credit-Linked Notes Series 2024-B                                                         | CUSIP: 80280BAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      865838 | PA      | $869060.86    | 0.15%             | 2033-01-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Sapphire Aviation Finance I Limited                       | SAPPHIRE AVIATION FINANCE II LTD                                                                              | CUSIP: 80307AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      167883 | PA      | $165374.52    | 0.03%             | 2040-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Savage Enterprises LLC                                    | Savage Enterprises LLC 2025 Term Loan B                                                                       | CUSIP: 80465JAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      219450 | PA      | $219724.31    | 0.04%             | 2032-08-05      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International, Inc.                      | Light and Wonder International Inc 2024 Term Loan B2                                                          | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |      495000 | PA      | $495465.30    | 0.09%             | 2029-04-14      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                     | Scripps Escrow II Inc                                                                                         | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $45208.82     | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| SCRIPPS ESCROW II INC                                     | Scripps Escrow II Inc                                                                                         | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $51593.36     | 0.01%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                        | Seagate HDD Cayman                                                                                            | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      110000 | PA      | $344355.00    | 0.06%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Securitized Term Auto Receivables Trust                   | Securitized Term Auto Receivables Trust                                                                       | CUSIP: 81378RAD6<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |      255003 | PA      | $259326.24    | 0.05%             | 2031-07-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                   | Sedgwick Claims Management Services Inc 2023 Term Loan B                                                      | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |      691521 | PA      | $691216.37    | 0.12%             | 2031-07-31      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                                              | Semtech Corp                                                                                                  | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |       29000 | PA      | $54607.00     | 0.01%             | 2027-11-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                                              | Semtech Corp                                                                                                  | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |      380000 | PA      | $385320.00    | 0.07%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                    | Sempra                                                                                                        | CUSIP: 816851604<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |        1669 | NS      | $37886.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SEMPRA                                                    | Sempra                                                                                                        | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      195000 | PA      | $200364.42    | 0.04%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| SILK ROAD GROUP HOLDING                                   | Silk Road Group Holding LLC                                                                                   | CUSIP: 82710NAA6<br>LEI: 254900J9KTY8FE4C8227 | Long             | DBT              | CORP              | GE        |      565000 | PA      | $566178.59    | 0.10%             | 2030-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Simon Property Group Inc                                  | Simon Property Group Inc                                                                                      | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |        2425 | NS      | $426218.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                                        | J M Smucker Co/The                                                                                            | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |         934 | NS      | $96715.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SNOWFLAKE INC                                             | Snowflake Inc                                                                                                 | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |       31000 | PA      | $57117.50     | 0.01%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                           | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $200260.97    | 0.04%             | 2036-10-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                           | CUSIP: 83371E809<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | FR        |       13000 | NS      | $3135708.21   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                           | CUSIP: 83371E817<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | FR        |        5000 | NS      | $1920527.21   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                           | CUSIP: 83371E825<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | FR        |        7700 | NS      | $4012865.74   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                           | CUSIP: 83371E833<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | FR        |        8294 | NS      | $1754004.65   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                           | CUSIP: 83371E841<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | FR        |        3855 | NS      | $2558636.81   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                           | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      260000 | PA      | $287714.96    | 0.05%             | 2028-11-14      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU                                  | Solaris Energy Infrastructure Inc                                                                             | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |      138000 | PA      | $164082.00    | 0.03%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TTF Holdings LLC                                          | TTF Holdings LLC 2024 Term Loan                                                                               | CUSIP: 83421EAB2<br>LEI: 254900IIAWXPGAIX2Q35 | Long             | LON              | CORP              | US        |      239685 | PA      | $219911.06    | 0.04%             | 2031-07-18      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                  | South Bow Canadian Infrastructure Holdings Ltd                                                                | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      116000 | PA      | $120761.68    | 0.02%             | 2055-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                                                 | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       85000 | PA      | $87003.85     | 0.02%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                                                 | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       70000 | PA      | $71440.97     | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                               | Southern Co/The                                                                                               | CUSIP: 842587867<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |       10106 | NS      | $260835.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| SOUTHERN CO                                               | Southern Co/The                                                                                               | CUSIP: 842587DP9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      425000 | PA      | $476000.00    | 0.08%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                               | Southern Co/The                                                                                               | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      212000 | PA      | $215710.00    | 0.04%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                 | Block Inc                                                                                                     | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       90000 | PA      | $82454.80     | 0.01%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                 | Block Inc                                                                                                     | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      170000 | PA      | $172568.53    | 0.03%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                | Stanley Black & Decker Inc                                                                                    | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |        3497 | NS      | $236816.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STAPLES INC                                               | Staples Inc                                                                                                   | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |      279000 | PA      | $270372.96    | 0.05%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                           | Star Parent Inc                                                                                               | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      275000 | PA      | $293638.26    | 0.05%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                                                | Start II LTD                                                                                                  | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |       81252 | PA      | $80754.48     | 0.01%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                                | FIXED INC CLEARING CORP.REPO                                                                                  | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |     1850818 | PA      | $1850818.00   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                                  | Super Micro Computer Inc                                                                                      | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |      258000 | PA      | $304165.54    | 0.05%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                              | Synopsys Inc                                                                                                  | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      145000 | PA      | $148050.71    | 0.03%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                       | Synchrony Financial                                                                                           | CUSIP: 87165B400<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |       11950 | NS      | $315599.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                                              | CUSIP: 87264A105<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |        2475 | NS      | $61800.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                                              | CUSIP: 87264A204<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |        5612 | NS      | $130254.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                                              | CUSIP: 87264A303<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |        8038 | NS      | $185356.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TALOS PRODUCTION INC                                      | Talos Production Inc                                                                                          | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |      115000 | PA      | $117609.25    | 0.02%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                      | Targa Resources Corp                                                                                          | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31532.23     | 0.01%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                      | Targa Resources Corp                                                                                          | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       90000 | PA      | $91256.91     | 0.02%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                      | Telecom Argentina SA                                                                                          | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |      229000 | PA      | $232990.33    | 0.04%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                                                    | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      299000 | PA      | $318941.81    | 0.06%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc                              | Somnigroup International Inc Term Loan B                                                                      | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |      153304 | PA      | $154006.24    | 0.03%             | 2031-10-24      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                     | Tennessee Valley Authority                                                                                    | CUSIP: 880591FD9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      100000 | PA      | $103836.97    | 0.02%             | 2035-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                              | Terawulf Inc                                                                                                  | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |      104000 | PA      | $107536.00    | 0.02%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER                                     | Termocandelaria Power SA                                                                                      | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |      325000 | PA      | $337360.08    | 0.06%             | 2031-09-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                           | TEXAS Commercial Mortgage Trust 2025-TWR                                                                      | CUSIP: 88231WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      675000 | PA      | $675000.00    | 0.12%             | 2042-04-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                     | Texas Instruments Inc                                                                                         | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        7357 | NS      | $1187861.22   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Coast Infrastructure LLC                            | Third Coast Infrastructure LLC 2025 Repriced Term Loan B                                                      | CUSIP: 88412KAD4<br>LEI: 5493006R4EN78GPJ4M96 | Long             | LON              | CORP              | US        |      274772 | PA      | $274428.41    | 0.05%             | 2030-09-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2017-4                                                                              | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       45751 | PA      | $44804.90     | 0.01%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2018-1                                                                              | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        7457 | PA      | $7398.22      | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                           | Trans Union LLC 2024 Term Loan B9                                                                             | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |      173003 | PA      | $172688.57    | 0.03%             | 2031-06-24      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                         | Transcanada Trust                                                                                             | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      111000 | PA      | $111005.88    | 0.02%             | 2076-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                         | Transcanada Trust                                                                                             | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      442000 | PA      | $437043.81    | 0.08%             | 2082-03-07      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                             | TransDigm Inc 2023 Term Loan J                                                                                | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      294384 | PA      | $294708.26    | 0.05%             | 2031-02-28      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                             | TransDigm Inc 2024 Term Loan L                                                                                | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      272250 | PA      | $272399.74    | 0.05%             | 2032-01-19      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                           | Traverse Midstream Partners LLC 2017 Term Loan                                                                | CUSIP: 89435TAB0<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |      296523 | PA      | $296893.26    | 0.05%             | 2028-02-16      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Trillium Credit Card Trust II                             | Trillium Credit Card Trust II                                                                                 | CUSIP: 89621ACB3<br>LEI: 549300P7QN1SDIOQVL28 | Long             | ABS-O            | CORP              | CA        |      210000 | PA      | $210306.33    | 0.04%             | 2028-12-26      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                | Tronox Inc                                                                                                    | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     2410000 | PA      | $1481615.53   | 0.26%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| TRONOX INC                                                | Tronox Inc                                                                                                    | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      235000 | PA      | $214426.95    | 0.04%             | 2030-09-30      | Fixed         | 9.13%                 | No            |                  2 | On Loan: —       |
| TRUENOORD CAPITAL DAC                                     | TrueNoord Capital DAC                                                                                         | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      380000 | PA      | $400336.84    | 0.07%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                     | Truist Financial Corp                                                                                         | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       17106 | NS      | $763440.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UKG Inc                                                   | UKG Inc 2024 Term Loan B                                                                                      | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |      395252 | PA      | $394975.21    | 0.07%             | 2031-02-10      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                                    | Tyler Technologies Inc                                                                                        | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52025.00     | 0.01%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                  | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      208000 | PA      | $243571.95    | 0.04%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                | TKO Worldwide Holdings LLC 2025 Term Loan                                                                     | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |      258053 | PA      | $258574.52    | 0.05%             | 2031-11-21      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                | US Bancorp                                                                                                    | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       23373 | NS      | $1091051.64   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Inc                                              | US Foods Inc 2024 Term Loan B                                                                                 | CUSIP: 90351HAF5<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |      150036 | PA      | $150807.23    | 0.03%             | 2028-11-22      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                   | USI Inc 2024 Term Loan D                                                                                      | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |      468139 | PA      | $468607.56    | 0.08%             | 2029-11-21      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                     | Uber Technologies Inc                                                                                         | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      574000 | PA      | $835744.00    | 0.15%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNDER ARMOUR INC                                          | Under Armour Inc                                                                                              | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |      130000 | PA      | $128319.31    | 0.02%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                         | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       78000 | PA      | $68507.40     | 0.01%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                 | United Parcel Service Inc                                                                                     | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |        5222 | NS      | $503505.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                           | CUSIP: 912797QS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      490000 | PA      | $488232.08    | 0.09%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                           | CUSIP: 912797SE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     9000000 | PA      | $8939102.04   | 1.57%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Bonds                                                                         | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3648614 | PA      | $2912226.52   | 0.51%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Bonds                                                                         | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1654064 | PA      | $1426681.16   | 0.25%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Bonds                                                                         | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      701597 | PA      | $528774.70    | 0.09%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Bonds                                                                         | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      683590 | PA      | $532805.99    | 0.09%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                           | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1981400 | PA      | $1505399.60   | 0.26%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Bonds                                                                         | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5159782 | PA      | $3094839.82   | 0.54%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                           | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      550000 | PA      | $459142.58    | 0.08%             | 2053-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                           | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1394900 | PA      | $1163379.30   | 0.20%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                           | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      500000 | PA      | $505703.13    | 0.09%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                           | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      140000 | PA      | $141946.88    | 0.02%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                           | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      562300 | PA      | $569680.19    | 0.10%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                           | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1575000 | PA      | $1622250.00   | 0.29%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                           | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1725000 | PA      | $1749999.03   | 0.31%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                           | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8995000 | PA      | $9001676.00   | 1.58%             | 2028-03-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Notes                                                                         | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4310228 | PA      | $4370652.69   | 0.77%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                           | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      310000 | PA      | $314698.44    | 0.06%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                           | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      130000 | PA      | $130446.88    | 0.02%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                           | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6675000 | PA      | $6764695.31   | 1.19%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                           | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7115000 | PA      | $7169196.31   | 1.26%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                           | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      280000 | PA      | $283500.00    | 0.05%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                           | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9025000 | PA      | $8970003.91   | 1.58%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                                        | Unity Software Inc                                                                                            | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |      408000 | PA      | $530910.00    | 0.09%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| UNIVISION COMMUNICATIONS                                  | Univision Communications Inc                                                                                  | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      995000 | PA      | $1050294.87   | 0.18%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                | USALCO LLC 2025 Delayed Draw Term Loan                                                                        | CUSIP: 91732NAP8<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |       11676 | PA      | $11672.20     | 0.00%             | 2031-09-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Varsity Brands Inc                                        | Varsity Brands Inc 2025 1st Lien Term Loan                                                                    | CUSIP: 92227QAG1<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |      249375 | PA      | $249811.41    | 0.04%             | 2031-08-26      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                         | Vedanta Resources Finance II PLC                                                                              | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      810000 | PA      | $819224.60    | 0.14%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                | Verizon Communications Inc                                                                                    | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       35552 | NS      | $1412836.48   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Master Trust                                      | Verizon Master Trust                                                                                          | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |     3591000 | PA      | $3602718.15   | 0.63%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                   | Versant Media Group Inc                                                                                       | CUSIP: 925283AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $61159.63     | 0.01%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2021-5                                                                             | CUSIP: 92538KAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1430000 | PA      | $1060818.19   | 0.19%             | 2066-09-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| VICTRA HLDG/VICTRA FIN                                    | Victra Holdings LLC / Victra Finance Corp                                                                     | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      810000 | PA      | $859436.73    | 0.15%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                                  | Virginia Electric and Power Co                                                                                | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      100000 | PA      | $84210.46     | 0.01%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                  | Virginia Electric and Power Co                                                                                | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15018.18     | 0.00%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                   | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                     | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      100000 | PA      | $96580.16     | 0.02%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| VISTAJET MALTA/VM HOLDS                                   | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                     | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      170000 | PA      | $176801.55    | 0.03%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Vista Management Holding Inc                              | Vista Management Holding Inc 2025 Term Loan B                                                                 | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |      257400 | PA      | $259008.75    | 0.05%             | 2031-04-01      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                             | VoltaGrid LLC                                                                                                 | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |      115000 | PA      | $116960.97    | 0.02%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                              | WP Carey Inc                                                                                                  | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |        6671 | NS      | $440286.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                                      | WEC Energy Group Inc                                                                                          | CUSIP: 92939UAR7<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      300000 | PA      | $363150.00    | 0.06%             | 2029-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                      | WEC Energy Group Inc                                                                                          | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      240000 | PA      | $247320.00    | 0.04%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                  | Boost Newco Borrower LLC 2025 USD Term Loan B2                                                                | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |      347379 | PA      | $348140.14    | 0.06%             | 2031-01-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                           | WHARF Commercial Mortgage Trust 2025-DC                                                                       | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      150000 | PA      | $153676.29    | 0.03%             | 2040-07-15      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                             | LUXCO3 SHARES                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |        3621 | NS      | $59951.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                     | Philippine Government Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    16950000 | PA      | $292767.54    | 0.05%             | 2028-03-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                          | Wand NewCo 3 Inc 2025 Repriced Term Loan B                                                                    | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |      376651 | PA      | $375540.27    | 0.07%             | 2031-01-30      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                                      | Lorca Telecom Bondco SA                                                                                       | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $957604.60    | 0.17%             | 2029-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co                                                                                              | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |        1452 | NS      | $126280.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER OP LLC                                          | Welltower OP LLC                                                                                              | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |      200000 | PA      | $380900.00    | 0.07%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                            | Wheels Fleet Lease Funding 1 LLC                                                                              | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |      144786 | PA      | $146613.88    | 0.03%             | 2038-08-18      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                            | Wheels Fleet Lease Funding 1 LLC                                                                              | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |     2976944 | PA      | $3003074.78   | 0.53%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                       | White Cap Buyer LLC 2024 Term Loan B                                                                          | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |      202950 | PA      | $203331.55    | 0.04%             | 2029-10-19      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                      | Williams Cos Inc/The                                                                                          | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |        1820 | NS      | $105323.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wilsonart LLC                                             | Wilsonart LLC 2024 Term Loan B                                                                                | CUSIP: 97246FAM8<br>LEI: 549300SAZRUMYKDJBY14 | Long             | LON              | CORP              | US        |      297000 | PA      | $286765.38    | 0.05%             | 2031-08-05      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                  | Windsor Holdings III LLC 2025 USD Term Loan B                                                                 | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |      493769 | PA      | $492534.33    | 0.09%             | 2030-08-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                                                 | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4253800 | PA      | $223239.50    | 0.04%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Worldwide Plaza Trust                                     | Worldwide Plaza Trust 2017-WWP                                                                                | CUSIP: 98162JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1110403.80   | 0.20%             | 2036-11-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                          | WULF Compute LLC                                                                                              | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      605000 | PA      | $628519.34    | 0.11%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                            | Wynn Macau Ltd                                                                                                | CUSIP: 98313RAJ5<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      970000 | PA      | $1017530.00   | 0.18%             | 2029-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| X-Caliber Funding LLC                                     | X-Caliber Funding LLC                                                                                         | CUSIP: 98373XBW9<br>LEI: 549300GGW5CBE4FDT866 | Long             | ABS-MBS          | CORP              | US        |      315000 | PA      | $314639.96    | 0.06%             | 2028-01-15      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| X-Caliber Funding LLC                                     | X-Caliber Funding LLC                                                                                         | CUSIP: 98373XBZ2<br>LEI: 549300GGW5CBE4FDT866 | Long             | ABS-MBS          | CORP              | US        |     1475000 | PA      | $1480460.02   | 0.26%             | 2030-06-17      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                      | YPF SA                                                                                                        | CUSIP: 984245AY6<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      500000 | PA      | $513636.00    | 0.09%             | 2031-09-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK                                     | Zorlu Enerji Elektrik Uretim AS                                                                               | CUSIP: 98977LAA4<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |      670000 | PA      | $601099.65    | 0.11%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ INVESTOR                                   | Mitsubishi UFJ Investor Services & Banking Luxembourg SA                                                      | CUSIP: 000000000<br>LEI: 2138002PVBMEHILJ1340 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $371996.45    | 0.07%             | 2050-12-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: B9D0WFLF4 IRS USD R V 12MSOFR 99D0WFLG2 CCPOIS / Short: B9D0WFLF4 IRS USD P F  3.59000 99D0WFLF4 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5446000 | OU      | $355478.81    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: B9D100ZM0 IRS USD R V 12MSOFR 99D100ZN8 CCPOIS / Short: B9D100ZM0 IRS USD P F  3.87700 99D100ZM0 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      950000 | OU      | $-14597.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: B9D107ZT0 IRS USD R V 12MSOFR 99D107ZW3 CCPOIS / Short: B9D107ZT0 IRS USD P F  4.16000 99D107ZT0 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6520000 | OU      | $-154116.40   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: S9D10CNY1 CDS EUR R F  1.00000 1 CCPCORPORATE / Short: S9D10CNY1 CDS EUR P V 03MEVENT 2 CCPCORPORATE    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      775000 | OU      | $16333.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: B9D10CEE5 CDS EUR R V 03MEVENT 2 CCPCORPORATE / Short: B9D10CEE5 CDS EUR P F  1.00000 1 CCPCORPORATE    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      780000 | OU      | $-3776.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: B9D10LZQ5 CDS EUR R V 03MEVENT 2 CCPCORPORATE / Short: B9D10LZQ5 CDS EUR P F  1.00000 1 CCPCORPORATE    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      105000 | OU      | $-1280.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: S9D10LWZ8 CDS EUR R F  1.00000 1 CCPCORPORATE / Short: S9D10LWZ8 CDS EUR P V 03MEVENT 2 CCPCORPORATE    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      100000 | OU      | $329.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: B9D10Q3P1 CDS EUR R V 03MEVENT 2 CCPITRAXX / Short: B9D10Q3P1 CDS EUR P F  5.00000 1 CCPITRAXX          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      685729 | OU      | $-86801.72    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: B9D10Q017 CDS USD R V 03MEVENT 2 CCPCDX / Short: B9D10Q017 CDS USD P F  1.00000 1 CCPCDX                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      125000 | OU      | $1101.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: S9D11RTD7 CDS USD R F  1.00000 1 CCPCDX / Short: S9D11RTD7 CDS USD P V 03MEVENT 2 CCPCDX                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     3190000 | OU      | $-48255.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: S9D11RX18 CDS EUR R F  5.00000 1 CCPITRAXX / Short: S9D11RX18 CDS EUR P V 03MEVENT 2 CCPITRAXX          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    11010000 | OU      | $1390714.27   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: B9D11SV34 CDS USD R V 03MEVENT 2 CCPCDX / Short: B9D11SV34 CDS USD P F  5.00000 1 CCPCDX                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    26045000 | OU      | $-2029498.42  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                  | Long: DDZ02G3N0 TRS USD R E DDZ02G3N0 EQUITYTRS / Short: DDZ02G3N0 TRS USD P V 12MOBFR DFZ02G3N5 EQUITYTRS    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | GB        |      708080 | OU      | $19237.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                  | Long: DDZ02G3M2 TRS USD R E DDZ02G3M2 EQUITYTRS / Short: DDZ02G3M2 TRS USD P V 12MOBFR DFZ02G3M7 EQUITYTRS    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | GB        |      721340 | OU      | $-1045.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                  | Long: DDZ02G3P5 TRS USD R E DDZ02G3P5 EQUITYTRS / Short: DDZ02G3P5 TRS USD P V 12MOBFR DFZ02G3P0 EQUITYTRS    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | GB        |     1249288 | OU      | $-24401.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                  | Long: DDZ02G3R1 TRS USD R V 12MOBFR DFZ02G3R6 EQUITYTRS / Short: DDZ02G3R1 TRS USD P E DDZ02G3R1 EQUITYTRS    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | GB        |     1060275 | OU      | $-30469.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                  | Long: DDZ02G3V2 TRS USD R V 12MOBFR DFZ02G3V7 EQUITYTRS / Short: DDZ02G3V2 TRS USD P E DDZ02G3V2 EQUITYTRS    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | GB        |      803687 | OU      | $44099.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                  | Long: DDZ02G3T7 TRS USD R V 12MOBFR DFZ02G3T2 EQUITYTRS / Short: DDZ02G3T7 TRS USD P E DDZ02G3T7 EQUITYTRS    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | GB        |      808004 | OU      | $23503.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                                                       | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |        3243 | NS      | $160015.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                               | Swiss Re AG                                                                                                   | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |        2042 | NS      | $372873.15    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                                                 | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     6047100 | PA      | $280426.80    | 0.05%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                      | Evonik Industries AG                                                                                          | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |        9138 | NS      | $153134.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                                                | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     4230000 | PA      | $194262.81    | 0.03%             | 2028-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                  | Republic of South Africa Government Bond                                                                      | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     3449000 | PA      | $200770.49    | 0.04%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                                                 | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1624100 | PA      | $82367.44     | 0.01%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                 | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  2185200000 | PA      | $494904.88    | 0.09%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                  | Brazil Notas do Tesouro Nacional Serie F                                                                      | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2887000 | PA      | $516549.27    | 0.09%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                 | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   197800000 | PA      | $40695.89     | 0.01%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1331000 | PA      | $349620.06    | 0.06%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      414000 | PA      | $100428.66    | 0.02%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Atlas Arteria Ltd                                         | Atlas Arteria Ltd                                                                                             | CUSIP: 000000000<br>LEI: 254900SGF4ZQDBH2YC59 | Long             | EC               | CORP              | AU        |       43457 | NS      | $138053.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      515000 | PA      | $110273.67    | 0.02%             | 2029-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                                                       | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    51300000 | PA      | $131790.47    | 0.02%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1340000 | PA      | $386642.45    | 0.07%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1925000 | PA      | $468543.24    | 0.08%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                                                       | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 11680000000 | PA      | $744837.04    | 0.13%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                  | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      450000 | PA      | $503122.47    | 0.09%             | 2026-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                                | MHP Lux SA                                                                                                    | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |      571000 | PA      | $459655.00    | 0.08%             | 2029-09-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                 | Forvia SE                                                                                                     | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      150000 | PA      | $171051.52    | 0.03%             | 2027-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                     | Angola Government International Bonds                                                                         | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      985000 | PA      | $941344.34    | 0.17%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                         | Gabon Government International Bond                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     2225000 | PA      | $1736711.18   | 0.31%             | 2031-02-06      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| VF UKRAINE (VFU FUNDING)                                  | VF Ukraine PAT via VFU Funding PLC                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |      213064 | PA      | $204515.62    | 0.04%             | 2027-02-11      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| CHAMPION MTN LTD                                          | Champion MTN Ltd                                                                                              | CUSIP: 000000000<br>LEI: 25490094RKSYWL8Z4255 | Long             | DBT              |  | KY        |      675000 | PA      | $582645.89    | 0.10%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                       | New Immo Holding SA                                                                                           | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $457348.97    | 0.08%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $204156.46    | 0.04%             | 2031-07-17      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                                                       | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   133700000 | PA      | $389121.58    | 0.07%             | 2026-04-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PERMANENT TSB GROUP                                       | Permanent TSB Group Holdings PLC                                                                              | CUSIP: 000000000<br>LEI: 635400DTNHVYGZODKQ93 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $231152.44    | 0.04%             | 2025-11-25      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                               | Ivory Coast Government International Bond                                                                     | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1380000 | PA      | $1538145.48   | 0.27%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                   | European Bank for Reconstruction & Development                                                                | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |  2419000000 | PA      | $145023.63    | 0.03%             | 2025-12-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                                    | IMA Industria Macchine Automatiche SpA                                                                        | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |      450000 | PA      | $517616.49    | 0.09%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                 | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1734700000 | PA      | $304520.50    | 0.05%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                                    | Verisure Midholding AB                                                                                        | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |      700000 | PA      | $811534.72    | 0.14%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                   | Energean Israel Finance Ltd                                                                                   | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      280000 | PA      | $275450.00    | 0.05%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                   | Energean Israel Finance Ltd                                                                                   | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     1395000 | PA      | $1346575.39   | 0.24%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GLP CHINA HOLDINGS LTD                                    | GLP China Holdings Ltd                                                                                        | CUSIP: 000000000<br>LEI: 254900C6X2D3TGF2CO98 | Long             | DBT              | CORP              | HK        |      795000 | PA      | $784019.82    | 0.14%             | 2026-03-29      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CANARY WHARF GROUP                                        | Canary Wharf Group Investment Holdings PLC                                                                    | CUSIP: 000000000<br>LEI: 2138002C1D5FMEDILF18 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $285749.33    | 0.05%             | 2026-04-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANARY WHARF GROUP                                        | Canary Wharf Group Investment Holdings PLC                                                                    | CUSIP: 000000000<br>LEI: 2138002C1D5FMEDILF18 | Long             | DBT              | CORP              | GB        |      193000 | PA      | $237694.13    | 0.04%             | 2028-04-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      790000 | PA      | $604534.47    | 0.11%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                                  | Nexi SpA                                                                                                      | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |      350000 | PA      | $401319.04    | 0.07%             | 2026-04-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                     | India Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    28070000 | PA      | $314293.25    | 0.06%             | 2035-06-16      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| GLP PTE LTD                                               | GLP Pte Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |     1090000 | PA      | $760331.34    | 0.13%             | 2026-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP PTE LTD                                               | GLP Pte Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |      590000 | PA      | $392337.18    | 0.07%             | 2027-06-29      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                      | Fortune Star BVI Ltd                                                                                          | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |      845000 | PA      | $967526.51    | 0.17%             | 2026-10-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                                                | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   180000000 | PA      | $191127.88    | 0.03%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELIOR GROUP SA                                            | Elior Group SA                                                                                                | CUSIP: 000000000<br>LEI: 969500LYSYS0E800SQ95 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $230207.63    | 0.04%             | 2026-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      510000 | PA      | $389461.15    | 0.07%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                                      | Bulgarian Energy Holding EAD                                                                                  | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |      630000 | PA      | $700307.61    | 0.12%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PINGAN REAL ESTATE CAP                                    | Pingan Real Estate Capital Ltd                                                                                | CUSIP: 000000000<br>LEI: 655600MZ4W5VY0OEG119 | Long             | DBT              | CORP              | HK        |     1530000 | PA      | $1498463.62   | 0.26%             | 2026-07-29      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                     | India Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |     6920000 | PA      | $76542.13     | 0.01%             | 2031-07-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| JUST GROUP PLC                                            | Just Group PLC                                                                                                | CUSIP: 000000000<br>LEI: 5493006456YEZEELRR90 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $296403.48    | 0.05%             | 2031-03-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                | Grifols SA                                                                                                    | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      250000 | PA      | $280682.43    | 0.05%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KAIXO BONDCO TELECOM SA                                   | Kaixo Bondco Telecom SA                                                                                       | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $232665.42    | 0.04%             | 2029-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EOLO SPA                                                  | Eolo SpA                                                                                                      | CUSIP: 000000000<br>LEI: 81560046D0F489B08569 | Long             | DBT              | CORP              | IT        |      760000 | PA      | $799194.51    | 0.14%             | 2028-10-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| BCP MODULAR SERVICES                                      | BCP V Modular Services Finance II PLC                                                                         | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $108718.20    | 0.02%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                      | Teva Pharmaceutical Finance Netherlands II BV                                                                 | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      550000 | PA      | $653379.21    | 0.11%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ODIDO HOLD BV                                             | Odido Holding BV                                                                                              | CUSIP: 000000000<br>LEI: 7245000O9YOLPPM9YB33 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $459126.01    | 0.08%             | 2029-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                                                            | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1330000 | PA      | $359108.02    | 0.06%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      340000 | PA      | $348267.56    | 0.06%             | 2034-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $346074.47    | 0.06%             | 2027-09-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                                                           | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     1075000 | PA      | $56632.42     | 0.01%             | 2027-06-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      890000 | PA      | $215088.14    | 0.04%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                   | Sasol Financing USA LLC                                                                                       | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1152000.00   | 0.20%             | 2027-11-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                      | Teva Pharmaceutical Finance Netherlands II BV                                                                 | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $346420.23    | 0.06%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                   | America Movil SAB de CV                                                                                       | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | EC               | CORP              | MX        |     1030726 | NS      | $1175610.73   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                                                | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   200000000 | PA      | $218542.78    | 0.04%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF CYPRUS HOLDINGS                                   | Bank of Cyprus Holdings PLC                                                                                   | CUSIP: 000000000<br>LEI: 635400L14KNHZXPUZM19 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $272750.21    | 0.05%             | 2028-06-21      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                                                 | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4763300 | PA      | $242768.93    | 0.04%             | 2035-05-24      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| METRO BANK HOLDINGS PLC                                   | Metro Bank Holdings PLC                                                                                       | CUSIP: 000000000<br>LEI: 984500CDDEAD6C2EDQ64 | Long             | DBT              | CORP              | GB        |      225000 | PA      | $337036.10    | 0.06%             | 2029-04-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| BANCA TRANSILVANIA                                        | Banca Transilvania SA                                                                                         | CUSIP: 000000000<br>LEI: 549300RG3H390KEL8896 | Long             | DBT              | CORP              | RO        |      180000 | PA      | $222691.29    | 0.04%             | 2028-12-07      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      475000 | PA      | $108426.69    | 0.02%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                                                            | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $244361.81    | 0.04%             | 2029-09-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NOVA LJUBLJANSKA BANK                                     | Nova Ljubljanska Banka dd                                                                                     | CUSIP: 000000000<br>LEI: 5493001BABFV7P27OW30 | Long             | DBT              | CORP              | SI        |      300000 | PA      | $376008.29    | 0.07%             | 2034-01-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                           | United Group BV                                                                                               | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      550000 | PA      | $646894.48    | 0.11%             | 2031-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                       | Benin Government International Bond                                                                           | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      770000 | PA      | $800411.57    | 0.14%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1000000 | PA      | $1192762.21   | 0.21%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                 | Forvia SE                                                                                                     | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118898.70    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                 | Forvia SE                                                                                                     | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      450000 | PA      | $535902.63    | 0.09%             | 2029-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                | Grifols SA                                                                                                    | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      425000 | PA      | $514947.72    | 0.09%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                         | Iliad Holding SAS                                                                                             | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      480000 | PA      | $592617.24    | 0.10%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VEON MIDCO BV                                             | Veon Midco BV                                                                                                 | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |     1040000 | PA      | $973891.37    | 0.17%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     5160000 | PA      | $753874.09    | 0.13%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BERTRAND FRANCHISE                                        | Bertrand Franchise Finance SAS                                                                                | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $111680.49    | 0.02%             | 2030-07-18      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| BERTRAND FRANCHISE                                        | Bertrand Franchise Finance SAS                                                                                | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $335906.10    | 0.06%             | 2030-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CCF HOLDING SAS                                           | CCF Holding SAS                                                                                               | CUSIP: 000000000<br>LEI: 969500ULNMJWJWCKM704 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $251736.93    | 0.04%             | 2029-06-12      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       25000 | PA      | $8083.02      | 0.00%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| PICARD GROUPE SAS                                         | Picard Groupe SAS                                                                                             | CUSIP: 000000000<br>LEI: 969500C0PA29TV19CT55 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $120892.87    | 0.02%             | 2029-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PICARD GROUPE SAS                                         | Picard Groupe SAS                                                                                             | CUSIP: 000000000<br>LEI: 969500C0PA29TV19CT55 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $604464.34    | 0.11%             | 2029-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                            | TeamSystem SpA                                                                                                | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $231297.09    | 0.04%             | 2031-07-31      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                            | TeamSystem SpA                                                                                                | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $462594.18    | 0.08%             | 2031-07-31      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                 | QIAGEN NV                                                                                                     | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $419878.82    | 0.07%             | 2031-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAWAG GROUP AG                                            | BAWAG Group AG                                                                                                | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $244783.68    | 0.04%             | 2029-09-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANCA TRANSILVANIA                                        | Banca Transilvania SA                                                                                         | CUSIP: 000000000<br>LEI: 549300RG3H390KEL8896 | Long             | DBT              | CORP              | RO        |     1100000 | PA      | $1299053.35   | 0.23%             | 2030-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AFRICELL HOLDING LTD                                      | Africell Holding Ltd                                                                                          | CUSIP: 000000000<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |      842000 | PA      | $835575.16    | 0.15%             | 2029-10-23      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                                   | Abanca Corp Bancaria SA                                                                                       | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $119931.51    | 0.02%             | 2036-12-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                     | India Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    15150000 | PA      | $171875.93    | 0.03%             | 2034-12-02      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| TRAD & DEV BANK MONGOLIA                                  | Trade & Development Bank of Mongolia LLC                                                                      | CUSIP: 000000000<br>LEI: 549300O080RZNQXWR806 | Long             | DBT              | CORP              | MN        |     1315000 | PA      | $1299678.91   | 0.23%             | 2027-12-23      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SCOR SE                                                   | SCOR SE                                                                                                       | CUSIP: 000000000<br>LEI: 96950056ULJ4JI7V3752 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $119554.22    | 0.02%             | 2034-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                     | Sri Lanka Government International Bond                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     1231270 | PA      | $1135840.95   | 0.20%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                     | Sri Lanka Government International Bond                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      793730 | PA      | $724198.31    | 0.13%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYG HOLD                                          | Samhallsbyggnadsbolaget I Norden Holding AB                                                                   | CUSIP: 000000000<br>LEI: 636700JPED0N9T4ET363 | Long             | DBT              | CORP              | SE        |      650000 | PA      | $603841.22    | 0.11%             | 2028-11-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYG HOLD                                          | Samhallsbyggnadsbolaget I Norden Holding AB                                                                   | CUSIP: 000000000<br>LEI: 636700JPED0N9T4ET363 | Long             | DBT              | CORP              | SE        |     1450000 | PA      | $1283244.94   | 0.23%             | 2029-09-26      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                                                 | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      225000 | PA      | $265484.99    | 0.05%             | 2031-07-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                            | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $191925.58    | 0.03%             | 2033-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                               | Eurobank SA                                                                                                   | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      275000 | PA      | $320486.78    | 0.06%             | 2036-02-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LUMINOR HOLDING AS                                        | Luminor Holding AS                                                                                            | CUSIP: 000000000<br>LEI: 213800RZWHE5EUX9R444 | Long             | DBT              | CORP              | EE        |      200000 | PA      | $239795.01    | 0.04%             | 2031-02-12      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| METRO BANK HOLDINGS PLC                                   | Metro Bank Holdings PLC                                                                                       | CUSIP: 000000000<br>LEI: 984500CDDEAD6C2EDQ64 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $924417.29    | 0.16%             | 2030-03-26      | Fixed         | 13.88%                | No            |                  2 | On Loan: No      |
| GLP PTE LTD                                               | GLP Pte Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |      635000 | PA      | $666432.50    | 0.12%             | 2028-05-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| EASTERN EUROPEAN ELECT                                    | Eastern European Electric Co BV                                                                               | CUSIP: 000000000<br>LEI: 8945004UQXDLRHI1KJ27 | Long             | DBT              | CORP              | NL        |     1180000 | PA      | $1422420.89   | 0.25%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGO PRO AS                                             | Energo - Pro as                                                                                               | CUSIP: 000000000<br>LEI: 315700IQCL9IX158RO36 | Long             | DBT              | CORP              | CZ        |     1620000 | PA      | $1978621.41   | 0.35%             | 2030-05-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                                                           | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $241757.98    | 0.04%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $281128.05    | 0.05%             | 2031-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                                                  | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $238305.79    | 0.04%             | 2030-11-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                      | ZF Europe Finance BV                                                                                          | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $235847.92    | 0.04%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CREDIABANK SA                                             | CrediaBank SA                                                                                                 | CUSIP: 000000000<br>LEI: 213800FFWYE3BQ1CU978 | Long             | DBT              | CORP              | GR        |      100000 | PA      | $122820.44    | 0.02%             | 2031-01-31      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      945000 | PA      | $296157.69    | 0.05%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                                      | Bulgarian Energy Holding EAD                                                                                  | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |      130000 | PA      | $149828.58    | 0.03%             | 2030-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                  | Bellis Acquisition Co PLC                                                                                     | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $351583.11    | 0.06%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                  | Bellis Acquisition Co PLC                                                                                     | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |      385000 | PA      | $451198.32    | 0.08%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                     | CPI Property Group SA                                                                                         | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $328125.54    | 0.06%             | 2031-03-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PIRAEUS FINANCIAL HLDGS                                   | Piraeus Financial Holdings SA                                                                                 | CUSIP: 000000000<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | DBT              | CORP              | GR        |      200000 | PA      | $240358.72    | 0.04%             | 2030-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                            | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $238889.03    | 0.04%             | 2031-01-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RLGH FINANCE BERMUDA LTD                                  | RLGH Finance Bermuda Ltd                                                                                      | CUSIP: 000000000<br>LEI: 549300JARQYXR76TRX40 | Long             | DBT              | CORP              | BM        |      400000 | PA      | $429847.21    | 0.08%             | 2035-07-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOGECAP SA                                                | Sogecap SA                                                                                                    | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $234276.12    | 0.04%             | 2035-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VEON MIDCO BV                                             | Veon Midco BV                                                                                                 | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $467749.09    | 0.08%             | 2029-07-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                     | CPI Property Group SA                                                                                         | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $449492.41    | 0.08%             | 2030-07-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRITE LAKE LUX HOL                                  | Alexandrite Lake Lux Holdings Sarl                                                                            | CUSIP: 000000000<br>LEI: 213800RY78YHYF5J8L55 | Long             | DBT              | CORP              | LU        |      605000 | PA      | $715059.08    | 0.13%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                 | Forvia SE                                                                                                     | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118296.01    | 0.02%             | 2031-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MEXICO CETES                                              | Mexico Cetes                                                                                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2603450 | PA      | $122559.81    | 0.02%             | 2027-09-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                                   | BNP Paribas Issuance BV                                                                                       | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | N/A              | DE               |  | NL        |       10124 | NS      | $3112027.47   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                                   | BNP Paribas Issuance BV                                                                                       | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | N/A              | DE               |  | NL        |        8709 | NS      | $3152762.35   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                                   | BNP Paribas Issuance BV                                                                                       | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | N/A              | DE               |  | NL        |       26973 | NS      | $2108115.89   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                                   | BNP Paribas Issuance BV                                                                                       | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | N/A              | DE               |  | NL        |       45581 | NS      | $2901405.59   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMMAAN CAPITAL LTD                                       | Sammaan Capital Ltd                                                                                           | CUSIP: 000000000<br>LEI: 335800A2A3G53ZQZTQ21 | Long             | DBT              | CORP              | IN        |      590000 | PA      | $595816.07    | 0.10%             | 2030-10-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                             | HSBC Bank PLC                                                                                                 | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | GB        |       27600 | NS      | $3095632.89   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | DAX INDEX FUTURE DEC25                                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          -1 | NC      | $11826.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                    | MSCI EMGMKT DEC25                                                                                             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |          20 | NC      | $45004.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | S+P500 EMINI FUT DEC25                                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         113 | NC      | $947753.52    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                | S+P/TSX 60 IX FUT DEC25                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |           1 | NC      | $7166.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                            | TOPIX INDX FUTR DEC25                                                                                         | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |          24 | NC      | $234416.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                       | SPI 200 FUTURES DEC25                                                                                         | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |          -5 | NC      | $253.21       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | FTSE 100 IDX FUT DEC25                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -17 | NC      | $-101957.73   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BOBL FUTURE DEC25                                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -152 | NC      | $-84434.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)DEC25                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         623 | NC      | $10457.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                | CAN 10YR BOND FUT DEC25                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          39 | NC      | $71051.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | LONG GILT FUTURE DEC25                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          36 | NC      | $147283.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BUXL 30Y BND DEC25                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -2 | NC      | $-6963.67     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR ULTRA FUT DEC25                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          38 | NC      | $-13226.35    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BUND FUTURE DEC25                                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -104 | NC      | $-72272.13    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-SCHATZ FUT DEC25                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -2 | NC      | $-232.54      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US ULTRA BOND CBT DEC25                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          86 | NC      | $370739.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US LONG BOND(CBT) DEC25                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         213 | NC      | $458571.71    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 2YR NOTE (CBT) DEC25                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         167 | NC      | $-82758.96    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                       | AUST 10Y BOND FUT DEC25                                                                                       | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |          84 | NC      | $4801.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 5YR NOTE (CBT) DEC25                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         258 | NC      | $-117576.09   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                               | CAC40 10 EURO FUT NOV25                                                                                       | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |          -4 | NC      | $4472.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meff Financial Derivatives                                | IBEX 35 INDX FUTR NOV25                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ES        |          -4 | NC      | $-20973.85    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Stockholm AB                                       | OMXS30 IND FUTURE NOV25                                                                                       | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |          -7 | NC      | $-2059.32     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                           | HANG SENG IDX FUT NOV25                                                                                       | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |           7 | NC      | $-22235.98    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.              | MSCI SING IX ETS NOV25                                                                                        | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |           4 | NC      | $114.63       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                          | Terna - Rete Elettrica Nazionale                                                                              | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |       67322 | NS      | $690324.69    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| King Slide Works Co Ltd                                   | King Slide Works Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        2060 | NS      | $273283.26    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                         | Admiral Group PLC                                                                                             | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |       10227 | NS      | $440345.98    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd                          | Singapore Telecommunications Ltd                                                                              | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |      333760 | NS      | $1089409.20   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Bank Group Ltd                                   | Standard Bank Group Ltd                                                                                       | CUSIP: 000000000<br>LEI: 2549003PEZXUT7MDBU41 | Long             | EC               | CORP              | ZA        |       11996 | NS      | $176399.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski SA               | Powszechna Kasa Oszczednosci Bank Polski SA                                                                   | CUSIP: 000000000<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | EC               | CORP              | PL        |       25385 | NS      | $520475.30    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone Oyj                                                  | Kone Oyj                                                                                                      | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |       12997 | NS      | $868368.97    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanlam Ltd                                                | Sanlam Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 37890014418406D9FC23 | Long             | EC               | CORP              | ZA        |      115390 | NS      | $605452.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                              | Unilever PLC                                                                                                  | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |        4477 | NS      | $268639.36    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                           | Norsk Hydro ASA                                                                                               | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |       46371 | NS      | $313493.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                          | TotalEnergies SE                                                                                              | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |        9862 | NS      | $615734.17    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                 | Orion Oyj                                                                                                     | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |       13653 | NS      | $953429.30    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhaojin Mining Industry Co Ltd                            | Zhaojin Mining Industry Co Ltd                                                                                | CUSIP: 000000000<br>LEI: 3003007KU2DRDX06PN04 | Long             | EC               | CORP              | CN        |       55514 | NS      | $206708.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                                  | Volvo AB                                                                                                      | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |        8488 | NS      | $232529.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CMOC Group Ltd                                            | CMOC Group Ltd                                                                                                | CUSIP: 000000000<br>LEI: 2549008KG3638J59U652 | Long             | EC               | CORP              | CN        |      107959 | NS      | $233726.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                          | Smiths Group PLC                                                                                              | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |       33901 | NS      | $1122599.51   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                  | Vinci SA                                                                                                      | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |        4168 | NS      | $557329.32    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunny Optical Technology Group Co Ltd                     | Sunny Optical Technology Group Co Ltd                                                                         | CUSIP: 000000000<br>LEI: 3003004QIVP0DFVVWM94 | Long             | EC               | CORP              | KY        |       22593 | NS      | $218331.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                                                                                  | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |       35437 | NS      | $374560.08    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                              | Iberdrola SA                                                                                                  | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |       61210 | NS      | $1240496.56   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Electronic International Co Ltd                       | BYD Electronic International Co Ltd                                                                           | CUSIP: 000000000<br>LEI: 5299001O3LAFGRPZ3Y63 | Long             | EC               | CORP              | HK        |       27474 | NS      | $128980.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc                        | MS&AD Insurance Group Holdings Inc                                                                            | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |       17564 | NS      | $362072.37    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Axiata Group Bhd                                          | Axiata Group Bhd                                                                                              | CUSIP: 000000000<br>LEI: 254900DM0V7OCPDUUC55 | Long             | EC               | CORP              | MY        |     1718147 | NS      | $1030307.69   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                                    | KB Financial Group Inc                                                                                        | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |       12946 | NS      | $1056828.39   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| China Hongqiao Group Ltd                                  | China Hongqiao Group Ltd                                                                                      | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | KY        |       35516 | NS      | $134846.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                                 | Gjensidige Forsikring ASA                                                                                     | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |       11162 | NS      | $300394.43    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Longfor Group Holdings Ltd                                | Longfor Group Holdings Ltd                                                                                    | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | EC               | CORP              | KY        |      104077 | NS      | $128559.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| New China Life Insurance Co Ltd                           | New China Life Insurance Co Ltd                                                                               | CUSIP: 000000000<br>LEI: 300300F2001111000095 | Long             | EC               | CORP              | CN        |       20800 | NS      | $131447.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     9878000 | PA      | $340516.93    | 0.06%             | 2031-06-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Vodacom Group Ltd                                         | Vodacom Group Ltd                                                                                             | CUSIP: 000000000<br>LEI: 37890012A8DC24B8D663 | Long             | EC               | CORP              | ZA        |       66347 | NS      | $537095.75    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      476000 | PA      | $154981.30    | 0.03%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Evraz PLC                                                 | Evraz PLC                                                                                                     | CUSIP: 000000000<br>LEI: 5493005B7DAN39RXLK23 | Long             | EC               | CORP              | GB        |      384841 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    14538000 | PA      | $510942.70    | 0.09%             | 2032-06-25      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| AAC Technologies Holdings Inc                             | AAC Technologies Holdings Inc                                                                                 | CUSIP: 000000000<br>LEI: 549300SKEDE1VKS0A552 | Long             | EC               | CORP              | KY        |       20721 | NS      | $106514.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group PLC/The                                        | Sage Group PLC/The                                                                                            | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |       43666 | NS      | $660027.65    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| China Galaxy Securities Co Ltd                            | China Galaxy Securities Co Ltd                                                                                | CUSIP: 000000000<br>LEI: 3003008KFQXO06OK8582 | Long             | EC               | CORP              | CN        |       67117 | NS      | $96554.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                                  | Tele2 AB                                                                                                      | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |       59821 | NS      | $950308.42    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Tecta America Corp                                        | Tecta America Corp 2025 Term Loan B                                                                           | CUSIP: 000000000<br>LEI: 54930083ULRH07WCC129 | Long             | LON              | CORP              | US        |      169575 | PA      | $169998.94    | 0.03%             | 2032-02-18      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Owens-Illinois Inc                                        | Owens-Illinois Inc 2025 Term Loan B                                                                           | CUSIP: 000000000<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | LON              | CORP              | US        |      165000 | PA      | $164518.20    | 0.03%             | 2032-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                         | National Grid PLC                                                                                             | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |       28515 | NS      | $427556.81    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Wiwynn Corp                                               | Wiwynn Corp                                                                                                   | CUSIP: 000000000<br>LEI: 254900FV2R15PMKXFL69 | Long             | EC               | CORP              | TW        |        1349 | NS      | $190235.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shandong Gold Mining Co Ltd                               | Shandong Gold Mining Co Ltd                                                                                   | CUSIP: 000000000<br>LEI: 300300KC2K8BC07OSV77 | Long             | EC               | CORP              | CN        |       31313 | NS      | $131267.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WuXi AppTec Co Ltd                                        | WuXi AppTec Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 254900OEPQLZSPLN9175 | Long             | EC               | CORP              | CN        |        8042 | NS      | $112371.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                     | India Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    26180000 | PA      | $304303.57    | 0.05%             | 2029-01-14      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                | Phoenix Group Holdings PLC                                                                                    | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |       49482 | NS      | $438352.75    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                              | Evolution AB                                                                                                  | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |        1186 | NS      | $79020.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.com Inc                                                | JD.com Inc                                                                                                    | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |       13406 | NS      | $221332.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                                        | Cellnex Telecom SA                                                                                            | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |     2000000 | PA      | $2084897.49   | 0.37%             | 2031-11-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Tesco PLC                                                 | Tesco PLC                                                                                                     | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |      183639 | NS      | $1108200.98   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                      | BCP V Modular Services Finance II PLC                                                                         | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $120824.16    | 0.02%             | 2028-11-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Tianshan Aluminum Group Co Ltd                            | Tianshan Aluminum Group Co Ltd                                                                                | CUSIP: 000000000<br>LEI: 300300VE52AL1GWYFN04 | Long             | EC               | CORP              | CN        |      651100 | NS      | $1222784.55   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Pop Mart International Group Ltd                          | Pop Mart International Group Ltd                                                                              | CUSIP: 000000000<br>LEI: 9845000A05E8F937E337 | Long             | EC               | CORP              | KY        |        4533 | NS      | $128941.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OUTsurance Group Ltd                                      | OUTsurance Group Ltd                                                                                          | CUSIP: 000000000<br>LEI: 984500AC307E8L2D9X52 | Long             | EC               | CORP              | ZA        |      258869 | NS      | $1089974.74   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| KE Holdings Inc                                           | KE Holdings Inc                                                                                               | CUSIP: 000000000<br>LEI: 254900RHVY072XPAZE03 | Long             | EC               | CORP              | KY        |       43823 | NS      | $248549.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| New China Life Insurance Co Ltd                           | New China Life Insurance Co Ltd                                                                               | CUSIP: 000000000<br>LEI: 300300F2001111000095 | Long             | EC               | CORP              | CN        |      123000 | NS      | $1172323.18   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                          | Novo Nordisk A/S                                                                                              | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |        5473 | NS      | $269444.93    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IBERCAJA BANCO SA                                         | Ibercaja Banco SA                                                                                             | CUSIP: 000000000<br>LEI: 549300OLBL49CW8CT155 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $763221.47    | 0.13%             | 2028-01-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                  | Republic of South Africa Government Bond                                                                      | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    18248000 | PA      | $941591.88    | 0.17%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Anglogold Ashanti Plc                                     | Anglogold Ashanti Plc                                                                                         | CUSIP: 000000000<br>LEI: 2138005YDSA7A82RNU96 | Long             | EC               | CORP              | GB        |        2343 | NS      | $160644.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Smurfit WestRock PLC                                      | Smurfit WestRock PLC                                                                                          | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |        6043 | NS      | $218318.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                                                                                 | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |        4167 | NS      | $308552.31    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                  | Republic of South Africa Government Bond                                                                      | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     4540000 | PA      | $262067.30    | 0.05%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                          | Garda World Security Corporation 2025 Term Loan B                                                             | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |      246884 | PA      | $246679.45    | 0.04%             | 2029-02-01      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                    | 1011778 BC Unlimited Liability Company 2024 Term Loan B6                                                      | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |      271562 | PA      | $270593.02    | 0.05%             | 2030-09-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc                               | Bausch Health Companies Inc 2025 Term Loan B                                                                  | CUSIP: 000000000<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |      274312 | PA      | $272153.66    | 0.05%             | 2030-10-08      | Floating      | 10.21%                | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                     | Ontario Gaming GTA LP Term Loan B                                                                             | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |      296231 | PA      | $277100.54    | 0.05%             | 2030-08-01      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                         | Clarios Global LP 2025 USD Term Loan B                                                                        | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      310000 | PA      | $310678.90    | 0.05%             | 2032-01-28      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                    | TK Elevator Midco GmbH 2025 USD Term Loan B                                                                   | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |      345647 | PA      | $347592.82    | 0.06%             | 2030-04-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                  | AL Candelaria -spain- SA                                                                                      | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |     1020000 | PA      | $925180.80    | 0.16%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTL AIRPORT FINANCE SA                                   | International Airport Finance SA                                                                              | CUSIP: 000000000<br>LEI: 959800M9M5LP0KXUP789 | Long             | DBT              | CORP              | ES        |     1539701 | PA      | $1642794.80   | 0.29%             | 2033-03-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                 | Banijay Entertainment SAS 2025 USD Term Loan B3                                                               | CUSIP: 000000000<br>LEI: 5493008PW5N0VVCH7279 | Long             | LON              | CORP              | US        |      224344 | PA      | $225185.77    | 0.04%             | 2028-03-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                              | State Street Navigator Securities Lending Government Money Market Portfolio                                   | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |    15329896 | NS      | $15329895.55  | 2.69%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING                                     | Alibaba Group Holding Ltd                                                                                     | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      285000 | PA      | $320340.00    | 0.06%             | 2032-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| BIOCON BIOLOGICS GLOBAL                                   | Biocon Biologics Global PLC                                                                                   | CUSIP: 000000000<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |      710000 | PA      | $702054.55    | 0.12%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                                             | Accenture PLC                                                                                                 | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |        1377 | NS      | $344387.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Froneri Lux Finco Sarl                                    | Froneri Lux Finco Sarl 2025 USD Term Loan                                                                     | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |      135000 | PA      | $134900.10    | 0.02%             | 2032-08-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                                      | Ineos US Finance LLC 2024 USD 1st Lien Term Loan B                                                            | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |      493267 | PA      | $417303.79    | 0.07%             | 2031-02-07      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                               | JetBlue Airways Corporation 2024 Term Loan B                                                                  | CUSIP: 000000000<br>LEI: 54930070J9H97ZO93T57 | Long             | LON              | CORP              | US        |      321750 | PA      | $305179.88    | 0.05%             | 2029-08-27      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                                             | Medtronic PLC                                                                                                 | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |        1823 | NS      | $165346.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                           | Seagate Technology Holdings PLC                                                                               | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |        4751 | NS      | $1215685.88   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                   | Studio City Finance Ltd                                                                                       | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |      895000 | PA      | $856983.17    | 0.15%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TE Connectivity PLC                                       | TE Connectivity PLC                                                                                           | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |        4469 | NS      | $1103887.69   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WE SODA INV HOLDING PLC                                   | WE Soda Investments Holding PLC                                                                               | CUSIP: 000000000<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |      990000 | PA      | $991294.43    | 0.17%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Garmin Ltd                                                | Garmin Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |         877 | NS      | $187625.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Camelot US Acquisition LLC                                | Camelot US Acquisition LLC 2024 Term Loan B                                                                   | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2031-01-31      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                        | FS Luxembourg Sarl                                                                                            | CUSIP: 000000000<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      604000 | PA      | $630627.94    | 0.11%             | 2031-02-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                        | FS Luxembourg Sarl                                                                                            | CUSIP: 000000000<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      205000 | PA      | $212687.50    | 0.04%             | 2033-06-25      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                    | Millicom International Cellular SA                                                                            | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      265000 | PA      | $247531.07    | 0.04%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                      | Raizen Fuels Finance SA                                                                                       | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $167075.99    | 0.03%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Venga Finance Sarl                                        | Venga Finance Sarl 2025 USD Term Loan B                                                                       | CUSIP: 000000000<br>LEI: 9845005B0E54C498F641 | Long             | LON              | CORP              | LU        |      246859 | PA      | $246241.90    | 0.04%             | 2029-06-28      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Zacapa SARL                                               | Zacapa SARL 2024 Term Loan                                                                                    | CUSIP: 000000000<br>LEI: 213800VIVQIJLORBU468 | Long             | LON              | CORP              | LU        |      246768 | PA      | $247200.17    | 0.04%             | 2029-03-22      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Cimpress Public Limited Company                           | Cimpress Public Limited Company 2024 Term Loan B                                                              | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | LON              | CORP              | IE        |      195008 | PA      | $195169.39    | 0.03%             | 2028-05-17      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                              | LyondellBasell Industries NV                                                                                  | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |       14552 | NS      | $675503.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasus BidCo BV                                          | Pegasus BidCo BV 2025 USD Repriced Term Loan B                                                                | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |      493766 | PA      | $496027.08    | 0.09%             | 2029-07-12      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                        | Nouryon Finance BV 2024 USD Term Loan B1                                                                      | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |      337877 | PA      | $337032.37    | 0.06%             | 2028-04-03      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | 99D11FDX6 WELLINGTON                                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |      350000 | NC      | $13973.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | 99D11FDI9 WELLINGTON                                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | AD        |      350000 | NC      | $18296.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRF SA                                                    | BRF SA                                                                                                        | CUSIP: 000000000<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |      475000 | PA      | $402672.32    | 0.07%             | 2050-09-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                   | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      397964 | PA      | $430187.48    | 0.08%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                    | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                  | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      590000 | PA      | $652746.50    | 0.11%             | 2038-06-29      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                        | Dominican Republic International Bond                                                                         | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     9950000 | PA      | $185991.44    | 0.03%             | 2033-02-03      | Fixed         | 13.63%                | No            |                  2 | On Loan: No      |
| SAN MIGUEL INDUSTRIAS                                     | SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |      740000 | PA      | $706729.60    | 0.12%             | 2028-08-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                            | Trust Fibra Uno                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |      370000 | PA      | $402989.20    | 0.07%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA                                    | VTR Comunicaciones SpA                                                                                        | CUSIP: 000000000<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |      280000 | PA      | $272300.00    | 0.05%             | 2028-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                      | YPF SA                                                                                                        | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      725000 | PA      | $723656.29    | 0.13%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GOLOMT BANK OF MONGOLIA                                   | Golomt Bank                                                                                                   | CUSIP: 000000000<br>LEI: 549300QLH7BRA4EIZO16 | Long             | DBT              | CORP              | MN        |      200000 | PA      | $206467.86    | 0.04%             | 2027-05-20      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                             | JSW Steel Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |      415000 | PA      | $407650.58    | 0.07%             | 2027-04-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-14

**Name of Applicant:** HARTFORD MUTUAL FUNDS, INC

**Signature:** William Zook

**Name of Signer:** William Zook

**Title:** Assistant Treasurer